| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.4714 | -0.1016 | 0.1174 | -0.0726 | 0.0063 | -0.0956 | -0.0141 | 0.0017 | 0.0381 | -0.0615 | 0.0029 |
| (p-val) | (0 ) | (0.0833 ) | (0.0474 ) | (0.2214 ) | (0.9163 ) | (0.1108 ) | (0.815 ) | (0.9775 ) | (0.5249 ) | (0.3025 ) | (0.9575 ) |
| Estimates ( 2 ) | 0.4714 | -0.1017 | 0.1174 | -0.0728 | 0.0065 | -0.0959 | -0.0134 | 0 | 0.0388 | -0.0618 | 0.0031 |
| (p-val) | (0 ) | (0.0821 ) | (0.047 ) | (0.2196 ) | (0.9125 ) | (0.1058 ) | (0.8059 ) | (NA ) | (0.4741 ) | (0.295 ) | (0.9546 ) |
| Estimates ( 3 ) | 0.4712 | -0.1016 | 0.1174 | -0.0728 | 0.0063 | -0.0958 | -0.0135 | 0 | 0.0386 | -0.0604 | 0 |
| (p-val) | (0 ) | (0.0823 ) | (0.0471 ) | (0.2191 ) | (0.9154 ) | (0.1058 ) | (0.8046 ) | (NA ) | (0.4755 ) | (0.2624 ) | (NA ) |
| Estimates ( 4 ) | 0.4708 | -0.1009 | 0.1166 | -0.0702 | 0 | -0.0933 | -0.014 | 0 | 0.0385 | -0.0604 | 0 |
| (p-val) | (0 ) | (0.0825 ) | (0.0465 ) | (0.1928 ) | (NA ) | (0.0842 ) | (0.7952 ) | (NA ) | (0.476 ) | (0.2624 ) | (NA ) |
| Estimates ( 5 ) | 0.4721 | -0.101 | 0.1173 | -0.0713 | 0 | -0.0989 | 0 | 0 | 0.038 | -0.0616 | 0 |
| (p-val) | (0 ) | (0.0821 ) | (0.045 ) | (0.1847 ) | (NA ) | (0.0457 ) | (NA ) | (NA ) | (0.4816 ) | (0.252 ) | (NA ) |
| Estimates ( 6 ) | 0.4718 | -0.1031 | 0.115 | -0.0707 | 0 | -0.0952 | 0 | 0 | 0 | -0.046 | 0 |
| (p-val) | (0 ) | (0.0757 ) | (0.049 ) | (0.1885 ) | (NA ) | (0.0531 ) | (NA ) | (NA ) | (NA ) | (0.348 ) | (NA ) |
| Estimates ( 7 ) | 0.4715 | -0.1026 | 0.1177 | -0.0672 | 0 | -0.0958 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0775 ) | (0.044 ) | (0.2113 ) | (NA ) | (0.0519 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0.4667 | -0.0958 | 0.0884 | 0 | 0 | -0.1011 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0985 ) | (0.099 ) | (NA ) | (NA ) | (0.04 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0.4609 | -0.0559 | 0 | 0 | 0 | -0.094 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.2899 ) | (NA ) | (NA ) | (NA ) | (0.0562 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0.4366 | 0 | 0 | 0 | 0 | -0.0948 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0544 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | 0.4419 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (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 |
| 0.254999840129496 |
| 22.5044750036747 |
| 8.56666662771422 |
| 30.5224425186224 |
| 17.7574029835131 |
| 4.29599552355775 |
| -11.6967564104387 |
| -3.23382517886057 |
| -1.3582203395938 |
| 0.363289924781157 |
| -5.57531773752589 |
| 1.59376998313809 |
| -3.69385227442251 |
| -1.86624221154045 |
| -1.64456945586153 |
| -11.4526930140069 |
| -1.26091474164383 |
| -6.74499560813354 |
| -2.17643243331952 |
| -12.8838361522639 |
| -2.14168358217944 |
| -1.87046307725319 |
| 0.508960961751882 |
| -1.92237013143057 |
| -4.15707307840262 |
| -3.63529234373198 |
| -6.00640711665477 |
| -0.861174356807055 |
| -0.457347594503176 |
| 5.38727105814723 |
| 19.5405131043552 |
| 16.6069251456254 |
| -1.47618585191458 |
| -0.146684270651747 |
| 1.98071964374680 |
| 0.568335608514019 |
| -10.6875339659314 |
| 13.3167766852150 |
| -8.42091884471262 |
| -1.77953733352012 |
| 4.7214249729181 |
| -2.98352756439783 |
| 6.77597977179363 |
| -5.58140968107278 |
| -10.3102510268844 |
| -1.60024022024908 |
| -11.0346762136322 |
| -3.99346348653688 |
