ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2
Estimates ( 1 )0.02040.39610.55170.1705-0.3293-0.3881
(p-val)(0.9122 )(0.002 )(1e-04 )(0.4236 )(0.0541 )(0.0204 )
Estimates ( 2 )00.40520.56210.1887-0.3284-0.3906
(p-val)(NA )(0 )(0 )(0.1614 )(0.054 )(0.0182 )
Estimates ( 3 )00.40770.56910-0.4252-0.4061
(p-val)(NA )(1e-04 )(0 )(NA )(0.0094 )(0.0119 )
Estimates ( 4 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(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
0.00930393228562136
0.0340462060605286
0.0067300294005729
-0.0289735421937470
-0.0533520047317318
-0.0743501806327205
0.0235127976269193
0.0235671505465747
-0.00952525070036922
0.0076310018675044
0.0248478829988588
0.0208857740892652
0.00752369285955322
-0.0275204381636625
0.0115622647729012
0.074585906907193
0.0206788830238887
-0.0354412415934554
0.093218949607794
-0.00376320100337149
0.0907225738013289
-0.0088793984967213
-0.0467949540104687
0.00414610560407379
0.0453765341620413
-0.00316652495548275
-0.0333423477519469
-0.0106947198234793
0.0145448791596727
0.0150076303695094
-0.0210049965818342
-0.0673354494019189
0.0292847505005792
0.0535233297118505
-0.0613556762571209
0.0645645397441245
0.0526265119453288
0.0776097229300418
-0.0309555950497398
0.0624436418017158
-0.0923299949067342
0.0646149958966244
-0.0141655279774859
0.0153191629147980
0.0194032956082975
-0.0376042569416928
-0.0119222433489217
-0.0343662708527273
-0.114731279218883
-0.00383563713678114
0.00480555764709756
-0.0186840565502635
0.070953194228295
0.126720025134260
0.023342177676831
0.0547681872181798