| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.1073 | 0.0125 | 0.1212 | -0.2631 | -0.1246 | 0.0849 | 0.1348 | -0.0392 | -0.0431 | 0.0415 | 0.0847 |
| (p-val) | (0.0431 ) | (0.8149 ) | (0.0228 ) | (0 ) | (0.0235 ) | (0.1232 ) | (0.0144 ) | (0.462 ) | (0.4163 ) | (0.4368 ) | (0.1134 ) |
| Estimates ( 2 ) | 0.1088 | 0 | 0.1225 | -0.2631 | -0.1228 | 0.082 | 0.1332 | -0.0385 | -0.0416 | 0.0412 | 0.0844 |
| (p-val) | (0.0392 ) | (NA ) | (0.0206 ) | (0 ) | (0.0241 ) | (0.1264 ) | (0.0148 ) | (0.4692 ) | (0.4293 ) | (0.4403 ) | (0.1147 ) |
| Estimates ( 3 ) | 0.1042 | 0 | 0.1267 | -0.2538 | -0.1284 | 0.0818 | 0.1284 | 0 | -0.046 | 0.0409 | 0.0806 |
| (p-val) | (0.0466 ) | (NA ) | (0.0162 ) | (0 ) | (0.0173 ) | (0.1273 ) | (0.018 ) | (NA ) | (0.3791 ) | (0.4433 ) | (0.1304 ) |
| Estimates ( 4 ) | 0.1031 | 0 | 0.1312 | -0.2513 | -0.1334 | 0.072 | 0.1344 | 0 | -0.0418 | 0 | 0.0858 |
| (p-val) | (0.0491 ) | (NA ) | (0.0123 ) | (0 ) | (0.0128 ) | (0.1674 ) | (0.0126 ) | (NA ) | (0.4221 ) | (NA ) | (0.1049 ) |
| Estimates ( 5 ) | 0.1032 | 0 | 0.1285 | -0.2454 | -0.1239 | 0.0681 | 0.1333 | 0 | 0 | 0 | 0.0837 |
| (p-val) | (0.0491 ) | (NA ) | (0.0141 ) | (0 ) | (0.0178 ) | (0.19 ) | (0.0133 ) | (NA ) | (NA ) | (NA ) | (0.1134 ) |
| Estimates ( 6 ) | 0.094 | 0 | 0.1353 | -0.2463 | -0.1172 | 0 | 0.1413 | 0 | 0 | 0 | 0.0754 |
| (p-val) | (0.071 ) | (NA ) | (0.0096 ) | (0 ) | (0.0246 ) | (NA ) | (0.0084 ) | (NA ) | (NA ) | (NA ) | (0.152 ) |
| Estimates ( 7 ) | 0.0985 | 0 | 0.1326 | -0.2403 | -0.1128 | 0 | 0.1225 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0589 ) | (NA ) | (0.0113 ) | (0 ) | (0.0308 ) | (NA ) | (0.0188 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0.1317 | -0.2311 | -0.1361 | 0 | 0.1269 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0123 ) | (0 ) | (0.0077 ) | (NA ) | (0.0153 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 14 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 15 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 16 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 17 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 18 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 19 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 20 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 21 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.087279951458359 |
| -9.48054010028576e-06 |
| -0.181113568634830 |
| -0.143144803385935 |
| 0.653939205477646 |
| 3.01856049405449 |
| -0.34993940544628 |
| -0.470187162329226 |
| -0.984892777575427 |
| 0.318927633930244 |
| -0.0515676690243794 |
| -0.617481294423996 |
| -1.21852222807701 |
| -0.333344832142146 |
| -0.465532517598049 |
| -0.34887631587128 |
| -0.461500373197239 |
| -0.328597720325718 |
| -0.292990492607743 |
| -0.297578883279229 |
| -0.751160331263932 |
| -1.06653279321642 |
| -0.795613368247302 |
| -0.647809644312673 |
| -0.658937258280531 |
| -1.7432579294681 |
| -9.42589760728114 |
| 0.126565655233662 |
| 1.45340494217830 |
| 4.64676082890126 |
| -0.786674077686556 |
| 0.496358637523556 |
| 3.49749898017684 |
| 3.11261294845409 |
| 1.82736967705489 |
| 0.662469413367148 |
| 0.532699224731672 |
| -0.612962690332793 |
| -0.402596323474128 |
| 2.71513433763978 |
| -1.34739774147059 |
| -1.38069088462363 |
| -1.35065230272451 |
| -0.0699911815242018 |
| -0.489976700728363 |
| -1.26302001976339 |
| -1.56125365999455 |
| 2.86533267404472 |
