ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.0438-0.1886-0.0874-0.04730.08720.02830.0864
(p-val)(0.9336 )(0.1865 )(0.6065 )(0.9266 )(0.9777 )(0.9582 )(0.9779 )
Estimates ( 2 )0.0438-0.1886-0.0873-0.04750.17360.01320
(p-val)(0.9336 )(0.1865 )(0.6069 )(0.9264 )(0.2901 )(0.9359 )(NA )
Estimates ( 3 )0.0429-0.1895-0.0867-0.04490.17700
(p-val)(0.9354 )(0.1834 )(0.6105 )(0.9309 )(0.2682 )(NA )(NA )
Estimates ( 4 )0-0.189-0.0945-0.00420.177300
(p-val)(NA )(0.184 )(0.4805 )(0.9748 )(0.2668 )(NA )(NA )
Estimates ( 5 )0-0.1888-0.094200.176500
(p-val)(NA )(0.1838 )(0.4806 )(NA )(0.2622 )(NA )(NA )
Estimates ( 6 )0-0.189000.160700
(p-val)(NA )(0.1844 )(NA )(NA )(0.3099 )(NA )(NA )
Estimates ( 7 )0-0.133400000
(p-val)(NA )(0.3094 )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )0000000
(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
0.00460316584004819
-0.0302484839034218
-0.105784551146344
0.0974893032337864
0.0920578948372688
0.086452806156105
-0.0681101882094906
-0.160419161298456
0.0089366805166815
0.0440330838800644
0.0339241779387143
0.0468977177820973
-0.0952590044935988
0.0773642200733375
-0.00640915630671213
0.0365934292389021
0.0473045151785438
-0.000948740436213846
0.0722617631222162
0.0121006558224304
0.108856312987872
-0.0403020351380086
0.0689565064357387
0.0937303493502366
-0.000779169153877213
0.133315483977626
-0.0940946911713736
-0.0682092496682918
0.0844230110907924
0.0218325222753766
0.150900531180362
0.00663010848478862
-0.0386235419906411
0.117557320893247
0.0327980130759844
0.105238068681218
0.00217588658576506
-0.0472383684742601
-0.0555803977119611
0.0190584938745264
0.0882733132787266
-0.0345137173632182
0.0319908661654482
0.104821166946678
0.0108575901217991
0.00844645062347382
0.0603855700581146
-0.0102700723736504
-0.140070739881804
-0.0700230454534374
-0.0104529238420934
0.0383206398895410
-0.133088510034663
0.079949733647826
0.0353463401624792
0.0832255460112812
0.00580065647567363
0.0565085760928445
0.0741711916122405
-0.0402888483780881
0.0968265800768284