| ARIMA Parameter Estimation and Backward Selection | ||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 |
| Estimates ( 1 ) | -0.5288 | -0.0276 | -0.2425 | -0.3071 | 0.0403 | -0.0933 | -0.1542 | 0.0909 | 0.2196 | -0.0305 |
| (p-val) | (0 ) | (0.7967 ) | (0.0237 ) | (0.0049 ) | (0.716 ) | (0.399 ) | (0.1594 ) | (0.3917 ) | (0.0398 ) | (0.7563 ) |
| Estimates ( 2 ) | -0.5165 | 0 | -0.2306 | -0.3026 | 0.0502 | -0.0871 | -0.153 | 0.0961 | 0.2219 | -0.0331 |
| (p-val) | (0 ) | (NA ) | (0.0171 ) | (0.005 ) | (0.6279 ) | (0.4196 ) | (0.162 ) | (0.356 ) | (0.0371 ) | (0.7349 ) |
| Estimates ( 3 ) | -0.5231 | 0 | -0.2243 | -0.2985 | 0.05 | -0.0772 | -0.1432 | 0.0971 | 0.2379 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0181 ) | (0.0053 ) | (0.629 ) | (0.4574 ) | (0.1748 ) | (0.3512 ) | (0.0128 ) | (NA ) |
| Estimates ( 4 ) | -0.5283 | 0 | -0.2252 | -0.3204 | 0 | -0.0981 | -0.151 | 0.0816 | 0.2282 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0177 ) | (0.001 ) | (NA ) | (0.2995 ) | (0.1487 ) | (0.4104 ) | (0.0146 ) | (NA ) |
| Estimates ( 5 ) | -0.5285 | 0 | -0.2251 | -0.3273 | 0 | -0.0978 | -0.1832 | 0 | 0.1995 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0182 ) | (8e-04 ) | (NA ) | (0.3024 ) | (0.06 ) | (NA ) | (0.0213 ) | (NA ) |
| Estimates ( 6 ) | -0.5432 | 0 | -0.2024 | -0.3379 | 0 | 0 | -0.1432 | 0 | 0.2173 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0288 ) | (5e-04 ) | (NA ) | (NA ) | (0.1094 ) | (NA ) | (0.0107 ) | (NA ) |
| Estimates ( 7 ) | -0.5165 | 0 | -0.1822 | -0.2848 | 0 | 0 | 0 | 0 | 0.1796 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0497 ) | (0.0019 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0291 ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 14 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 15 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 16 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 17 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 18 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 19 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -1.40930637021516 |
| 25.0201671384432 |
| -6.79785494608388 |
| 40.695801117289 |
| -20.6357872796196 |
| -42.6348959831819 |
| 80.8157647184446 |
| 6.53445008272993 |
| -21.4280726109662 |
| 27.0996969758051 |
| -48.6023644703513 |
| 142.693203126680 |
| 42.3588285008556 |
| -126.636932138093 |
| -28.5056785319889 |
| 129.329663632164 |
| -0.540884629459571 |
| 908.573477650336 |
| 726.52284242084 |
| 91.8872623304434 |
| 176.314955495392 |
| -6.92029553643647 |
| -266.212681092097 |
| 62.6938385716053 |
| 115.297509746890 |
| 114.771892626031 |
| 137.250953364820 |
| -155.453175294939 |
| -374.77326926998 |
| -603.213920542772 |
| -701.398102021266 |
| -505.19284047957 |
| -197.302204875102 |
| -19.6233617620042 |
| -229.532816060447 |
| 45.809186869609 |
| 316.084975244189 |
| -242.865022139802 |
| 113.458351381845 |
| 124.341851000072 |
| 428.166130420864 |
| -719.67811744331 |
| -201.086078072647 |
| 861.492388310459 |
| 112.008707922095 |
| -252.371227703912 |
| 302.813668070393 |
| 325.043187722648 |
| -547.703593926739 |
| -375.387791097839 |
| 84.8712453355911 |
| 209.00619528674 |
| 88.6786344328283 |
| -76.8463857206734 |
| -160.841699663147 |
| -0.36241252728496 |
| 316.394938957389 |
| 88.128677820358 |
| -17.0092525492284 |
| -289.747864545977 |
| 47.0934135499101 |
| 531.316168063941 |
| 76.9748433337661 |
| -58.2953259925941 |
| -228.755557380936 |
| -118.962686486865 |
| 574.350050797398 |
| -265.149803288442 |
| -276.968942907775 |
| -83.8973074877122 |
| 155.191585153007 |
| -150.750206713078 |
| -60.497280033881 |
| 254.530892080889 |
| -224.619932873173 |
| -93.0607944803386 |
| -182.283204131529 |
| 9.52183776621677 |
| 363.221646429111 |
| 190.769036207083 |
| -137.634246906027 |
| -194.516868055076 |
| -20.6500132158057 |
| 156.961844101465 |
| 193.629953079903 |
| -515.488522295187 |
| 493.069295035131 |
| -289.220028118132 |
| 698.300640833369 |
| -592.840914429981 |
| -490.285225932344 |
| -99.3646762798932 |
| -127.642440935756 |
| 427.355594897288 |
| -241.359308271916 |
| -3.96675037199566 |
| 34.8716337093715 |
| -205.808207322579 |
| 140.304908205844 |
| 280.443389928121 |
| -413.726849190297 |
| 757.265654472015 |
| -338.799832570891 |
| 16.9434985690073 |
| 313.693781603116 |
| -69.0162421304617 |
| -48.7388632907367 |
| -146.797185355009 |
