| ARIMA Parameter Estimation and Backward Selection | |||||||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3486 | 0.063 | 0.116 | -0.2085 | -0.2236 | 0.0348 | 0.1526 | 0.0011 | -0.0404 | 0.0268 | 0.1118 | 0.4676 | 0.2143 | 0.0608 | -0.26 |
| (p-val) | (0.4588 ) | (0.4275 ) | (0.0414 ) | (0.0091 ) | (0.0977 ) | (0.6583 ) | (0.0399 ) | (0.99 ) | (0.4922 ) | (0.6603 ) | (0.0459 ) | (0.3212 ) | (0.6924 ) | (0.318 ) | (0.6293 ) |
| Estimates ( 2 ) | -0.3439 | 0.0624 | 0.1159 | -0.2091 | -0.2224 | 0.0354 | 0.1521 | 0 | -0.0404 | 0.027 | 0.1117 | 0.4628 | 0.2137 | 0.0609 | -0.2601 |
| (p-val) | (0.29 ) | (0.3667 ) | (0.0354 ) | (7e-04 ) | (0.0262 ) | (0.5865 ) | (0.0101 ) | (NA ) | (0.493 ) | (0.6387 ) | (0.0447 ) | (0.1592 ) | (0.6906 ) | (0.3123 ) | (0.6286 ) |
| Estimates ( 3 ) | -0.3469 | 0.0627 | 0.1174 | -0.2099 | -0.2237 | 0.036 | 0.1541 | 0 | -0.0415 | 0.0261 | 0.1123 | 0.4656 | 0 | 0.0475 | -0.0472 |
| (p-val) | (0.2756 ) | (0.3609 ) | (0.0329 ) | (6e-04 ) | (0.0236 ) | (0.5794 ) | (0.0088 ) | (NA ) | (0.4802 ) | (0.6505 ) | (0.0432 ) | (0.148 ) | (NA ) | (0.3985 ) | (0.442 ) |
| Estimates ( 4 ) | -0.3654 | 0.0656 | 0.1198 | -0.2079 | -0.2334 | 0.0284 | 0.1566 | 0 | -0.0514 | 0 | 0.1065 | 0.4842 | 0 | 0.0442 | -0.0407 |
| (p-val) | (0.2103 ) | (0.3287 ) | (0.0296 ) | (6e-04 ) | (0.012 ) | (0.6478 ) | (0.0067 ) | (NA ) | (0.3661 ) | (NA ) | (0.0468 ) | (0.1004 ) | (NA ) | (0.4275 ) | (0.4964 ) |
| Estimates ( 5 ) | -0.4213 | 0.0664 | 0.1188 | -0.2009 | -0.2535 | 0 | 0.1484 | 0 | -0.0542 | 0 | 0.1035 | 0.537 | 0 | 0.0462 | -0.0383 |
| (p-val) | (0.0679 ) | (0.3072 ) | (0.034 ) | (6e-04 ) | (0.0012 ) | (NA ) | (0.0052 ) | (NA ) | (0.3264 ) | (NA ) | (0.0508 ) | (0.0222 ) | (NA ) | (0.4055 ) | (0.5167 ) |
| Estimates ( 6 ) | -0.4461 | 0.0721 | 0.1197 | -0.2004 | -0.2624 | 0 | 0.1571 | 0 | -0.0588 | 0 | 0.1167 | 0.5635 | 0 | 0.0433 | 0 |
| (p-val) | (0.0228 ) | (0.2474 ) | (0.0338 ) | (6e-04 ) | (2e-04 ) | (NA ) | (0.0019 ) | (NA ) | (0.2675 ) | (NA ) | (0.0159 ) | (0.0046 ) | (NA ) | (0.4332 ) | (NA ) |
| Estimates ( 7 ) | -0.4546 | 0.0744 | 0.1186 | -0.2024 | -0.2697 | 0 | 0.161 | 0 | -0.0572 | 0 | 0.1159 | 0.571 | 0 | 0 | 0 |
| (p-val) | (0.0174 ) | (0.2312 ) | (0.0357 ) | (5e-04 ) | (1e-04 ) | (NA ) | (0.0014 ) | (NA ) | (0.2796 ) | (NA ) | (0.0167 ) | (0.0033 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | -0.3724 | 0.057 | 0.1147 | -0.2015 | -0.2358 | 0 | 0.1479 | 0 | 0 | 0 | 0.1081 | 0.4867 | 0 | 0 | 0 |
| (p-val) | (0.0622 ) | (0.3406 ) | (0.0376 ) | (5e-04 ) | (4e-04 ) | (NA ) | (0.0032 ) | (NA ) | (NA ) | (NA ) | (0.0286 ) | (0.0171 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | -0.2987 | 0 | 0.1053 | -0.2083 | -0.2125 | 0 | 0.1436 | 0 | 0 | 0 | 0.1096 | 0.3978 | 0 | 0 | 0 |
