ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1sar2sma1
Estimates ( 1 )-0.44190.22560.6847-0.5094-0.2973-0.2825
(p-val)(0.1989 )(0.0325 )(0.0449 )(0.0265 )(0.0666 )(0.2561 )
Estimates ( 2 )-0.43430.23390.6809-0.7383-0.4250
(p-val)(0.1505 )(0.0191 )(0.0226 )(0 )(0 )(NA )
Estimates ( 3 )00.11470.2463-0.7422-0.42680
(p-val)(NA )(0.1865 )(0.0028 )(0 )(0 )(NA )
Estimates ( 4 )000.2198-0.7692-0.42890
(p-val)(NA )(NA )(0.0024 )(0 )(0 )(NA )
Estimates ( 5 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
-0.290163108993786
-0.133699355983087
-0.133927639315075
-0.0905399403890235
0.0567200167579325
0.0399667027346969
0.0648770755224164
0.0945288535772817
-0.110559579577187
-0.011148752819994
0.0698889645414434
-0.116625317442710
-0.234995442992713
0.00233767861660672
-0.078866118414022
0.149045104706349
-0.0248433227639443
-0.0301590526959326
-0.000357247134431335
-0.0541266372507627
-0.106117696542919
-0.0373207565248338
-0.0329119278273869
-0.0575521922422115
-0.16956372852891
0.00115121216129981
0.095628891715475
0.115438496317817
-0.156049928460712
-0.022683030701878
0.0873732642485132
0.0138400772012165
-0.0732866296122636
0.0372614217455716
0.0478636539090674
0.156967871830112
-0.194710218802631
0.158538735119693
0.0743630244605922
-0.0753943552959979
-0.0857928419967635
0.282359144098493
-0.0625063952475813
-0.0818097730692387
0.41611436823149
-0.110962083363233
0.0960849881064405
0.094634254438688
-0.369205650472551
0.0935078289583657
0.255430706282297
0.286147925114150
0.210729881069582
-0.0722958542080079
-0.23999375080588
-0.0278124679289107
0.116318903057547
-0.00190909022765595
-0.193944712319976
0.226883332278533
0.227792677061473
-0.171884759277319
0.150453212365633
0.0626928204887349
-0.054097257375048
-0.109836894775086
-0.00384307279492191
-0.0136615938360762
-0.00276775465817991
0.207346091794506
-0.196762186157713
0.102854903754363
0.0660259751089427
0.128142523368936
0.0984065050876097
-0.279082685183468
-0.258721533917921
-0.0143749622906597
0.08243889117459
0.149004080811139
-0.0772499644667306
0.0153991098794108
0.0187738530209174
-0.077634467971123
0.0316659993821276
-0.0924764939448437
0.102478477184079
-0.0140901066378376
0.144800759354851
-0.0813005252950916
0.0190391843781157
0.0732113077181537
-0.142216434968844
0.255000519700076
-0.036917258454352
0.0106893554280560
-0.391665690057167
0.151872769443671
0.0580811404440311
0.0735898856756165
0.0907316284129678
0.0284501904738050
0.0506844377946294
0.0999350208028744
0.150956963169136
-0.0293618673664327
-0.189415961689093
-0.0322304184357165
-0.0890463074569254
0.00474935840604474
-0.0806633441865756
0.400897140202446
0.0991776778664786
-0.00290919593358297
-0.00899690015737065
-0.0266132589081138
-0.259533713114678
-0.0511267903168289
0.165788348752784
0.052213395888657
-0.126282547936668
0.112625703014245
0.0420042809699481
0.0948112898854703
-0.0918913458585564
0.081528173950332
-0.165727938723791
-0.0167209877070889
0.174262460328507
0.258706917739715
0.518292962483528
-0.0669315501252328
0.172722557005983
0.0851651108017535
0.29017390654262
-0.172622244058957
0.376068348256894
0.264785621097133
-0.0711659502002391
-0.251909008119014
0.0520397142117162
-0.226515948042703
-0.432600192294018
-0.414418696882109
-0.130987120197574
0.308164190049112
-0.295169747055766
-0.155504691760029
-0.153154499738122
0.0871483418673194
-0.355150539701924
0.291250038078374
-0.209098885375326
0.0313399188306107
0.0939897426620178