| 1.63243972026879 |
| -14.4532195827589 |
| 0.267593529950204 |
| -0.458219069875355 |
| -2.90413962006073 |
| 1.30602813826920 |
| -4.19305875208141 |
| -1.59455923558826 |
| -0.72289670018273 |
| 0.574867852086356 |
| -3.62110455264951 |
| 10.5012827267068 |
| -6.05139007083937 |
| 12.0341347439427 |
| -3.96214318012437 |
| -0.142299936365134 |
| 0.0656719856086738 |
| -1.16508461175118 |
| -2.28482519204198 |
| 3.64675039128031 |
| -1.86325285284317 |
| -1.66037124905191 |
| 0.151495802842817 |
| 0.722267692048007 |
| 1.20679919716125 |
| 0.981081698292542 |
| -0.631221091288239 |
| -4.4053519562481 |
| 1.30459048277018 |
| -0.57797477518946 |
| -0.789589774432585 |
| 2.21921198863623 |
| -2.83588525719867 |
| 1.57176092898328 |
| 1.92551666590845 |
| -3.32359205303203 |
| 5.23720003276861 |
| 3.72132028654715 |
| -4.80965833750361 |
| 2.05523929659222 |
| 1.09095576969378 |
| 2.72390820340979 |
| 1.28914647423488 |
| -1.22635406951514 |
| 1.39703512765425 |
| 0.42726717916446 |
| -1.36966753200971 |
| 1.81201868806608 |
| -0.209044230306233 |
| 1.93364022405365 |
| -0.349887340344139 |
| -0.889305672917828 |
| -0.555028878217911 |
| 0.944050449621102 |
| 0.0817182689389142 |
| -5.14136967879006 |
| 1.10804987500495 |
| 1.54803641060801 |
| -1.65605955227312 |
| -7.27238035170387 |
| 23.7336349085304 |
| 74.5448033833175 |
| -16.3414340879630 |
| -15.6016149793778 |
| -1.03564810548448 |
| -2.23684000112524 |
| -3.97856341876542 |
| -2.35939358094083 |
| -11.7724797909141 |
| 6.21200603411711 |
| 3.97243913390685 |
| -2.47498743939468 |
| -3.53009958616695 |
| -7.82644894638594 |
| -4.00922237573161 |
| -7.11640406798512 |
| -5.35502460832708 |
| 2.92144212084384 |
| -2.72634650700343 |
| -9.13922708502753 |
| 7.60378737501503 |
| 3.806285506444 |
| -15.7230430208308 |
| 2.01552196156638 |
| 11.1689476928090 |
| -5.02884786269072 |
| -6.26125028693571 |
| 11.1443804553037 |
| -6.29913481742108 |
| -1.00806477594227 |
| 7.81232196040889 |
| -6.97825356118074 |
| 2.16102496762392 |
| 1.83705041949958 |
| 2.87451538295466 |
| 1.54251567026279 |
| 3.04709859052122 |
| 6.68976387405303 |
| -5.05643875474465 |
| 8.30973202064393 |
| 1.83287650358733 |
| -1.38266567443975 |
| 5.99509336685207 |
| -7.09783089698362 |
| -5.06579688844033 |
| -2.09260915909044 |
| -10.4255807636347 |
| 9.33152661061939 |
| -2.93447762766027 |
| 5.1612086526585 |
| -10.1875422816269 |
| 2.0617715401645 |
| 4.28214239830851 |
| 1.90853256249147 |
| 5.80780313787665 |
| -5.60650019470921 |
| 0.277203716297436 |
| 0.530432884470429 |
| -8.21584342746746 |
| 3.68050817973995 |
| 1.30458292025844 |
| 2.16941547935818 |
| -8.85402493750252 |
| 6.40893849830286 |
| -6.61548766571497 |
| 0.626615707580754 |
| -5.4945476272718 |
| -5.1904837132538 |
| -0.393793492219515 |
| 3.08140211856113 |
| -4.33778740662609 |
| -3.48258015889695 |
| 5.81722657065444 |
| -0.645100294504516 |
| -6.87648589999907 |
| 0.721131285989316 |
| 5.31663163428527 |
| -6.05054308181866 |
| 4.63561074109811 |
| -4.88912198788336 |
| -6.43776067328628 |
| -1.36223707972536 |
| -7.68042595681803 |
| 1.37749208770288 |
| 0.234680483522965 |
| 10.1541574028457 |
| -4.08611218863956 |
| 0.636837978222815 |
| 2.08767803959111 |
| 0.0287560543547727 |
| 0.556769806059776 |
| -4.50684839395012 |
| 1.49030429811003 |
| -7.35220605662946 |
| 5.55595382026971 |
