ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.28180.22360.1237-0.5028-0.7332-0.69650.002
(p-val)(0.5655 )(0.1978 )(0.4911 )(0.2938 )(0.0089 )(2e-04 )(0.9968 )
Estimates ( 2 )0.28250.22370.1236-0.5034-0.7323-0.69610
(p-val)(0.5516 )(0.1976 )(0.4906 )(0.2816 )(0 )(0 )(NA )
Estimates ( 3 )00.17920.1595-0.2254-0.7215-0.69350
(p-val)(NA )(0.2558 )(0.2879 )(0.1408 )(0 )(0 )(NA )
Estimates ( 4 )00.18020-0.2171-0.7207-0.72430
(p-val)(NA )(0.277 )(NA )(0.1506 )(0 )(0 )(NA )
Estimates ( 5 )000-0.178-0.7705-0.74980
(p-val)(NA )(NA )(NA )(0.1778 )(0 )(0 )(NA )
Estimates ( 6 )0000-0.767-0.70540
(p-val)(NA )(NA )(NA )(NA )(0 )(0 )(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
-0.0058138225036702
-0.449848028799377
-0.398892461309768
-0.132252558957169
-0.200078411391853
0.0480251209258603
-0.295854188053022
-0.33254127788002
0.153317441226711
-0.678746458332118
-0.201744543854491
-0.249815248314503
-0.113608283691732
-0.153430789198621
-1.03132341078956
-1.41818393068071
-0.33906855007797
-0.662396842297921
-1.17200824282081
-0.176130413508962
-0.540287215838471
-1.12747307388306
-1.25412337646527
1.3482686534835
0.0579228636308859
0.950919989431244
-0.72176327353031
1.04041570600634
0.133966048475006
0.581708354177337
-0.488768799791124
-0.55914925669802
-0.496516349576239
0.485235841873392
0.0866901734373976
0.0789945482895873
2.01963438652044
-2.13600108418032
-0.456035763725479
0.572832594403241
-0.06050001126669
0.444300969183186
-0.118228492558314
0.319954467145224
-0.0734544115704496
0.294461968229335
-0.645343574252786
-0.079497334445504