ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.53180.14180.2325-0.75480.6177-0.3339-1
(p-val)(0.0063 )(0.2558 )(0.0524 )(0 )(0 )(0.0192 )(0 )
Estimates ( 2 )0.593600.2899-0.74830.6459-0.3668-1
(p-val)(0.0059 )(NA )(0.0056 )(1e-04 )(0 )(0.0064 )(0 )
Estimates ( 3 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
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
0.105593134369899
-1.64658547476712
-2.16501401311538
3.13138400074599
-14.434759118394
-9.4382051940723
7.07759113210281
-22.2300509784787
-2.22280211135781
-9.31953401485799
2.69161646389994
4.50283451741442
6.83687246857599
-4.83118850739846
2.93670441834367
-6.27176659769337
-2.78428669426996
-0.437692482986241
-2.60394111507477
0.110373369952822
11.1337908788143
-12.3003554762726
1.72886450336767
2.27670071391226
-5.02769894070154
4.44655472182178
2.53155499747774
8.72725285000046
3.4747251624099
5.67521885990472
-3.63681431882156
-9.52459419827488
-6.02633599453026
-2.05774334709713
2.94006599343206
2.15530825095355
4.54458667449862
4.67601860648534
7.54610262348393
-6.34304333798514
4.38777178353039
-4.14594878274987
-1.40736073600083
10.5563077490484
-7.31662142199744
-7.65072350774633
-1.74985614394406
3.48679277669825
0.326568157222145
-0.106557963810265
-7.43808803090771
-3.07560314753598
-0.13416456884417
2.15927354679851
-2.98548747664453
-1.2736798876395
1.43811078680116
2.07260454800049
0.118980781676442
1.95254829304512
0.263446874773155
0.895799102657334
-1.21241436876413
4.41134818545199
3.24939055333481
0.744917126033891
9.3251988619409
3.24286503914768
-1.07751809168475
10.1675912190849
0.588333159663769
-1.21187425050043
1.88845122965215
-0.270704108713752
-1.46208278372730
1.43606304265537
-10.4530546170287
-6.78317051062561
7.39798472653957
20.4637592122234
0.263783586500204
-2.64397605479461
-2.12478006134966
0.889601242058935
-2.97465675456244