| -0.736174152812339 |
| -1.07443142691811 |
| -1.38154478604113 |
| 0.072430329331965 |
| -0.232917335527688 |
| -0.923579032402472 |
| -1.41034338472006 |
| -1.0246072088715 |
| -0.90060934351753 |
| 3.79426365114651 |
| 1.94224232604648 |
| -1.15372382967925 |
| -1.81675709739521 |
| -0.261377835161852 |
| 4.69547199962611 |
| -0.0328795570256091 |
| -1.74745202822837 |
| -2.12377796907546 |
| 0.0131414287162954 |
| -0.375493366216276 |
| -0.812439823661478 |
| 5.37190555402519 |
| -2.43508903669185 |
| -1.55282779759673 |
| -2.09446571693307 |
| 0.521015098379522 |
| -0.714503214153183 |
| 1.54174288102939 |
| -1.56008817017728 |
| -1.40238348351784 |
| -1.74429751711931 |
| -0.925040701771962 |
| 3.19290446280428 |
| 0.249552280516696 |
| -0.912846238481649 |
| -2.23943686807456 |
| 0.370750595502273 |
| -0.76366041674234 |
| -0.452077367698593 |
| -0.604661781308678 |
| -0.455026737763546 |
| -0.827414101797402 |
| -1.73039348907648 |
| 1.61889565141094 |
| 0.56947843833639 |
| -1.34174167261862 |
| -1.26952798544298 |
| 0.993642635412016 |
| -0.95006980077565 |
| -1.58301129659874 |
| 0.97397999627539 |
| -3.10664233175574 |
| -2.33033978347104 |
| 1.27762226685240 |
| -1.70922446461550 |
| -1.54000924809723 |
| 0.945423990530266 |
| -1.86736539865633 |
| 3.78168398888932 |
| -0.874383361505949 |
| 5.88219526844342 |
| 8.63756152695046 |
| 14.5182278978349 |
| -0.635159274493247 |
| 1.15535218310093 |
| -0.544843129705896 |
| 2.93092896568479 |
| -0.215086387315125 |
| -2.28812434082272 |
| -2.72540720550069 |
| 0.69731620203045 |
| -2.33010682691727 |
| -1.73722692939029 |
| -1.69331917792815 |
| -0.843626947313112 |
| -1.17974348050744 |
| -1.55833627647765 |
| -1.59342603294400 |
| -1.29926450357382 |
| -1.16496669727717 |
| -1.09275960441472 |
| 1.47999763427084 |
| 1.37434344864276 |
| -1.26353851119951 |
| -0.202914587139048 |
| 2.09055622922217 |
| -1.05115098310065 |
| 1.04705428962508 |
| -1.26071896479442 |
| -1.09659777103307 |
| -1.49604042175254 |
| -1.21603551249177 |
| -1.41925092472719 |
| 1.44687939087510 |
| 3.74272383340272 |
| -2.09236489782197 |
| -0.28567323843906 |
| -3.26763450512578 |
| 0.969623256288827 |
| 6.86429866460529 |
| -2.23663530591763 |
| -0.146070739934885 |
| -1.8481164891965 |
| 0.219964071230464 |
| -0.817536629746925 |
| -0.0315678294610677 |
| -0.0806060022109989 |
| -1.68795660750682 |
| -2.18248274797978 |
| -1.89410519761796 |
| 2.63803150431319 |
| 2.09268508871034 |
| -2.22705494618225 |
| -2.39858760482053 |
| -1.15075675694935 |
| -0.162725856877401 |
| 6.71368813893872 |
| -2.06193883936245 |
| -1.9393707052526 |
| -2.50699417890173 |
| 0.515211188661894 |
| -0.142100297648852 |
| 1.30324672096091 |
| 2.42022467797466 |
| -1.74322217926931 |
| -1.45828541414873 |
| -1.13041469230208 |
| 0.269415715639767 |
| -0.956064734626281 |
| 1.50350616236959 |
| -1.47496868718714 |
| -1.27528052530693 |
| -0.460075021782586 |
| -3.28694169630009 |
| -1.12489215964883 |
| -0.667119262285496 |
| -0.446266836609475 |
| -1.17821902719178 |
| -4.36300543514626 |
| -3.2578889699514 |
| 0.0873182799022985 |
| -0.00496363699949143 |
| -0.947380162555397 |
| -1.58662374257912 |
| -0.802147703833214 |
| -0.0915108948651735 |
| -0.131129920000866 |
| 2.59570321352178 |
| 0.0218408040773355 |
| -0.775785664535761 |
| -0.875749531373067 |
| 6.95097122794951 |
| -0.646220009589278 |
| -0.502964012488206 |