| (p-val) | (0.179 ) | (NA ) | (0.0589 ) | (3e-04 ) | (0.0021 ) | (NA ) | (0.0051 ) | (NA ) | (NA ) | (NA ) | (0.0306 ) | (0.0615 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0 | 0 | 0.1261 | -0.2383 | -0.1391 | 0 | 0.1411 | 0 | 0 | 0 | 0.0877 | 0.1155 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.015 ) | (0 ) | (0.006 ) | (NA ) | (0.0084 ) | (NA ) | (NA ) | (NA ) | (0.0963 ) | (0.0252 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | 0 | 0 | 0.1231 | -0.2311 | -0.1337 | 0 | 0.1198 | 0 | 0 | 0 | 0 | 0.1103 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.018 ) | (0 ) | (0.0084 ) | (NA ) | (0.0216 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0326 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 14 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 15 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 16 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 17 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 18 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 19 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 20 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 21 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 22 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 23 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 24 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 25 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 26 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 27 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 28 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 29 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.087279950826086 |
| -1.10718968573808e-05 |
| -0.180279492456848 |
| -0.139270973590557 |
| 0.651742668667524 |
| 2.99308781367018 |
| -0.391988280877749 |
| -0.425167068474264 |
| -0.962350776376153 |
| 0.331531322193706 |
| -0.055729098486627 |
| -0.627489311492403 |
| -1.27532857323276 |
| -0.264646378110857 |
| -0.456238275617647 |
| -0.399940149392666 |
| -0.731373482126053 |
| -0.289052367813334 |
| -0.256112917008735 |
| -0.232429401549595 |
| -0.710169190276886 |
| -1.01299129631511 |
| -0.739587766859387 |
| -0.589111845142767 |
| -0.651914676264013 |
| -1.71778065355126 |
| -9.37996009543748 |
| 0.304034150781348 |
| 1.37071180244631 |
| 4.58346388816506 |
| -0.917723863792318 |
| 0.624335314570502 |
| 3.75307519729502 |
| 3.34136351327896 |
| 1.78040290727643 |
| 0.689356468195285 |
| 0.651905424755782 |
| 0.219924455957809 |
| -0.459363096176432 |
| 2.55554836654697 |
| -1.72145827365233 |
| -1.47806006645096 |
| -1.49320276913080 |
| -0.334355421761302 |
| -0.582550601499591 |
| -1.41634523584612 |
| -1.66172459124024 |
| 2.93051126942244 |
| -0.719279943527567 |
| -0.9944554841679 |
| -1.60288188043680 |
| 0.255117212798083 |
| -0.139506687530016 |
| -0.913272920750899 |
| -1.40327629586542 |
| -0.894194985012575 |
| -0.804676269694468 |
| 3.88025622784896 |
| 1.60628927614746 |
| -1.07613476171598 |
| -1.66553058826295 |
| -0.111498485267148 |
| 4.78438732779823 |
| -0.109860582108311 |
| -1.75179759005643 |
| -1.99349940019864 |
| 0.203465926710805 |
| -0.29836307292841 |
| -1.20818858336537 |
