ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3sar1sar2sma1
Estimates ( 1 )0.31070.53020.1031-0.5558-0.3073-0.2095
(p-val)(0.0294 )(6e-04 )(0.4809 )(0.0371 )(0.0923 )(0.443 )
Estimates ( 2 )0.36310.57880-0.5888-0.3112-0.2115
(p-val)(0.0031 )(0 )(NA )(0.025 )(0.0911 )(0.4438 )
Estimates ( 3 )0.37370.55290-0.7464-0.38790
(p-val)(0.0023 )(0 )(NA )(0 )(0.004 )(NA )
Estimates ( 4 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 5 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
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
0.03506181831137
0.636047965061417
0.470188089050736
1.51089080573116
-0.6444009828546
-1.79904018857707
-1.23503970644708
-0.388017884662523
-0.665519039566152
-0.648996342688902
-0.0725850934735686
-2.57521431760399
0.817151417167467
-1.43633070839875
-0.73685665206447
1.18005426940507
0.136598339106429
-2.39972245007179
-0.527559519213952
0.145408369121896
2.01344258026433
2.72615621266203
-3.36286162724709
-1.55568853960301
1.0474574148394
-1.97560425138623
1.38865942448234
0.00160559642759129
0.215978447851325
-1.69833300691848
0.469490512445483
0.570671171700871
0.338603022476007
-2.27532135085477
0.243482338239412
0.300706357108947
1.58907334200653
-0.465088502637092
-1.00859955953779
-0.560791461926436
-0.544679022306336
0.328069278088548
0.0699283267648905
-0.714735625846969
0.0661867205403364
-0.45968279651631
0.722861145862549
-0.675779428191039
-0.57197339022398
-1.10195751261718
0.807367285268361
-0.331999037525138
0.328154451190874