| ARIMA Parameter Estimation and Backward Selection | ||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | sar1 | sar2 |
| Estimates ( 1 ) | -0.5519 | -0.418 | -0.3442 | -0.2545 | -0.2268 | -0.1716 | -0.0363 | -0.0065 |
| (p-val) | (0 ) | (0 ) | (0 ) | (1e-04 ) | (2e-04 ) | (0.0014 ) | (0.5264 ) | (0.9086 ) |
| Estimates ( 2 ) | -0.5519 | -0.4181 | -0.345 | -0.2558 | -0.2274 | -0.1717 | -0.0363 | 0 |
| (p-val) | (0 ) | (0 ) | (0 ) | (0 ) | (2e-04 ) | (0.0013 ) | (0.5265 ) | (NA ) |
| Estimates ( 3 ) | -0.5568 | -0.4282 | -0.3487 | -0.2548 | -0.2293 | -0.1722 | 0 | 0 |
| (p-val) | (0 ) | (0 ) | (0 ) | (0 ) | (1e-04 ) | (0.0013 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 14 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 15 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0142099112260518 |
| 1.45662919261571 |
| 0.0549454908401896 |
| 0.305451969532166 |
| -0.0385498947287157 |
| 0.61944424615477 |
| 0.362835213903637 |
| -0.59727714836134 |
| 0.571656267348137 |
| -0.883408203340981 |
| 1.18446362976808 |
| -0.746437890496477 |
| -0.290892163858087 |
| -0.638147768059415 |
| -0.507560618464717 |
| 0.00148369939486445 |
| 0.626244182463783 |
| -0.627500202308009 |
| 0.628428251169909 |
| 1.1169567489586 |
| -0.566178836989457 |
| -0.745787622974402 |
| 0.382586417251282 |
| 1.65475306857332 |
| -0.0646089932236593 |
| 0.205372655950598 |
| -0.880412124340831 |
| -0.431958332334765 |
| 1.57978134699262 |
| 0.146942050417402 |
| 1.0949798711623 |
| 0.111364581410874 |
| -0.727561064787302 |
| 1.49479105269319 |
| -1.73510694509891 |
| -0.339556174046419 |
| -0.571429572262255 |
| 0.140690103789475 |
| -0.781742917650195 |
| 0.429220875544535 |
| -0.744876547071415 |
| 0.174496224843456 |
| 0.0938023320173847 |
| 1.04425223193769 |
| -0.428848326559125 |
| -0.265393326476747 |
| -0.430631956570817 |
| 0.020564281529237 |
| -0.605154146221196 |
| -0.167790215447687 |
| -0.19802778804713 |
| -0.128344712618613 |
| 0.269967187621792 |
| -0.35276716528682 |
| -0.448502035246143 |
| -0.196965806220048 |
| 0.395360655024799 |
| -0.0679511038981788 |
| 0.142271845702617 |
| 0.397038582928695 |
| -0.873082901988645 |
| 0.982936075823089 |
| -0.393674869794517 |
| 0.145426984186384 |
| 0.347255207813875 |
| 0.767336595284016 |
| 0.0684592329949305 |
| -0.27552545963544 |
| 0.236883849432237 |
| -0.356951572032016 |
| -0.28529255848666 |
| -0.0686854600737157 |
| 0.0109961147475041 |
| 0.202553907090301 |
| 0.0395364904601722 |
| -0.266398670301996 |
| -0.00986257881397584 |
| 0.217611343916564 |
| 1.11734361429306 |
| 1.82970672401834 |
| -0.604820119076274 |
| 0.891266553210778 |
| 1.56260320276139 |
| -0.259390860843585 |
| 0.0782355677927709 |
| 0.925888517827879 |
| -0.32358417674236 |
| 0.416228000627928 |
| -1.11444892977005 |
| 0.366308823412957 |
| -0.0547254914673571 |
| 0.723094624895933 |
| 0.568377405794359 |
| -0.755767831350765 |
