ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.05340.1856-0.2193-0.9999-0.6675-0.4551-0.9004
(p-val)(0.764 )(0.317 )(0.2004 )(0 )(0.1908 )(0.2582 )(0.8941 )
Estimates ( 2 )0.05270.1783-0.2228-1-1.0083-0.65870
(p-val)(0.7659 )(0.3273 )(0.191 )(0 )(0 )(0.0017 )(NA )
Estimates ( 3 )00.1815-0.2158-0.9999-1.0173-0.67650
(p-val)(NA )(0.3158 )(0.2034 )(8e-04 )(0 )(5e-04 )(NA )
Estimates ( 4 )00-0.2411-1.1219-0.9973-0.61650
(p-val)(NA )(NA )(0.1993 )(0.0014 )(0 )(0.0023 )(NA )
Estimates ( 5 )000-1-1.0011-0.60170
(p-val)(NA )(NA )(NA )(0 )(0 )(0.0029 )(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
-0.0319990429613897
2.40576490517016
-4.16723749770936
2.83661443223511
-6.35468088992183
19.5855948935255
-3.05039792856053
13.4022405701603
-1.91709255182809
7.33503706913417
-2.8922082086688
10.3238722023952
15.1897859707284
-2.87342757574140
3.95970317065057
6.45555286948845
-17.3243020551547
7.39926896781918
7.20842521279318
8.69235101820805
26.1966106215285
19.9534724639499
-41.1340367905344
-9.7031383336648
-13.8856748203094
-11.9347335954605
-11.6717432477149
-0.695519058684964
-11.0602819676933
21.1368570659614
-14.1232435259001
3.09511982474307
6.70623886208627
1.72480305865195
14.3006978769173