ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.109-0.15380.536-0.71771.0046-0.6342-0.7177
(p-val)(0.926 )(0.8733 )(0.5382 )(0 )(0 )(0 )(0 )
Estimates ( 2 )0-0.05360.6279-0.78141.0161-0.6414-0.7814
(p-val)(NA )(0.7158 )(0 )(0.002 )(0 )(0 )(0.002 )
Estimates ( 3 )000.6575-0.79881.0287-0.6589-0.7988
(p-val)(NA )(NA )(0 )(7e-04 )(0 )(0 )(7e-04 )
Estimates ( 4 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(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
0.00969018995004162
-0.140153531112023
0.0861631377048088
0.313595358960651
0.608133379042472
0.147699830087967
0.476220742914667
0.546837118285778
-0.721532930925777
-1.20618132527292
0.265583697517300
-0.224220534010478
0.204484385957224
-0.271436592975866
-0.33252390267425
0.504997924658636
1.07246143977618
0.480364023829565
0.146405783014388
0.848199157287376
-1.29712212158951
0.0882698113245864
-0.181172120418443
0.713191911993533
-0.177590012523496
-0.0383461885477429
-0.103645225507573
0.616973275312288
0.865065299972005
0.0805919667065128
0.0330042995975301
0.843167804228948
-1.21925681588996
-0.107941359852856
-0.200302751709591
0.00240900202412518
0.286377681656572
-0.465156597188478
0.225431719870049
0.369507597974615
1.11330696896101
-0.360675135928118
1.25752615078868
0.36192843025368
-0.590184361748076
-0.760629558829367
0.233925758632847
0.60416427470158
0.281706129315458
-0.344049577852413
0.457395130652736
0.291713681225466
1.25771281865227
-0.155145281557085
0.810037795120118
0.7977885489571
-0.565545912904853
-0.589892098133327
-0.00385580123621989
0.524345166502116