ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2
Estimates ( 1 )0.04050.12770.2448-0.035-0.2414-0.0411
(p-val)(0.9446 )(0.3578 )(0.1579 )(0.9536 )(0.133 )(0.8544 )
Estimates ( 2 )0.00750.12950.2480-0.2409-0.0377
(p-val)(0.9551 )(0.3386 )(0.1249 )(NA )(0.1332 )(0.8614 )
Estimates ( 3 )00.12970.24830-0.2393-0.0372
(p-val)(NA )(0.338 )(0.124 )(NA )(0.1297 )(0.8629 )
Estimates ( 4 )00.13340.23360-0.22880
(p-val)(NA )(0.3185 )(0.0876 )(NA )(0.1131 )(NA )
Estimates ( 5 )000.22970-0.19690
(p-val)(NA )(NA )(0.1001 )(NA )(0.17 )(NA )
Estimates ( 6 )000.1702000
(p-val)(NA )(NA )(0.2008 )(NA )(NA )(NA )
Estimates ( 7 )000000
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
0.197299870124694
-7.4891834722532
-2.46357571004573
-11.1352144478093
-8.30666563148338
2.52543893701216
-9.07701600470547
6.13368551812671
-2.75736870709027
6.27193132285353
-4.86579008662195
-16.1915786204687
-6.04877252914152
-16.7022801433001
-12.2750854582395
11.9019305464657
8.86105500160429
-23.4303488204468
4.62806867714669
-9.0040358913486
-4.57543505507405
-1.10614123623148
-20.6385954015612
-14.4684198267564
-3.99999999999997
-4.25613735429343
12.7228091968775
-12.3192977007806
5.36140459843875
6.29824425195156
0.212282472462960
-17.6807022992194
1.63859540156125
5.34035114960969
-14.1070152283177
0.489473275585482
-4.85087787402421
14.8929847716824
-9.17017557480486
14.6807022992194
-30.0421068976581
-4.46841982675639
-6.38245804726782
3.76491609453564
4.02105344882906
0.680702299219377
9.17017557480483
12.4894732755855
-2
-14.5315801732436
-0.212282472462960
-11.6596488503903
3.21228247246296
19.6596488503903
7.04210689765813
-8.17017557480484
6.59648850390312