| -1.58151583667623 |
| 0.730227194992082 |
| 0.345966528132202 |
| 6.80045055037795 |
| 18.1780051175341 |
| -3.19723415706592 |
| -1.76802803998812 |
| 0.0639639864976544 |
| 4.37248170768621 |
| 21.8300483755762 |
| 10.9693963989680 |
| -0.889317433481224 |
| -3.18285757278446 |
| -1.26783172259333 |
| 3.59139828643897 |
| 1.71539478449061 |
| -3.62099547129948 |
| -3.06381609317982 |
| 1.97296264885037 |
| -3.80797918782076 |
| -1.62536608359333 |
| -4.04963281595435 |
| 0.0892745368711871 |
| -3.06110661796876 |
| 0.168835797184059 |
| -1.37857922300741 |
| -6.22221110583413 |
| 2.49876081696829 |
| -0.583646741442124 |
| -1.88680491948840 |
| -0.433920606398317 |
| -1.27567721722006 |
| 3.4003212711865 |
| 15.439988795969 |
| 0.0588390522972873 |
| 1.84268560645744 |
| -1.42544153166 |
| -4.01240646033062 |
| -1.9944850129654 |
| 19.9535329196514 |
| 41.4100521582269 |
| -15.731917104719 |
| 20.6302291788719 |
| -4.15913103496226 |
| -24.2858809126197 |
| -2.92811187344083 |
| -1.74621384661508 |
| -2.64473534746624 |
| -11.7236480390012 |
| -0.533506590352005 |
| -2.11099279147649 |
| 10.5833623772221 |
| -17.750420857047 |
| 4.99600573910944 |
| -11.1065431451783 |
| 3.83023910646403 |
| -2.80842251133058 |
| -1.07131345937378 |
| -11.5222487560757 |
| -0.77086082364859 |
| 5.60980350526742 |
| 2.88511670795333 |
| -3.07891116892117 |
| -4.97507486287238 |
| 2.58405410515766 |
| 0.469688227914403 |
| -1.06880701956874 |
| -1.43657474236795 |
| -5.95887501841977 |
| -1.82009817264603 |
| -4.15908177112766 |
| 0.862842322732334 |
| 7.93440654086929 |
| 10.8298082560924 |
| -11.7549950756408 |
| -5.10120610092309 |
| 2.40263368675166 |
| 1.40015941077961 |
| -0.904205382442683 |
| -8.77041639570385 |
| -1.04582387776124 |
| -3.55241648195853 |
| 0.144576073391292 |
| -0.293397854911248 |
| 1.55280273242154 |
| -2.39180295351120 |
| -3.24329720240226 |
| -5.97520705155499 |
| 1.96812484400703 |
| 3.49569777725449 |
| 3.34361068004458 |
| -13.1236643733081 |
| -0.242882895718708 |
| 1.33055534029817 |
| 4.32987762031733 |
| -8.04360480203714 |
| 1.79708327733061 |
| -1.71769379080133 |
| 4.59054594680314 |
| -3.33547447855097 |
| 5.41990527619368 |
| 2.28174077751589 |
| -4.9227550974259 |
| -3.16988710001461 |
| -5.87146738414644 |
| 0.688555139237693 |
| 5.05345583522575 |
| -1.54384464865230 |
| 1.27528250437788 |
| -8.67528943271235 |
| 6.33695838284797 |
| -0.782692162440007 |
| -1.10551225085540 |
| 0.357832249246378 |
| 1.64700772918321 |
| -3.41882939844341 |
| 3.916639885783 |
| -3.77739633750411 |
| 2.03868577558005 |
| -2.04390138206234 |
| 1.58908696330892 |
| 0.905687990734201 |
| 6.59628123471772 |
| -1.18370589746411 |
| 2.59661627254292 |
| -2.71847752969366 |
| 3.59236425792014 |
| 5.63124636204738 |
| -8.26869606127433 |
| 0.602257876702794 |
| 6.10106068274721 |
| 0.48524199949113 |
| 7.02716487457582 |
| 7.01066580268315 |
| 1.05503829623808 |
| 14.0381057090287 |
| 13.0486620541775 |
| -6.51857379827838 |
| -2.54868781042406 |
| -6.04745132098805 |
| -4.43093931553396 |
| 0.976809143349954 |
| -7.05321032635628 |
| 7.86057041391228 |
| 0.587753398734193 |
| -0.437122988332519 |
| 13.6953531956560 |
| -8.40415286938907 |
| -3.11952786912747 |
| 0.759037900290025 |
| 0.153807710962766 |
| -6.84103892212299 |
| -0.750560706459851 |
| 4.1920554469212 |
| -2.93627293151171 |
| -2.54942529479823 |
| 10.8731735341683 |
