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 )(0.9314 )(0.9412 )(0.8383 )
Estimates ( 2 )-0.19670.4080.51310.5087-0.28550-0.2396
(p-val)(0.429 )(0.0165 )(4e-04 )(0.0656 )(0.5099 )(NA )(0.6142 )
Estimates ( 3 )-0.20210.38590.50630.4982-0.464900
(p-val)(0.4041 )(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
0.0570995506747289
-4.02433689685369
2.12923804755129
-10.6122938903797
-4.3359296411517
-6.22733888669911
3.22296485773548
2.91903778485799
-4.77029180223457
2.60234152246724
14.5497832096462
-3.19704615494907
-1.53934714697667
-14.1675779119197
-7.69834856363702
-9.46063260300812
3.20599307526845
0.9340260327146
-1.74643706169598
-1.60436901235218
-2.76609885843894
-1.06819778481231
4.10693320775714
0.883404289491322
5.54361026470324
-4.41494693376834
-11.9754052810744
8.31266129910436
3.01450253660800
3.68094707104857
-0.890415067019422
2.595145395353
-7.01589724607974
7.19258687721864
-3.71176629728104
-2.03097842214099
-0.536909636305827
-4.50694468863811
6.65189348962333
-3.19831960108117
-4.05617780409288
0.9948724856378
0.73129942742564
-4.30310893621346
-5.91630674892977
-0.54156629790667
-4.30524233796557
11.4524575704916
1.15801877251615