ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.966-0.06710.1005-0.76470.4589-0.1489-0.9864
(p-val)(0 )(0.7364 )(0.5105 )(0 )(0.0187 )(0.4347 )(0 )
Estimates ( 2 )0.926500.0745-0.75820.4494-0.1277-1
(p-val)(0 )(NA )(0.5797 )(0 )(0.0159 )(0.4538 )(0 )
Estimates ( 3 )1.000500-0.79940.4642-0.1346-1
(p-val)(0 )(NA )(NA )(0 )(0.0117 )(0.4219 )(0 )
Estimates ( 4 )0.994500-0.80530.48530-1
(p-val)(0 )(NA )(NA )(0 )(0.0081 )(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
0.0961867819408659
0.141577250655453
-0.241720630366955
0.22524387029251
-1.11974349143024
0.693771636297728
-0.393857969318793
-2.58317115550441
-2.51903644684532
-1.72605194639821
0.830714441129972
-0.214427551611395
1.30617940299406
0.289636967448045
-1.09496386409629
1.32395594584116
0.775719201155669
-0.119526226020479
-1.57080101393756
2.52192533156138
-1.08953475153127
1.90688894944464
0.94461667966147
-1.22263469672898
1.63452792273496
-0.981831831913016
0.0371603992165696
1.80259249068552
0.0590540474238394
1.94167822965971
0.96104690089139
-2.18862826340604
-1.74394710956262
2.00302270504962
0.321543198536206
1.93498065982551
0.570907913879828
-0.2344800420943
1.32133326047417
1.45488569448457
-1.20270903822358
-0.326466854749373
1.30290748422672
0.925525871577916
0.836352775610105
-0.181581083075567
-2.44320575249224
0.884487238969413
0.73351196858967
0.798655366253695
-0.927823792304628
-0.319288356459975
0.875026370246745
-0.0674558641310334
0.894737330752187
-0.993357378977976
2.06470323961408
0.871955127872594
-0.0166225210782498
0.301080729328593
1.93994887182285
1.45151660316651
0.779679269832223
-2.41492166414638