ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.02680.72480.20951-0.7082-0.40230.14
(p-val)(0.8605 )(0 )(0.1708 )(0 )(0.3145 )(0.2111 )(0.8651 )
Estimates ( 2 )0.03580.72320.20551-0.5914-0.3540
(p-val)(0.8024 )(0 )(0.1726 )(0 )(0.003 )(0.0698 )(NA )
Estimates ( 3 )00.73080.23351-0.5948-0.3570
(p-val)(NA )(0 )(0.0214 )(0 )(0.0027 )(0.0668 )(NA )
Estimates ( 4 )00.71530.20651-0.399200
(p-val)(NA )(0 )(0.0494 )(0 )(0.0138 )(NA )(NA )
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
0.00464973808683518
-0.0157665043685968
0.0772360935489827
0.0982022735472924
-0.0329692184122417
-0.0506006031990456
-0.075795707738315
0.113602703805262
0.148113162075967
0.112837826310891
-0.0734448036257923
0.0309083978812412
0.0415428680158676
0.0990601976481093
0.0837931021624382
-0.00670321833103682
-0.125827016687801
0.0186219853768928
-0.00636316975306473
0.154908900176989
0.0614460994605559
-0.0534101143074262
0.0821269584177297
0.0138257285089529
0.0530011126754819
0.0225633643876339
-0.0790410269770067
0.0095545808426968
0.0195756876718177
0.0297518373674727
-0.0715088442938308
-0.00776262321860514
0.147123612155334
0.0343408167672056
-0.0380715639537345
0.0107156918468574
-0.0689013420216793
-0.0974355202331743
-0.112062090380169
0.0496777530762346
0.0362679511082393
-0.173851591766331
0.0648912077902307
-0.0345220779195117
0.0744086647308337
-0.0686910230660089
0.0912384432864405
-0.0295753025972146
-0.0303037105364761
0.095504559080148