ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1sma1
Estimates ( 1 )-0.2820.20140.3985-0.0089-1
(p-val)(0.5524 )(0.1352 )(0.3997 )(0.9548 )(0.0011 )
Estimates ( 2 )-0.28360.20.39890-1
(p-val)(0.5511 )(0.131 )(0.4015 )(NA )(8e-04 )
Estimates ( 3 )00.1630.12350-1
(p-val)(NA )(0.2223 )(0.3353 )(NA )(7e-04 )
Estimates ( 4 )00.147800-1
(p-val)(NA )(0.2569 )(NA )(NA )(0.0018 )
Estimates ( 5 )0000-0.9999
(p-val)(NA )(NA )(NA )(NA )(0.0132 )
Estimates ( 6 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )


Estimated ARIMA Residuals
Value
0.00768113646544293
-0.104255083235148
-1.3105801704914
0.27101561105612
-0.492221081868973
-0.131422140694732
-0.225180110765248
0.633800604653545
0.555225258862435
0.044784391423327
-0.906461393385328
-0.130238973017245
-0.358280937328301
0.423927990313818
0.875996147031694
0.182329358168007
-0.517884968293349
-0.369113521459508
0.402027601555909
-0.637818536425771
-0.115934506867743
-0.140006257355644
0.176664933492949
-0.516913878329151
-0.949463635493698
0.995314543070539
-0.357469202695103
-0.761749085124871
0.404204455486428
-0.85052663244417
0.19366398274621
-1.04239029248413
-0.242946735189185
-0.6076525679531
-0.242042339199347
0.137733246059969
1.09832036867249
0.537565494880982
0.164547381305862
-0.623238012074818
-0.0980316755497288
0.0804692927140478
-0.44825901765142
-0.12229275017125
-0.630627005139409
0.045982209492077
0.622832564194463
1.06026349490733
0.126779196622897
-1.08205562904894
-0.212466889722205
-0.306423813542304
-0.21149784902089
-0.537433337477649
0.205201504874682
0.137263892928051
0.896727969078574
0.99094104781799
0.287998739817646
0.23706833864198
0.510305851762139