ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.07990.25360.4721-0.91030.2645-0.2252-1
(p-val)(0.6779 )(0.1955 )(0.0032 )(0 )(0.0996 )(0.1425 )(4e-04 )
Estimates ( 2 )00.31270.5058-0.95970.2661-0.2376-1
(p-val)(NA )(0.0526 )(0.0039 )(0 )(0.1084 )(0.1092 )(3e-04 )
Estimates ( 3 )00.27650.4912-0.96090.31060-1
(p-val)(NA )(0.0683 )(0.0023 )(0 )(0.0618 )(NA )(0 )
Estimates ( 4 )000.377-1.12680.33350-1
(p-val)(NA )(NA )(0.0049 )(0 )(0.0398 )(NA )(0 )
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
-0.354068883784824
-0.96292460579429
-0.712545808722285
8.06963809672465
2.98839539973939
-0.986750910864207
1.41209446986542
-1.83103330323873
4.18856522539593
1.00743908415782
-1.11846246595512
-2.37381440350056
-0.0502011893400293
0.294931112670990
-1.71826528264987
1.86799004838761
-2.42574362201023
0.0315027012036263
3.0213617829486
-0.786657053485405
3.80540794093051
-0.489777188185032
-2.82865661204563
2.36808199523213
-0.915666491194318
0.183119452253218
4.13230319840895
2.70222351986912
-3.46899736234886
2.61666243064288
1.29017687544014
3.83149641094495
2.50535013075409
-3.59963421000977
-1.18045972688376
3.10423387424327
-2.21296280507490
-4.83009921151078
-7.482462165756
2.59132178180577
1.42681727984480
7.20978328047266
-5.1055423148464
-0.118023865377766
1.82999828410257
-2.44576082470282
4.36569576820767
3.88376279713810
3.36602271177633
-0.710464239474468
4.75596946621061
-3.99341082070786
5.54212150869144
-0.290520961339256
-0.830097109256643
-1.28221259630208
1.02212953010658
4.09803766562983
2.32594185384636
-1.92358090673598
1.37911294197317
0.656286459262888
2.19238037115971
-1.70325958214029
-1.18800072615117
0.106691231204623
2.02581248679798
1.54510099150296
-1.54690315672947