ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.0157-0.0255-0.1427-0.65150.2590.0322-0.9998
(p-val)(0.9449 )(0.8896 )(0.4177 )(9e-04 )(0.3159 )(0.9176 )(0.1513 )
Estimates ( 2 )0-0.031-0.1462-0.64150.25860.0347-0.9999
(p-val)(NA )(0.8506 )(0.3839 )(0 )(0.3166 )(0.9106 )(0.1493 )
Estimates ( 3 )0-0.0333-0.1535-0.64210.24690-1
(p-val)(NA )(0.8383 )(0.3214 )(0 )(0.2948 )(NA )(0.1965 )
Estimates ( 4 )00-0.1486-0.65250.23860-1.0027
(p-val)(NA )(NA )(0.3335 )(0 )(0.3053 )(NA )(0.2142 )
Estimates ( 5 )000-0.68280.21660-0.9769
(p-val)(NA )(NA )(NA )(0 )(0.3659 )(NA )(0.4867 )
Estimates ( 6 )000-0.6595-0.45900
(p-val)(NA )(NA )(NA )(0 )(0.0033 )(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
-2.38240123482423e-08
1.00921019993893e-06
-2.53511364729249e-06
-1.22846393848757e-06
-2.10529663311496e-06
6.11309050968311e-07
1.08833266508027e-06
1.27791634822801e-06
-7.5884532582405e-07
7.58823998870807e-07
3.91880557498413e-07
6.46212109243439e-07
-2.40067010827937e-06
-1.53570617974429e-06
1.71132063717979e-06
-4.71896611176747e-07
3.95528108275998e-07
-2.44122755975781e-06
-2.68493309385826e-06
-7.00861780013525e-08
-9.70587574652187e-07
1.39120304477381e-06
3.98584671709289e-07
1.59370581932317e-07
-1.08020963789637e-06
-8.57851724619896e-07
-3.61640023398950e-07
-1.57268936636849e-06
-4.08996538991993e-07
-1.24478177782024e-06
-6.73364132640634e-07
-4.51182621929103e-07
-9.06613396287983e-07
6.74611473301505e-07
-4.77910342605938e-07
-1.10110321103683e-06
2.28431441728299e-06
-2.37974724917386e-06
1.49626722739244e-06
1.95654380844685e-06
5.90134819236793e-07
-4.11326788842308e-07
-3.46810580587811e-07
-7.36700958948213e-07
-5.4896191711278e-07
1.27051519352962e-06
4.19152525817265e-07