ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.8741-0.4350.5606-0.71580.16750.1399-0.977
(p-val)(0 )(0.003 )(0 )(0 )(0.3406 )(0.4042 )(2e-04 )
Estimates ( 2 )0.8781-0.42750.562-0.69710.13350-1.0001
(p-val)(0 )(0.0036 )(0 )(0 )(0.3917 )(NA )(0 )
Estimates ( 3 )0.8672-0.43570.5599-0.711200-1.3446
(p-val)(0 )(0.0028 )(0 )(0 )(NA )(NA )(5e-04 )
Estimates ( 4 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 5 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(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
0.00225373595271014
0.0583027691923077
-0.0109477384783826
0.0087393306658903
0.0479539098151038
-0.0297971843126387
0.0229164605522137
-0.00799374177143464
-0.00548417034266091
-0.000601938096694577
0.00181848728369211
-0.0123935487074117
0.0164355782788895
0.0232599624255075
0.00464834898734881
-0.0204920544198541
0.0256137969281627
-0.00387847419650128
0.0238508559481344
-0.00231492552471777
0.00798442492387682
0.0083205379613933
-0.00468105550312561
0.0325465549789233
0.00563530877442235
0.0397123526690842
0.00144457660977591
0.00620875012141697
-0.00571425754804642
-0.000264542533122744
-0.000872153430549658
0.00298609647849467
0.0105684468549095
0.00250430940750459
0.0229947986524424
0.00607474107795594
0.0203682476035781
0.0168920750771558
-0.00104660666569974
0.0109406710320407
0.00535925571720486
0.0113883592694501
0.00501030790586974
0.016586945501108
0.0357773516214615
-0.0361051004137016
-0.105850492145362
0.0669161613431585
0.0352578246861346
0.0344793486961398
0.0176229352173212
-0.0425534489390696
-0.0261582749278277
-0.0201341902868305
-0.0112876133166474
-0.00991777917372117
-0.00926935702187386
0.00693766087826019
0.0201723131403664
-0.00969066751686186
0.00367994950188367
-0.0299727391381295
-0.0209366400397045
-0.0229665206366387
-0.0144364511716660
-0.0104512007716306
-0.00604082812242702
-0.00514127461569500
-0.00248585737486617
0.00132507698617409
0.00374909686757339
-0.00127714477983062
0.00490879094136784