ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )00-0.07950-0.00310.0091-1
(p-val)(1 )(1 )(0.5243 )(1 )(0.985 )(0.9577 )(0.0011 )
Estimates ( 2 )00-0.07950-0.00310.0091-1
(p-val)(NA )(1 )(0.5242 )(1 )(0.9851 )(0.9576 )(0.0011 )
Estimates ( 3 )00-0.07950-0.00310.0091-1
(p-val)(NA )(NA )(0.5242 )(1 )(0.9849 )(0.9577 )(0.0011 )
Estimates ( 4 )00-0.07950-0.00310.0091-1
(p-val)(NA )(NA )(0.5241 )(NA )(0.9851 )(0.9577 )(0.0011 )
Estimates ( 5 )00-0.0799000.0106-1
(p-val)(NA )(NA )(0.5159 )(NA )(NA )(0.9454 )(9e-04 )
Estimates ( 6 )00-0.0795000-1
(p-val)(NA )(NA )(0.5177 )(NA )(NA )(NA )(0.001 )
Estimates ( 7 )000000-0.9999
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(0.0011 )
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
0.00339999657852913
-3.13031419329831e-16
0
-4.8636998814059
-3.14018601232744e-16
0
-3.78068408446915
0
0
-6.22480611561472
-2.51412231494683e-15
0
3.33018939918353
-1.44925360133697e-15
0
0.0577562192290057
0
0
-2.13839596325138
0
0
3.90471027482534
-1.17885287046037e-15
-9.06809900354125e-17
0.805885627124664
-9.6114733448991e-16
0
9.2416340178625
0
0
-7.09105911088123
0
-1.92296567974618e-16
-4.23181214090398
-7.693362581723e-16
0
8.22192920116146
1.19138387462845e-15
-7.94255916418158e-16
3.76232705731437
1.48952097215376e-16
-5.95808388861499e-16
4.38378277674689
0
0
5.13608679670067
0
0
2.04013730043862
1.62138228905910e-15
-1.62138228905799e-15
-0.345511364999596
0
0
-1.95473401756011
0
0
3.68138944464841
8.1086321838065e-16
0
-6.19165704964772
1.23333348179292e-15
-1.23333348179232e-15
2.51497341031972
2.56966780069728e-16
7.70900340209183e-17