| 5.11309362151566 |
| -2.40313298894966 |
| -1.34499112974326 |
| -1.97935769636834 |
| 0.301155931561169 |
| -0.697501438149416 |
| 1.53930329810585 |
| -1.63195518889007 |
| -1.17838416223496 |
| -1.63718684600745 |
| -0.809311063020331 |
| 2.67582330026079 |
| 0.354063528657093 |
| -0.837292762093838 |
| -2.07888254084411 |
| 0.56191546718047 |
| -0.642775400979389 |
| -0.633950860399949 |
| -0.650625548730574 |
| -0.317738816914357 |
| -0.709957253054426 |
| -1.58966168873859 |
| 1.39722060561158 |
| 0.531569943057988 |
| -1.31798131148858 |
| -1.13276165778505 |
| 1.04345102299486 |
| -0.828411428480337 |
| -1.50495958634491 |
| 0.920499615928449 |
| -3.08333555889846 |
| -2.19306601136037 |
| 1.38462278649115 |
| -1.91816017348142 |
| -1.51186512684360 |
| 1.04411857917848 |
| -1.85878608811484 |
| 3.84155544709277 |
| -0.854758773323617 |
| 6.0400445599867 |
| 8.47588121982967 |
| 14.7415280104230 |
| -0.558459730834784 |
| 1.29683547435572 |
| -0.257204433659226 |
| 3.23810607702335 |
| -0.620094705550528 |
| -2.35602306439390 |
| -3.17329914130811 |
| 0.888953164750617 |
| -2.88865504004096 |
| -2.44859844358834 |
| -2.86230581715486 |
| -0.79251535920855 |
| -1.27206137984204 |
| -1.49419873387782 |
| -1.49185201524789 |
| -1.12849257748202 |
| -1.02300509969271 |
| -1.00257355901573 |
| 1.38574923924750 |
| 1.50612444806565 |
| -1.14748899399437 |
| -0.0381032211892744 |
| 2.24555990091481 |
| -0.943314297311915 |
| 1.18130991670714 |
| -1.24488045419932 |
| -0.945556075461013 |
| -1.37080839039271 |
| -1.16529914844730 |
| -1.58069008563071 |
| 1.34709858686544 |
| 3.7435484235324 |
| -2.14214608519070 |
| -0.342456346483715 |
| -3.05823399592553 |
| 0.997193503152687 |
| 6.86429755754786 |
| -2.33072021210614 |
| 0.00811132188520958 |
| -1.65135816291458 |
| 0.439182565452143 |
| -0.900751276171277 |
| -0.492844627430372 |
| -0.0420986216082184 |
| -1.62848878487749 |
| -1.94330443277889 |
| -1.79086766778747 |
| 2.10782811020778 |
| 2.22664563926870 |
| -2.38357893242247 |
| -2.28225622212591 |
| -0.921059252154947 |
| 0.00196255126887479 |
| 6.6826020416386 |
| -2.34672135377917 |
| -1.69623602439141 |
| -2.26029986470367 |
| 0.759480683992052 |
| -0.343565018917843 |
| 1.03634380514099 |
| 2.41132027638999 |
| -1.5489311688644 |
| -1.26003989525501 |
| -0.948926926420995 |
| -0.240301147111524 |
| -0.859030057172987 |
| 1.52011843680241 |
| -1.44960529091823 |
| -1.07070901220585 |
| -0.355292853726439 |
| -3.38106081381278 |
| -1.36415821809195 |
| -0.576594342958018 |
| -0.433854189549933 |
| -1.08782471050148 |
| -4.27564320338428 |
| -3.05868057870907 |
| 0.00514658358090259 |
| -0.0131066050028537 |
| -0.90875947039779 |
| -1.61955985324906 |
| -0.419064013718163 |
| 0.124323226840090 |
| -0.0898310601480574 |
| 2.61086807610246 |
| 0.0287873246766992 |
| -0.418682951407561 |
| -0.586939019476546 |
| 7.01230404664568 |
| -0.713138755866254 |
| -0.411799927444783 |
| -1.56396180487535 |
