ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3sar1sar2sma1
Estimates ( 1 )0.79490.2677-0.06520.1116-0.0256-0.9367
(p-val)(0 )(0.085 )(0.5999 )(0.4141 )(0.8483 )(0 )
Estimates ( 2 )0.79250.26-0.05550.11430-0.9341
(p-val)(0 )(0.0852 )(0.6282 )(0.3772 )(NA )(0 )
Estimates ( 3 )0.78380.213300.12670-0.9334
(p-val)(0 )(0.0618 )(NA )(0.319 )(NA )(0 )
Estimates ( 4 )0.75490.2397000-0.8934
(p-val)(0 )(0.0317 )(NA )(NA )(NA )(0 )
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
0.143834818248342
2.13507276404364
-1.36488007242248
-0.289634018156677
1.86921363138622
2.94680561718968
-1.10349491846618
-1.06216399968299
1.99576638591325
-3.63679641281016
-2.29306086874244
0.990718243688076
5.50096244101465
3.14041054086673
3.30502056624534
-0.00726018503030562
0.372723540975927
-2.24510052647632
0.892239568349886
-0.318126982361361
1.5003139729472
1.12861987956441
-0.09498496398483
-1.20491901630456
0.376024665008545
0.0698899865116491
4.63563005295076
-3.73929977463391
5.23257416253082
-2.52774338043482
-0.98849916178299
2.21347027549843
2.23619558421263
-3.23892588007432
-4.3473442307875
0.427911672785828
0.727755770095941
-0.421967526688686
-1.11169210716728
0.180042488749353
-1.39680913764519
0.913082014182216
-1.40601572228076
-0.700417269668283
-1.03708866481857
2.53751290444386
-1.56293056177311
1.65043029916049
0.876503780356279
-1.13791198205763
-2.80652083025241
1.5874059808773
4.27271579753982
0.891393855664978
-0.126829750519967
3.31612584404167
6.00501061647983
-4.21724919216226
4.57430593711769
-0.255485738612096
-0.258786072103664
3.22475875488443
2.84823492982415
-5.59256400097471
2.6238118867788
1.19494638009981
0.574226744373426
0.914323313981378
4.00546328638062
-3.0057901938455
0.893787324006602
-5.64782156365265
-8.3708284190616
-4.82587021121791
-0.396354138543889
0.562090094685458
0.359772057609957
3.86678872912941
-1.54195942012579
-0.0286617135785812
0.975569265981577
-2.88729720996113
-0.963691955102135
-1.07107438040979
0.856981784271256