| 4.09430516003428 |
| 3.09035124791052 |
| -2.73785577424309 |
| -1.42270342973413 |
| -0.0282486564308044 |
| 2.02698307764976 |
| 5.9160879176074 |
| 72.0236485882466 |
| 81.453854796326 |
| -52.0572978876145 |
| 0.169919584661216 |
| 3.72937016155208 |
| -10.7997650952742 |
| 13.0092508395253 |
| -6.30081799612901 |
| -5.64891851702669 |
| 3.02485987880135 |
| -0.348888715151986 |
| -1.00583891362544 |
| -2.69906974242491 |
| 2.24228832804863 |
| -7.7422282761272 |
| -10.9264201901437 |
| 0.457821897931524 |
| -4.04936608711529 |
| -15.0966655105968 |
| 9.167379818955 |
| -5.08893074033716 |
| -1.79562195850667 |
| -7.77938240472781 |
| 2.43571872008994 |
| -7.19705632138488 |
| 3.65530766420926 |
| -6.51576218181549 |
| 3.37037247027303 |
| -7.36705715169802 |
| 5.00615731099157 |
| -2.29759045264859 |
| 2.00039410340889 |
| 18.3611402850415 |
| 29.74763579032 |
| 4.24499769939860 |
| 22.7414047961881 |
| 6.00726578235458 |
| -4.47958975456731 |
| -5.13183646820397 |
| -16.6085222238934 |
| 2.96087101610163 |
| -7.29047539755811 |
| -5.50480523939791 |
| 1.12594177254795 |
| 7.77717166743429 |
| -12.1523735710082 |
| -5.71314753161306 |
| -7.00999141172116 |
| 1.22710820456729 |
| -6.53811314241801 |
| -4.90622672424109 |
| -8.73438454960586 |
| 2.23991509945114 |
| -3.55537378483785 |
| 0.329428943754976 |
| -0.85493804715179 |
| 4.30927711212962 |
| -4.20466087328958 |
| 3.13748413428323 |
| -9.00731288787841 |
| 3.0262899717888 |
| 0.777296570265946 |
| -3.39421230606587 |
| 10.3331724375045 |
| -18.1104957411102 |
| 6.62865256933969 |
| 18.8539565698854 |
| 5.35016492497965 |
| -10.7127183108062 |
| -2.13540361534467 |
| -4.53543439448919 |
| -7.59141397082891 |
| 7.69526844374246 |
| 0.443910421766134 |
| -10.8298058992382 |
| 1.91939792065915 |
| -6.94199868692471 |
| -0.817427179528806 |
| 2.69554625246388 |
| -1.24283609053134 |
| -1.88980221570932 |
| -7.38468314128465 |
| -0.439978973091456 |
| 6.95946772481665 |
| -8.36196481061319 |
| -2.59063534942516 |
| 0.0127140409153412 |
| -0.81317426495292 |
| -2.55731554564005 |
| -5.76196054072238 |
| 5.01490785436914 |
| -0.487574330490077 |
| -9.33564278996124 |
| 15.4033024405401 |
| -1.86375164262307 |
| -9.53896971685276 |
| 7.3049525373159 |
| -6.40779782235336 |
| 0.470747402853817 |
| -3.44159297519934 |
| 3.47095984413050 |
| -5.52860112556243 |
| 18.3905979850387 |
| -14.9837102037998 |
| 4.0983862219781 |
| 6.64257445246568 |
| -10.2794262859934 |
| 2.08248198940521 |
| 3.08821292403883 |
| -3.5785301001838 |
| 0.889415674812085 |
| -8.60168970815062 |
| -1.16938118350669 |
| 11.5513121178083 |
| -2.3677696524731 |
| -4.56019714943142 |
| 9.1526685276553 |
| -6.60899930340815 |
| -7.08832621855396 |
| -3.82838441439492 |
| 16.4973234990597 |
| -5.92929116288849 |
| 0.320477567417242 |
| -3.45289384696707 |
| -5.44564176419402 |
| 1.73881605777888 |
| 28.6007485954430 |
| -22.8181825159368 |
| 11.6206218651629 |
| 19.7653931996173 |
| -1.77237399054815 |
| 4.79562525112755 |
| -9.4100708585567 |
| 17.3465038782381 |
| -9.30702144793804 |
| 3.71784472365658 |
| -14.5562828486824 |
| 1.74783453201519 |
| 1.45471070493767 |
| -4.26599569849816 |
| 14.9002692005773 |
| -6.44435596895232 |
| 4.63299204509082 |
| -22.1382498776520 |
| 7.9099222225575 |
| 3.82478724129368 |
| -2.92961060588715 |
| -2.58122374904985 |
| 4.06833029299077 |