| 0.891227458297344 |
| 0.384052494283438 |
| 6.74513069679756 |
| 17.7083047086035 |
| -3.33466767076067 |
| -1.40175299178514 |
| 0.29355629357849 |
| 4.02698241982202 |
| 21.810237005005 |
| 10.278594377957 |
| -1.05157029810599 |
| -2.55781137333834 |
| -0.923851166098089 |
| 3.18179159201640 |
| -0.178023802377979 |
| -3.90863860580605 |
| -3.01944282112485 |
| 2.00291347088141 |
| -3.68721130451449 |
| -3.19906879671508 |
| -5.1147283781885 |
| 0.058733602309502 |
| -3.0762838208196 |
| 0.467428340264846 |
| -1.35810463527709 |
| -6.04690078418666 |
| 2.76328135729611 |
| -0.596646782816705 |
| -2.13817521436212 |
| -0.0921826301500062 |
| -1.19604430811725 |
| 3.79699440766707 |
| 15.5127694216497 |
| -0.0277322065582126 |
| 2.07356180404722 |
| -1.28649255278700 |
| -3.26957873411014 |
| -2.15916361224419 |
| 19.7642135749195 |
| 40.9774633496404 |
| -16.2579308506083 |
| 21.5117904508134 |
| -4.34732735775913 |
| -24.6726327698014 |
| -2.68706634549977 |
| -2.98225793024717 |
| -3.20752282079467 |
| -11.0131495041549 |
| -0.836697779145155 |
| -3.15769839527213 |
| 7.6615002537789 |
| -17.0398618456471 |
| 3.27487829057586 |
| -10.9776964983740 |
| 7.38052169275262 |
| -3.13945619496958 |
| -0.657658176173513 |
| -11.1381117224568 |
| 0.109409163185759 |
| 4.70690793761396 |
| 3.08327208189785 |
| -3.94052712307779 |
| -3.5213855116027 |
| 2.53243968032425 |
| 1.58921176626210 |
| -1.21797249489566 |
| -1.66282481425353 |
| -5.76186154286053 |
| -0.95853318642014 |
| -4.13682799318877 |
| 0.347305380741034 |
| 7.82150617706397 |
| 10.7550824804626 |
| -11.5973671765565 |
| -4.7171897853967 |
| 2.68392668786255 |
| 1.56598354421693 |
| -1.19249137055159 |
| -8.61319950711366 |
| -0.749414126997308 |
| -2.92718987852547 |
| 0.0445344816400848 |
| -1.19774335108795 |
| 0.641724873944455 |
| -1.51029932245869 |
| -2.76796788741115 |
| -6.08114682943526 |
| 2.50330880138542 |
| 3.36016327172492 |
| 3.64735999702571 |
| -13.2273216840482 |
| 0.466452075332029 |
| 1.39677613021681 |
| 4.25454172181946 |
| -8.44271720202604 |
| 1.99284596305305 |
| -1.44695491840296 |
| 5.39661885097563 |
| -3.70492690366815 |
| 5.24445835219672 |
| 1.92022424920140 |
| -3.83707181736683 |
| -3.24046031464411 |
| -5.81871276713451 |
| 0.65266125289066 |
| 5.41412711703318 |
| -2.18877745653225 |
| 1.48653597682892 |
| -8.73503277735468 |
| 6.76104373692173 |
| -1.30767575501015 |
| -1.37858459495811 |
| 0.75017279740149 |
| 1.83803684352853 |
| -2.84619170756732 |
| 4.1887823854807 |
| -4.50409253548352 |
| 2.33906768503670 |
| -2.42964256272455 |
| 2.20955577467453 |
| 0.448104150386548 |
| 6.79009857112795 |
| -1.11114011963509 |
| 2.55528568842934 |
| -2.85804446975667 |
| 4.07364540692805 |
| 5.13506695293322 |
| -8.10964802493108 |
| 0.626344106912796 |
| 6.20465063224119 |
| 0.29649345430218 |
| 6.95331771535716 |
| 6.24771665917734 |
| 1.16078864102192 |
| 14.1612974208190 |
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