| ARIMA Parameter Estimation and Backward Selection | ||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 |
| Estimates ( 1 ) | -0.5287 | -0.0277 | -0.2423 | -0.3069 | 0.0401 | -0.0932 | -0.1541 | 0.0907 | 0.2193 | -0.0306 |
| (p-val) | (0 ) | (0.7981 ) | (0.0252 ) | (0.0054 ) | (0.7195 ) | (0.4036 ) | (0.1635 ) | (0.3965 ) | (0.042 ) | (0.7574 ) |
| Estimates ( 2 ) | -0.5164 | 0 | -0.2304 | -0.3024 | 0.0501 | -0.087 | -0.1529 | 0.096 | 0.2216 | -0.0332 |
| (p-val) | (0 ) | (NA ) | (0.0183 ) | (0.0054 ) | (0.6318 ) | (0.4243 ) | (0.1662 ) | (0.3609 ) | (0.0392 ) | (0.7362 ) |
| Estimates ( 3 ) | -0.523 | 0 | -0.2241 | -0.2982 | 0.0499 | -0.0771 | -0.1431 | 0.097 | 0.2377 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0193 ) | (0.0058 ) | (0.6327 ) | (0.4623 ) | (0.1792 ) | (0.356 ) | (0.0138 ) | (NA ) |
| Estimates ( 4 ) | -0.5282 | 0 | -0.225 | -0.3201 | 0 | -0.0979 | -0.1508 | 0.0815 | 0.228 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0189 ) | (0.0011 ) | (NA ) | (0.3048 ) | (0.1528 ) | (0.415 ) | (0.0157 ) | (NA ) |
| Estimates ( 5 ) | -0.5284 | 0 | -0.2249 | -0.327 | 0 | -0.0977 | -0.183 | 0 | 0.1993 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0194 ) | (9e-04 ) | (NA ) | (0.3077 ) | (0.0626 ) | (NA ) | (0.0228 ) | (NA ) |
| Estimates ( 6 ) | -0.543 | 0 | -0.2022 | -0.3376 | 0 | 0 | -0.1431 | 0 | 0.2172 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0305 ) | (6e-04 ) | (NA ) | (NA ) | (0.1129 ) | (NA ) | (0.0116 ) | (NA ) |
| Estimates ( 7 ) | -0.5164 | 0 | -0.182 | -0.2845 | 0 | 0 | 0 | 0 | 0.1795 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0521 ) | (0.0021 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0309 ) | (NA ) |
| Estimates ( 8 ) | -0.5466 | 0 | 0 | -0.1997 | 0 | 0 | 0 | 0 | 0.1949 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0.0155 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0209 ) | (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 |
| -1.42512915265672 |
| 44.8175636973208 |
| -20.8268872267907 |
| -47.4057032140093 |
| 78.757997218565 |
| 5.47036066442574 |
| -26.8717782697425 |
| 31.3940358584644 |
| -59.6560528887751 |
| 154.778738971813 |
| 40.8474163426779 |
| -139.065579850564 |
| -19.2807106891152 |
| 120.039934477486 |
| -0.305051559720585 |
| 925.75600085433 |
| 669.881337622747 |
| 89.2515487065313 |
| 180.887829084956 |
| -67.8583254255604 |
| -278.648629537877 |
| 69.0104879051791 |
| -18.0271472500608 |
| 117.105860804037 |
| 174.134181945650 |
| -170.726950356394 |
| -313.603591233447 |
| -595.994444757665 |
| -726.046301850757 |
| -474.428289012205 |
| -203.243190938843 |
| -11.5153709140145 |
| -154.181060870144 |
| 91.0140268972589 |
| 377.771899518434 |
| -194.012145628115 |
| 116.830405967029 |
| 79.9735760501844 |
| 395.470600798182 |
| -706.624953835411 |
| -201.641737399960 |
| 826.972323438343 |
| 147.234300243259 |
| -227.591407652184 |
| 286.388158109521 |
| 230.426389471252 |
| -426.496115827309 |
| -386.289557242499 |
| -40.1315407839202 |
| 247.074487595318 |
| 118.313039792582 |
| -77.1313829464703 |
| -170.077647127044 |
| 46.1124181680059 |
| 325.113803999918 |
| 95.6100012950158 |
| -73.1001627693313 |
| -323.647379166687 |
| 77.3499160125853 |
| 552.242823277898 |
| 74.4240676383417 |
| -93.791141144269 |
| -239.365773029516 |
| -119.234526011349 |
| 634.139272807613 |
| -315.018259767835 |
| -321.90693631812 |
| -71.7589580161793 |
| 153.577759517567 |
| -71.6060934124016 |
| -63.0385563405826 |
| 153.267074384818 |
| -156.575606686647 |
| -60.0735146537254 |
| -188.921992147161 |
| -12.7952618938825 |
| 369.040440086925 |
| 191.314591429415 |
| -137.205020268907 |
| -173.048613096840 |
| -56.244292090089 |
| 202.541411121103 |
| 176.979545996297 |
| -562.07931156427 |
| 501.014432596751 |
| -296.477741249370 |
| 757.394174810328 |
| -609.14993681386 |
| -518.875166813243 |
| -112.883572385341 |
| -63.1287844761669 |
| 380.702987068531 |
| -174.040540047003 |
| -122.708554615105 |
| 159.91825540748 |
| -176.818358342467 |
| 134.520237504520 |
| 278.389281677112 |
| -527.150000104972 |
| 863.598849939896 |
| -404.126705347293 |
| 61.2388154169497 |
| 311.968090697106 |
| -123.515380686317 |
| -27.7841203850503 |
| -99.2513709415757 |
