ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2
Estimates ( 1 )0.2070.30610.0453-0.3709-0.4392-0.5672
(p-val)(0.66 )(0.108 )(0.8219 )(0.4089 )(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
-0.349739841948712
-0.359646890923947
0.120348926606848
0.175171466412016
-0.0304208480149049
-0.060130720120868
0.216230467563039
0.471333487633278
-0.0372806277938781
-0.112364200138855
0.0519354154987145
0.327460488735277
-0.578659699110113
-0.0280380382118253
0.0331763502465826
-0.130789192599025
0.0477151993627308
0.242869594728609
0.024447393482625
-0.179270057510996
0.68974013215514
0.0452234246648211
-0.0523373881198381
-0.361367028636267
0.0876506479054893
0.0570399097537946
0.113980113479044
0.207895165228553
0.0311649507811251
0.780206739830827
-0.158201076795107
0.186972237674917
0.15838362293362
0.205830673286255
-0.349944479888058
-0.0146261813450532
-0.172611773321655
0.016987117492975
-0.0930104402563701
-0.177842095987726
0.0497823663501298
-0.0785461834883792
0.108972995967547
-0.303721203214287
-0.34808803128769
0.16759258732576