ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sma1
Estimates ( 1 )0.4707-0.00250.1384-0.83310.9824-0.8976
(p-val)(0.0266 )(0.9839 )(0.2589 )(0 )(0 )(0 )
Estimates ( 2 )0.478900.142-0.84030.9813-0.8938
(p-val)(0.0136 )(NA )(0.2422 )(0 )(0 )(0 )
Estimates ( 3 )0.318900-0.68640.9837-0.9073
(p-val)(0.1052 )(NA )(NA )(0 )(0 )(0 )
Estimates ( 4 )000-0.42140.9886-0.921
(p-val)(NA )(NA )(NA )(0 )(0 )(0 )
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
0.00371356954579582
-0.0429190928547927
0.209562847445091
-0.136858543752409
0.0391368204771269
-0.108001213847756
0.0971808258966619
-0.186939413132197
0.038538702102613
-0.104883358977964
-0.213282755719765
0.392066399700539
0.136497821487897
0.250762050810693
0.13009185687407
-0.507469200534169
0.0128233242117078
0.154895234930361
0.125796342391428
0.222967858503851
0.0307339015728168
-0.0210914493155143
0.324450024880247
0.252195915712856
-0.0560922084287556
-0.167987009786066
-0.221575945510651
0.458511582009741
0.198853590022678
-0.176639365696922
0.342541259973108
0.37537981123437
0.0254270353120868
-0.104818720401043
0.213301184916298
0.103806762581822
0.148601648020628
-0.151139119564231
0.059160578900646
-0.165252592039028
-0.0685559848038341
-0.388700535971292
0.170782712521669
0.0891550068221429
-0.132761378254143
-0.150176572788003
-0.0704845603152394
-0.391012746439806
0.0904612933257369
0.0984248525855098
0.036662838595912
-0.101123887077144
0.000367306033302576
0.308573062063412
0.174724127417027
0.264484602799462
0.377120005800857
0.0378559212292162
-0.063123976822328
-0.0634945561404104
-0.302108028073348
0.0726081140179008
0.00929253183964151
-0.0319678732941555
0.138947036058215
-0.0798756827687929
0.399400312811703
-0.115542994926859
-0.0404228431021049
0.341658842242738
0.044968443750983
0.0455168310143499
-0.131707527773099
-0.143024444108154
0.0797551975655046
0.243125885312653
-0.298600930406647
0.120735715221373
0.177484209913799
0.00795250109757561
-0.0578769325614442
-0.180471928687622
-0.0591651652949807
0.102864505205473
-0.0165352244214437
-0.0704142677931428
0.0511375501270323
-0.132676956430461
0.0612664078356854
0.0163849022470223
-0.101378673836646
0.206284875599269
-0.172915784450777
0.0828351389482772
0.060753826247603
-0.0588090409043024
-0.0512896614459361
-0.0104452815465937
-0.200183654710073
-0.142384304021159
-0.125450298785049
0.133744732087662
0.0401701486118262
0.239413728244983
-0.0932333411125513
0.337599415382961
0.0165501080911215
-0.177576395252485
0.235872062819504
-0.0118248394233032
-0.208123371978843
0.0187054009129064
-0.257543563638374
-0.0431358072202196
-0.0142187995180079
-0.0907071401729271
0.109507789272411
0.0476193751603875