ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sma1
Estimates ( 1 )0.7229-0.0480.1204-0.70360.4555-0.8362
(p-val)(8e-04 )(0.6472 )(0.1842 )(5e-04 )(0.0083 )(0 )
Estimates ( 2 )0.698800.0978-0.70180.4641-0.8407
(p-val)(8e-04 )(NA )(0.2043 )(6e-04 )(0.0068 )(0 )
Estimates ( 3 )-0.91110010.4821-0.8949
(p-val)(0 )(NA )(NA )(0 )(0.002 )(0 )
Estimates ( 4 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
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
-0.000320353666936242
-0.000660033461470955
-0.000698314910951162
-0.000389479266931482
-0.000866597932157285
0.000108601934284049
-0.000937070123707231
0.00119779922130872
-0.00162193055717779
-0.00067145113023176
0.00103104503493125
-0.000312489818450275
0.000560239369868051
-0.000188933583031521
-0.00109743171676413
0.000243618683339614
-0.0003973384654987
-0.000948360415606965
-0.00143313253621009
0.00269191183166768
0.000265395762976857
-0.000143036063860266
-0.00223603287006612
-0.000721331366397095
-3.92229014243877e-06
0.000199829697325227
0.000307004690806528
-9.16687019550086e-05
-6.79234134390179e-05
-0.00154074056494182
0.00144833671844215
0.00208345363045367
-1.51875966502556e-05
6.29376190937223e-05
-0.000697344605604005
-0.000748018029941499
-9.04156329179795e-05
-0.000546765479886881
0.000349766373661561
0.000551128340655008
-0.000284128333359499
-0.000166470813936733
0.00164434752525268
0.000896757490679065
-0.000136961809081845
0.000222335569884832
-0.000633889796892887
0.000469526981601603
0.0011981799701297
-0.0001826904434792
-0.000626551557400477
-0.000323437193092231
-0.000646290992173105
-2.64350563549197e-05
0.000505610387399327
0.00101432736610351
-0.000338696549730621
-0.000381633771644799
-0.000404402238913389
0.000349429337262683
0.00121386215688792
-0.000422224745704079
0.000279018368573168
-0.000808182138547251
-0.00110587415437686
-0.000248351772563711
0.00148831514231699
0.00126490497990995
0.000181965793902296
0.00161810828106741
0.000393394607157725
0.00111172987092563
-0.00237449201240918
0.00126282101027571
0.000133001177106202
-6.81154815657001e-06
0.00166064057945479
0.00123330436783239
-0.00204295400707779
9.47790803304744e-05
0.00144527285647884
-0.000455761278300087
0.000127324513718617
-0.0018882465320289
-0.000179375373885977
-0.000204129599195908
0.000677904398265436
-0.000363981068025842
0.00230491061040843
-0.00255428148115033
-0.000799099572770751
0.000805002440291475
-0.000207135363160795
0.000148039392988926
-0.00194877729917343
-0.00171161238472648
-0.00111284863712676
-0.00154465361560783
-0.00204860195908264
-0.000546271880709663
-0.000166562012233567
-0.000310803083399654
0.0031490407725442
0.000583621025671561
-2.74153087077369e-05
0.000416365952849174
-0.000273424414944474
-0.00104363610373419
0.000313313548676015
0.000565850250048204
0.000927470637719247
0.00176302648605255
-0.000260078037861074
0.000238032000495183
0.000403069258979594
0.000190065065634501
0.000139878624390683
0.00086921409503077
0.000407740870666869
0.00154246065506714
-0.000730564539373771
0.000397969331852016
-0.000452208480505757
-0.000302276181978418
-0.000210267470884971
0.000711033259021063
-0.001105818278283
-0.000340775499239091
7.43545637950126e-05
-0.000220935438956551
-0.000569308489305355
-0.000108728705060499
-0.00199660447892799
-0.00107922765876979
0.000810843599456853
0.000337484183724479
-0.00089390635622146
-0.000700180645911205
0.00244897787436326
-0.00140096370110874
-0.000442050827427516