ARIMA Parameter Estimation and Backward Selection
Iterationma1sar1sar2sma1
Estimates ( 1 )-0.32430.88420.0834-0.8746
(p-val)(0.0651 )(0.007 )(0.6784 )(0.062 )
Estimates ( 2 )-0.33650.98910-0.9405
(p-val)(0.0541 )(0 )(NA )(0 )
Estimates ( 3 )01.5210-1.3967
(p-val)(NA )(0.1038 )(NA )(0.221 )
Estimates ( 4 )00.072200
(p-val)(NA )(0.5873 )(NA )(NA )
Estimates ( 5 )0000
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANA
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANA
(p-val)(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
-0.138863907489376
-0.259320621873943
0.309189972231585
0.0897648306456388
-0.638327684591171
0.0498693503586693
0.0498693503586977
0.0498693503586835
0.418902543012953
-0.129660310932566
-0.239372881721704
0.827838702575652
-0.269271995737434
-0.331216627684912
-0.402395559297359
0.193498063429999
-0.153764006613287
0.136387813016668
0.486387813016677
1.12638781301665
0.729657629339982
-1.94060831384333
0.327338497520003
-0.179962303923389
-0.390494190289971
-0.504714691116661
0.707452621073372
-0.514448747933329
0.124448747933329
-0.150114123553351
0.0846005675632995
-0.0916354258234264
0.175094757853287
-0.119124707649874
-0.492395559296682
0.178669248760016
0.249619933263375
0.0982891820233647
-0.259125742973382
0.306121869833348
-0.127946811363316
-0.0998858764466632
0.121330751239995
-0.0192775626033495
0.0133839398766469
-0.00121662768664521
-0.0360454423566381
0.137718564256659
-0.115893622726674
-0.0743346243800147
0.175171185330029
-0.0795058097100423
0.0486692487600209
-0.172053188636653
0.390608313843316
-0.158555125206661