ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.25880.31660.3662-0.49910.70840.2902-0.9689
(p-val)(0.2114 )(0.0106 )(0.0298 )(0.0348 )(0 )(0.0731 )(0 )
Estimates ( 2 )00.36810.5147-0.21280.66460.3283-0.9244
(p-val)(NA )(5e-04 )(0 )(0.1941 )(0 )(0.0331 )(0 )
Estimates ( 3 )00.35680.500800.62590.3679-0.9229
(p-val)(NA )(3e-04 )(0 )(NA )(0 )(0.0109 )(0 )
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
0.104789831004067
0.0166394091947841
0.064956152318788
0.044145249881286
0.065507097993903
0.124803998234231
0.0769866578726166
-0.0302398941313522
0.0970040413659774
-0.118358485757634
-0.0731239621434325
-0.0269535565164319
0.173583340970455
-0.0401886598854925
0.0746341379330819
-0.00890572341626056
0.0895939684964202
-0.035408318843707
0.0685535038424167
-0.0283987876577116
-0.0231853957529491
0.104317900061064
-0.0764104059445642
-0.100393851319479
0.0662776313686537
0.171389781065748
0.103298940694207
0.0552840419929124
-0.0642883062809278
-0.137871914466303
-0.0675306742116158
0.186198748370335
-0.0498372140969418
0.0221229727647961
0.0842972459932629
7.95231445887431e-05
0.142390984520745
-0.0279636857099538
-0.00448570450985936
-0.0537345700046076
-0.0798028006669713
0.0376666270251664
0.0907512616022708
-0.207639337364692
-0.0518036043521293
-0.0433660570574842
-0.0071734439460829
-0.0419423876521672
0.0388998505175768
-0.0252902376373067
-0.0649375833515065
-0.0751262783016454
0.0323039551455192
0.0180402685350376
-0.0180898151904384
-0.080740648472526
0.0201554520090073
0.0116014375097651
0.0351958287166136
0.0847851479309549