ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )1.02210.186-0.6562-0.5504-0.172-0.4035-0.5504
(p-val)(0 )(0.4104 )(0 )(0.0111 )(0.2664 )(0.0084 )(0.0111 )
Estimates ( 2 )1.130-0.5485-0.5701-0.2287-0.3315-0.5701
(p-val)(0 )(NA )(0 )(0.0025 )(0.1231 )(0.012 )(0.0025 )
Estimates ( 3 )1.12850-0.5368-0.63370-0.2306-0.6337
(p-val)(0 )(NA )(0 )(0 )(NA )(0.0688 )(0 )
Estimates ( 4 )1.11660-0.5218-0.665900-0.6659
(p-val)(0 )(NA )(0 )(0 )(NA )(NA )(0 )
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
0.00509986101484714
-0.367556066315499
-0.0537354466224309
-0.166704772282988
-0.126300049308617
0.327023686536905
0.692054233801963
-0.417564341193504
-0.232739197967506
0.158028515484774
0.141962601907719
0.0977015093305773
0.178499162542409
0.354710779485382
-0.354746935306964
0.0473075914423155
0.12548482811567
0.049678532976494
0.399090003338055
-0.246526990945034
0.21685291463498
-0.219593868435001
0.0652702639292979
-0.0665262770468571
0.308815292012484
-0.424601314868768
0.145355814680874
-0.0441183515794435
-0.221659463846152
0.122084195491148
0.0536801423020546
0.148492555999408
0.24474869125267
0.278323125606182
-0.309036135905256
0.264314084072332
0.17628378438955
0.241921702176668
-0.0565203845695072
0.238898007832185
0.108691572225452
0.343634820779181
0.0945164374426331
0.286201922339716
0.169943261563564
0.0957444165846209
-0.0751006897446516
0.135229078535882
0.636783916469131
0.143957130800366
-0.0621808412835195
-0.179444688104042
-0.0242396923945499
-0.0669552206506127
0.122304332221848
0.122161018305001
0.0441032730401381
0.193670631917222
-0.00500574026816254
-0.0808552739975925
0.0558677003038862
-0.250407187862639
0.193849819804146
0.414954798600835
-0.461344114086046
0.155266476855029
0.119974629604623
-0.0358831783828276
0.33240331269403
0.13904839615431
0.0356716080180407
-0.130743874142015
0.203701793870735
-0.332119742643951
0.2858057337555
-0.00330579177147433
0.05277378155592