ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.04430.18860.63280.1732-0.847-0.29670.5903
(p-val)(0.8051 )(0.1084 )(0 )(0.4758 )(0.2826 )(0.13 )(0.4776 )
Estimates ( 2 )00.17610.62070.1262-0.8168-0.29170.5561
(p-val)(NA )(0.0955 )(0 )(0.413 )(0.3044 )(0.1407 )(0.5054 )
Estimates ( 3 )00.18860.61860.1108-0.293-0.16220
(p-val)(NA )(0.0752 )(0 )(0.4717 )(0.1262 )(0.3665 )(NA )
Estimates ( 4 )00.18510.64070-0.3489-0.16350
(p-val)(NA )(0.0791 )(0 )(NA )(0.046 )(0.3643 )(NA )
Estimates ( 5 )00.17460.62410-0.310200
(p-val)(NA )(0.0951 )(0 )(NA )(0.0547 )(NA )(NA )
Estimates ( 6 )000.69620-0.300700
(p-val)(NA )(NA )(0 )(NA )(0.0606 )(NA )(NA )
Estimates ( 7 )000.58350000
(p-val)(NA )(NA )(0 )(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 )