ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.0387-0.0990.16070.22930.82760.0885-0.8766
(p-val)(0.8916 )(0.3715 )(0.0901 )(0.414 )(0.035 )(0.372 )(0.0304 )
Estimates ( 2 )0-0.09010.15470.26590.82910.089-0.879
(p-val)(NA )(0.313 )(0.0703 )(0.0022 )(0.0327 )(0.3696 )(0.0282 )
Estimates ( 3 )0-0.0920.15560.2612-0.342600.2956
(p-val)(NA )(0.3012 )(0.0677 )(0.0025 )(0.6055 )(NA )(0.6593 )
Estimates ( 4 )0-0.09410.15660.2599-0.040600
(p-val)(NA )(0.29 )(0.0656 )(0.0027 )(0.6445 )(NA )(NA )
Estimates ( 5 )0-0.10270.15730.2518000
(p-val)(NA )(0.236 )(0.0639 )(0.0029 )(NA )(NA )(NA )
Estimates ( 6 )000.15650.2772000
(p-val)(NA )(NA )(0.0662 )(0.0021 )(NA )(NA )(NA )
Estimates ( 7 )0000.2814000
(p-val)(NA )(NA )(NA )(0.0058 )(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 )