ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.1826-0.31060.0977-0.9432-0.5656-0.4027-0.12
(p-val)(0.1818 )(0.0158 )(0.4732 )(0 )(0.1696 )(0.087 )(0.8058 )
Estimates ( 2 )0.1821-0.31370.1046-0.9436-0.6577-0.44550
(p-val)(0.1821 )(0.0142 )(0.431 )(0 )(0 )(0.0011 )(NA )
Estimates ( 3 )0.1377-0.30180-1.0754-0.6589-0.42970
(p-val)(0.267 )(0.0175 )(NA )(0 )(0 )(0.0018 )(NA )
Estimates ( 4 )0-0.29860-1.0935-0.6446-0.41670
(p-val)(NA )(0.0196 )(NA )(0 )(0 )(0.0028 )(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
-0.000312453179218713
0.0262356302140672
-0.00240963773602199
-0.0401718968445318
0.0296358908444879
0.0343859545201239
-2.01712740474642e-06
0.00235757739993286
0.0339545629792695
-0.00683912157376615
0.00363863561455776
0.0126118170620050
-0.0231634434966821
-0.000806067760311788
-0.0799379801949807
-0.0283672069388685
0.0229685809594173
0.0126991579481110
0.044980294248654
-0.00408052292768904
0.0121499692425831
0.0171948557772712
-0.00494342185632396
-0.00694750482277671
-0.0198733208229558
0.0116892757062565
-0.00695206652392818
0.0492740258727255
0.00043041287794735
0.0286373927224382
-0.0198599774361160
-0.0233359397182088
0.058885928618586
-0.0368077914615597
-0.0295494248192446
-0.0226291731883809
0.0108895152505279
-0.00683342890962535
0.0289472144392165
-0.0183679090036504
0.0312576150959544
0.0190412653012111
-0.00144515233700617
0.0284447147991525
-0.0298542363688031
-0.0477652688245287
0.0181613687717107
-0.0228998044806201
-0.0248428499898979
-0.0158024801405908
0.0341677916473078
0.00380975133031554
-0.00849468570564401
0.000789066487181422
-0.0305920534281536
-0.106754928751708
-0.0164284059659585
0.00414366263453509
0.0225748086657257
-0.0304004402854452
0.0132026598217524
0.0402412167422170
-0.0292894617179887
0.0231998070498554
-0.0107942982530465
-0.0098567569534148
-0.0345339066023613