| -1.6189754538376 |
| -0.674149311527607 |
| 0.059520888872593 |
| -0.18268204099241 |
| -1.29289337578958 |
| -0.38117453741029 |
| -0.618205095319224 |
| -0.711267830003788 |
| 0.286901978121375 |
| 1.42854682147362 |
| -0.255958111807364 |
| 0.826519272806045 |
| -0.46743121918767 |
| 0.67561275011418 |
| 1.40841729138532 |
| -0.742158977960224 |
| -0.936212872734676 |
| 0.565962240874185 |
| 0.0100783074071926 |
| 0.241489012849744 |
| 0.442625603858586 |
| 0.319616121634577 |
| 1.04674296749036 |
| 0.365351405894095 |
| -0.422805654118101 |
| -0.225928689925986 |
| -0.0186555896534135 |
| 0.81008811151632 |
| 0.65061888587192 |
| -0.485300764472202 |
| -0.101666173780425 |
| -0.949754036425594 |
| 0.585521155916832 |
| -0.0385804483109081 |
| -0.0668525059369615 |
| -0.939872087281645 |
| 0.224469240133475 |
| -1.21365866445349 |
| -0.5413692648506 |
| -0.760135656534368 |
| 0.280173224548475 |
| 0.0874376703054954 |
| -0.0830380264039891 |
| 0.101184447286719 |
| 0.349177919494762 |
| -0.867130425572315 |
| -0.243665995762296 |
| 0.0768044229254778 |
| -0.199461978367573 |
| 1.15106599820767 |
| -0.711370432030714 |
| -0.399503413741886 |
| -1.15271757667937 |
| -0.103386644739088 |
| -0.364185470262948 |
| -0.531949515957887 |
| 0.597019206456959 |
| -0.408397915448324 |
| 1.30503383359688 |
| 0.249337876210701 |
| -1.3166055615415 |
| 0.423006653453646 |
| 0.565232881894981 |
| 0.317810627727855 |
| 0.129667181709201 |
| -0.6702319399719 |
| -0.42734953384676 |
| -0.126668976012196 |
| 0.0645716417011206 |
| 0.754861157067934 |
| -0.0744843320391457 |
| -0.97016918592244 |
| -0.0971486588279418 |
| -0.793166755875748 |
| 0.309903231975339 |
| 0.620725081134806 |
| -0.352388910628589 |
| 0.621805045421099 |
| 0.373903126901582 |
| 0.886227503762361 |
| -0.441905168107747 |
| -0.182576546135319 |
| -0.301840092985643 |
| -0.0414124287751499 |
| -0.109078245548828 |
| 0.125413881914431 |
| -0.176032082023753 |
| -0.737556234716918 |
| 0.526069718338792 |
| 0.386949527291667 |
| 0.419305687612306 |
| 1.1524243825571 |
| -0.416867418316995 |
| 0.000782071507512458 |
| -0.248084146777545 |
| -0.319044587082568 |
| 0.0679913607409274 |
| -0.0363962032861445 |
| 0.0273979654361245 |
| -0.536184133630693 |
| -0.107092561570005 |
| -0.810720946891127 |
| 0.465735977620127 |
| 0.531428936874508 |
| 0.658509064641316 |
| 0.0315873722119798 |
| -0.48335170661168 |
| -0.397211295031695 |
| -0.490510124786128 |
| 0.126236247831965 |
| -0.296560784143835 |
| -0.591294941555579 |
| -0.404235809845223 |
| 0.207031885042244 |
| 0.221302303258664 |
| -0.49430835161018 |
| -0.513884159340486 |
| 3.00760630640731 |
| -0.90906989311892 |
| 0.129051635789885 |
| -0.398831741319482 |
| -0.111135333943172 |
| -0.429947842411684 |
| -0.167043874397141 |
| 0.125051435517191 |
| -0.149260969324763 |
| -0.0822274333829994 |
| 0.139709685952463 |
