ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.55040.2224-0.2904-0.88810.87070.1087-0.7424
(p-val)(3e-04 )(0.0921 )(0.0227 )(0 )(0.0015 )(0.6272 )(0.0459 )
Estimates ( 2 )0.54760.2393-0.2981-0.8910.99220-0.8518
(p-val)(3e-04 )(0.0591 )(0.0183 )(0 )(0 )(NA )(0 )
Estimates ( 3 )0.62090-0.2059-0.8720.99530-0.8839
(p-val)(3e-04 )(NA )(0.0673 )(0 )(0 )(NA )(0 )
Estimates ( 4 )-0.7521000.51420.98440-0.7662
(p-val)(0 )(NA )(NA )(0.0137 )(0 )(NA )(5e-04 )
Estimates ( 5 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 12 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 13 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
0.00509985932295509
-0.320818222286888
-0.197117196687452
-0.273021303154159
-0.259307390005561
0.117630375827139
0.555831262688101
0.010351517675088
0.186684058005416
0.364862612399688
0.208424913402032
0.0647618673786489
0.0525051410399968
0.321269449652341
-0.350838864527021
0.0658651693688728
0.149554375196613
-0.114936607453198
-0.0612678864901738
-0.00290255501150305
0.299406072944713
-0.236384620475663
0.0015162047029825
-0.0938556758527673
0.124750000263356
-0.471783613685228
0.234820874083843
-0.0203883669827977
-0.129022235700457
0.041076861804919
-0.29004767860936
0.314346990835869
0.191624455541518
0.303417989902342
-0.268503945062622
0.289915006795012
-0.0448823511961261
0.213557197426895
-0.0820876439224611
0.236085417896762
0.173065057049405
0.251710933962102
-0.160389171911666
0.40817566275154
0.0820190953928902
0.0173582939155595
-0.0866614148161779
0.000536593053893895
0.329911858162196
0.115744305385573
0.0621722848647087
-0.0861085957245128
0.0753749365683205
-0.250523461798932
-0.228666727370203
0.0163675459851644
-0.129247437631836
0.0984376599509383
0.100778218291185
-0.0302527053025421
-0.1037533234522
-0.218990024090205
0.187279008866825
0.330481842656331
-0.412290770407357
0.0545177145540067
-0.122307642656818
-0.0956975808541104
0.143309956329961
0.0187572159841698
0.0916514301580276
-0.114220581652296
0.0100967146974866
-0.318283738127712
0.2145351886932
-0.141165358157766
0.131873070807267