Call: arima(x = X1, order = c(1, 0, 1), method = c("ML")) Coefficients: ar1 ma1 intercept 0.9958 -0.9588 -1.4393 s.e. 0.0023 0.0070 0.4674 sigma^2 estimated as 5.436: log likelihood = -4522.48, aic = 9052.96 [1] "ARMA Coefficients:" ar1 0.9958134 ma1 -0.9587728 [1] "Coefficient standard deviations:" [1] 0.002257863 [1] 0.007031294 [1] "AIC" [1] 9052.964 [1] "Estimate of the innovations variance:" [1] 5.436372 [1] "Coefficient t-stats:" ar1 441.0425 ma1 -136.3579 Box-Ljung test data: myArma$residuals X-squared = 530.0375, df = 499, p-value = 0.1626 [1] "Predicted values for time-series:" $pred Time Series: Start = 1997 End = 2096 Frequency = 1 [1] -0.6421641 -0.6455013 -0.6488245 -0.6521337 -0.6554292 -0.6587108 [7] -0.6619787 -0.6652329 -0.6684735 -0.6717005 -0.6749140 -0.6781141 [13] -0.6813007 -0.6844740 -0.6876341 -0.6907809 -0.6939145 -0.6970350 [19] -0.7001424 -0.7032369 -0.7063184 -0.7093869 -0.7124427 -0.7154856 [25] -0.7185158 -0.7215333 -0.7245382 -0.7275305 -0.7305102 -0.7334775 [31] -0.7364324 -0.7393749 -0.7423051 -0.7452230 -0.7481287 -0.7510222 [37] -0.7539036 -0.7567730 -0.7596303 -0.7624757 -0.7653092 -0.7681308 [43] -0.7709406 -0.7737386 -0.7765249 -0.7792995 -0.7820626 -0.7848140 [49] -0.7875540 -0.7902824 -0.7929995 -0.7957052 -0.7983995 -0.8010826 [55] -0.8037544 -0.8064150 -0.8090646 -0.8117030 -0.8143303 -0.8169467 [61] -0.8195521 -0.8221466 -0.8247303 -0.8273031 -0.8298651 -0.8324165 [67] -0.8349571 -0.8374871 -0.8400065 -0.8425154 -0.8450138 -0.8475017 [73] -0.8499792 -0.8524463 -0.8549031 -0.8573496 -0.8597859 -0.8622119 [79] -0.8646278 -0.8670336 -0.8694293 -0.8718150 -0.8741907 -0.8765565 [85] -0.8789123 -0.8812583 -0.8835945 -0.8859209 -0.8882375 -0.8905444 [91] -0.8928417 -0.8951294 -0.8974075 -0.8996760 -0.9019351 -0.9041847 [97] -0.9064249 -0.9086557 -0.9108771 -0.9130893 $se Time Series: Start = 1997 End = 2096 Frequency = 1 [1] 2.331603 2.333202 2.334786 2.336356 2.337912 2.339455 2.340983 2.342497 [9] 2.343998 2.345485 2.346959 2.348420 2.349867 2.351302 2.352723 2.354133 [17] 2.355529 2.356913 2.358284 2.359644 2.360991 2.362326 2.363649 2.364961 [25] 2.366261 2.367549 2.368826 2.370091 2.371345 2.372588 2.373820 2.375041 [33] 2.376252 2.377451 2.378640 2.379819 2.380987 2.382144 2.383292 2.384429 [41] 2.385556 2.386674 2.387781 2.388879 2.389967 2.391045 2.392114 2.393174 [49] 2.394224 2.395265 2.396297 2.397320 2.398334 2.399339 2.400335 2.401322 [57] 2.402301 2.403271 2.404233 2.405186 2.406131 2.407068 2.407996 2.408916 [65] 2.409829 2.410733 2.411630 2.412518 2.413399 2.414272 2.415138 2.415996 [73] 2.416847 2.417690 2.418526 2.419354 2.420176 2.420990 2.421797 2.422597 [81] 2.423391 2.424177 2.424957 2.425729 2.426495 2.427255 2.428008 2.428754 [89] 2.429494 2.430227 2.430954 2.431675 2.432390 2.433098 2.433800 2.434497 [97] 2.435187 2.435871 2.436549 2.437222