ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.19710.41070.51290.5112-0.15420.0638-0.3739
(p-val)(0.4297 )(0.0186 )(4e-04 )(0.0667 )(0.9315 )(0.9412 )(0.8384 )
Estimates ( 2 )-0.19670.4080.51310.5087-0.28550-0.2396
(p-val)(0.429 )(0.0165 )(4e-04 )(0.0656 )(0.5098 )(NA )(0.6142 )
Estimates ( 3 )-0.20210.38590.50630.4982-0.464900
(p-val)(0.404 )(0.0143 )(4e-04 )(0.0589 )(0.0088 )(NA )(NA )
Estimates ( 4 )00.31770.45170.3011-0.469700
(p-val)(NA )(0.0146 )(0.0011 )(0.0371 )(0.0087 )(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 )


Estimated ARIMA Residuals
Value
0.0570995506747299
-4.02433691114591
2.12923805817709
-10.6122939294846
-4.33592967347822
-6.22733887934561
3.22296488971418
2.91903775786582
-4.77029181464147
2.60234151268745
14.5497833196297
-3.19704622303658
-1.53934717938419
-14.1675778665002
-7.69834859633814
-9.46063257356501
3.20599318735003
0.934025985972693
-1.74643708941751
-1.60436910416306
-2.76609879854714
-1.06819785304358
4.10693305127507
0.883404304002277
5.54361022112565
-4.41494681931158
-11.9754052150113
8.31266134673431
3.01450252845769
3.68094694148618
-0.890415043695038
2.59514547831168
-7.01589731743944
7.19258696175249
-3.71176628364015
-2.03097845619725
-0.536909685093532
-4.50694465524361
6.65189348266821
-3.19831963840527
-4.0561778497255
0.994872465591811
0.731299482811721
-4.30310906068591
-5.91630665073181
-0.541566355927785
-4.30524234788582
11.4524575972973
1.15801877147329