ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2
Estimates ( 1 )0.20720.30610.0452-0.3712-0.4392-0.5672
(p-val)(0.6596 )(0.108 )(0.8222 )(0.4086 )(0.0179 )(0.0015 )
Estimates ( 2 )0.27940.32070-0.4356-0.4381-0.571
(p-val)(0.4263 )(0.0719 )(NA )(0.2116 )(0.0174 )(0.0011 )
Estimates ( 3 )00.28830-0.1565-0.4356-0.5834
(p-val)(NA )(0.1295 )(NA )(0.348 )(0.0177 )(7e-04 )
Estimates ( 4 )00.243700-0.4966-0.5802
(p-val)(NA )(0.1761 )(NA )(NA )(0.0046 )(6e-04 )
Estimates ( 5 )0000-0.5803-0.4817
(p-val)(NA )(NA )(NA )(NA )(7e-04 )(0.005 )
Estimates ( 6 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANA
(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
-0.349739841948768
-0.35964689045845
0.120348926423231
0.175171464929063
-0.0304208475775262
-0.060130719724234
0.216230467111465
0.471333486608981
-0.0372806270794787
-0.112364198355561
0.051935415385628
0.327460488353918
-0.578659697841354
-0.0280380373249338
0.0331763485662018
-0.130789192157119
0.0477151989640246
0.242869593909256
0.0244473935383482
-0.179270056348453
0.68974013085399
0.0452234243938569
-0.052337385969562
-0.361367027404046
0.0876506478556439
0.0570399076462981
0.113980114096690
0.207895165472321
0.0311649511791798
0.780206740579979
-0.158201076006552
0.186972241161754
0.158383623228538
0.205830674264866
-0.349944479452176
-0.0146261799015325
-0.172611775689141
0.0169871181656310
-0.0930104409481245
-0.177842096231289
0.0497823660633117
-0.0785461826303049
0.108972995593035
-0.303721204467038
-0.348088029232983
0.167592586794626