| 0.441246283528546 |
| 0.171784942003512 |
| -0.826985253534965 |
| 0.258743427723327 |
| -0.339708735825057 |
| -0.18873111554559 |
| -0.188271107030903 |
| -0.124557073922081 |
| -0.440597254088477 |
| -0.166482855982348 |
| 1.05687045372745 |
| 0.150182500110342 |
| 0.180940579273516 |
| 0.372350170964284 |
| -0.548139944388551 |
| -0.856425923212865 |
| 0.405409683475193 |
| 0.209814628254071 |
| -0.456112260934234 |
| -0.0452442586632638 |
| -0.15195326594914 |
| 0.178261025282999 |
| -0.879274232329243 |
| -0.212165993144479 |
| 0.885627143028994 |
| -0.153913982970948 |
| 1.11060694366022 |
| 0.183317994767194 |
| -0.707759275164494 |
| -0.065496322685464 |
| 0.886233039567844 |
| 1.06115634808824 |
| -0.992314230809829 |
| 0.204379236176773 |
| -0.106359876356363 |
| -0.515189339124752 |
| -0.908273869265402 |
| 0.272442655376786 |
| -0.241961522038739 |
| 0.177948403572411 |
| -0.368802868182827 |
| 0.526658169472105 |
| 0.362678597295983 |
| -0.945360495606737 |
| 0.47961442485673 |
| 0.433209356162492 |
| 0.148067959217125 |
| -0.251694668595732 |
| -0.298687543691932 |
| -0.0315514251668892 |
| 0.0983558362642591 |
| -0.170686744936786 |
| 1.53323454680777 |
| 1.38322143784727 |
| 1.05922513899201 |
| 1.12044448710783 |
| -0.205863625044342 |
| -1.67019300984338 |
| -1.21834030456497 |
| -0.276519502639641 |
| -0.291123779938311 |
| -0.53454528166887 |
| 0.430172110755107 |
| -0.282324360948667 |
| 0.318037735681837 |
| 1.99145767651378 |
| 0.984884635080154 |
| 0.145365681586617 |
| -0.323742707510237 |
| -1.11394682128191 |
| -0.409805788024462 |
| -1.42037109842092 |
| 0.650787496883815 |
| 1.15240064885593 |
| 0.376035926714736 |
| -0.127104488692836 |
| 0.478561706580053 |
| -0.0123326584155767 |
| 0.391063386251689 |
| 0.362139376829652 |
| 0.686985004677755 |
| -1.33474981071835 |
| 1.35446004853439 |
| -0.861587205158041 |
| -0.889799792075889 |
| 0.207877989611936 |
| 0.675408536500859 |
| 0.0960019144806646 |
| -0.421952939097654 |
| -0.10267727078272 |
| 0.930953361953869 |
| 0.34260151151583 |
| -1.59878603865575 |
| 0.873414329682678 |
| 0.406230095127055 |
| 0.250067729395241 |
| 0.866788829526049 |
| 0.102202539190921 |
| 0.11344794812997 |
| 1.118616606798 |
| -0.0818197006809654 |
| 0.157194646447636 |
| -0.330426375358227 |
| -1.63533819951253 |
| 0.0112378194032691 |
| 0.0905814692643762 |
| -0.484636101012963 |
| -0.643102055775728 |
| 1.04118859709424 |
| 0.0749077078411367 |
| 1.15305531443421 |
| -0.0946556630764216 |
| -0.383286989350606 |
| 0.52443083607969 |
| -0.161765378490919 |
| 0.0404001675604016 |
| -1.10889342928702 |
| -0.518878706411171 |
| -0.367769305140684 |
| 0.00845803782642601 |
| -0.878908856579685 |
| -1.12624152204417 |
| 0.0735640795999345 |
| 0.807178885144938 |
| -0.418029991203773 |
| 0.0773663044038391 |
| -0.0081535066210371 |
| 1.72691272161105 |
| -0.214898253152572 |
| -0.291581389201211 |
