| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.4718 | -0.1017 | 0.1173 | -0.0736 | 0.0092 | -0.0977 | -0.0125 | -7e-04 | 0.0398 | -0.0625 | 0.0039 |
| (p-val) | (0 ) | (0.0833 ) | (0.0478 ) | (0.2163 ) | (0.8787 ) | (0.1053 ) | (0.8366 ) | (0.9904 ) | (0.508 ) | (0.2959 ) | (0.9421 ) |
| Estimates ( 2 ) | 0.4718 | -0.1016 | 0.1173 | -0.0736 | 0.0091 | -0.0975 | -0.0128 | 0 | 0.0395 | -0.0624 | 0.0039 |
| (p-val) | (0 ) | (0.0826 ) | (0.0476 ) | (0.2154 ) | (0.8787 ) | (0.1013 ) | (0.8144 ) | (NA ) | (0.467 ) | (0.291 ) | (0.9431 ) |
| Estimates ( 3 ) | 0.4715 | -0.1015 | 0.1173 | -0.0736 | 0.0088 | -0.0975 | -0.0129 | 0 | 0.0392 | -0.0607 | 0 |
| (p-val) | (0 ) | (0.0829 ) | (0.0476 ) | (0.2149 ) | (0.8825 ) | (0.1014 ) | (0.8126 ) | (NA ) | (0.4689 ) | (0.2608 ) | (NA ) |
| Estimates ( 4 ) | 0.471 | -0.1005 | 0.1161 | -0.07 | 0 | -0.0939 | -0.0138 | 0 | 0.0391 | -0.0607 | 0 |
| (p-val) | (0 ) | (0.0839 ) | (0.0478 ) | (0.1948 ) | (NA ) | (0.0828 ) | (0.7997 ) | (NA ) | (0.4701 ) | (0.2611 ) | (NA ) |
| Estimates ( 5 ) | 0.4722 | -0.1006 | 0.1167 | -0.071 | 0 | -0.0994 | 0 | 0 | 0.0386 | -0.0618 | 0 |
| (p-val) | (0 ) | (0.0836 ) | (0.0463 ) | (0.1868 ) | (NA ) | (0.045 ) | (NA ) | (NA ) | (0.4755 ) | (0.2508 ) | (NA ) |
| Estimates ( 6 ) | 0.472 | -0.1028 | 0.1145 | -0.0705 | 0 | -0.0956 | 0 | 0 | 0 | -0.046 | 0 |
| (p-val) | (0 ) | (0.0769 ) | (0.0504 ) | (0.1906 ) | (NA ) | (0.0525 ) | (NA ) | (NA ) | (NA ) | (0.3487 ) | (NA ) |
| Estimates ( 7 ) | 0.4717 | -0.1024 | 0.1172 | -0.0669 | 0 | -0.0962 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0787 ) | (0.0453 ) | (0.2135 ) | (NA ) | (0.0513 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0.4669 | -0.0955 | 0.088 | 0 | 0 | -0.1015 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0999 ) | (0.1011 ) | (NA ) | (NA ) | (0.0395 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0.4611 | -0.0558 | 0 | 0 | 0 | -0.0945 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.2912 ) | (NA ) | (NA ) | (NA ) | (0.0553 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0.4368 | 0 | 0 | 0 | 0 | -0.0953 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0536 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | 0.4422 | 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 |
| 0.254999840058752 |
| 22.4994972712462 |
| 8.55870582186404 |
| 30.5152642507268 |
| 17.7456867592395 |
| 4.28798837240887 |
| -11.6959537697560 |
| -3.22064159991203 |
| -1.34685327123145 |
| 0.383797236448743 |
| -5.5569488227664 |
| 1.60599627528308 |
| -3.69455517173844 |
| -1.86840234301388 |
| -1.64676284828533 |
| -11.4549989204009 |
| -1.26339991380394 |
| -6.74615228900365 |
| -2.17691265395092 |
| -12.8841778234258 |
| -2.13911061334341 |
| -1.87406283756991 |
| 0.507499999921379 |
| -1.92626241642756 |
| -4.15927742395053 |
| -3.64133340550018 |
| -6.00938323267542 |
| -0.861489419208624 |
| -0.456881882985897 |
| 5.38703897643859 |
| 19.5372468149104 |
| 16.5993200712925 |
| -1.48636039730536 |
| -0.151130695314919 |
| 1.97855268840033 |
| 0.569486612033074 |
| -10.677499459898 |
| 13.3325796266944 |
| -8.41717663557029 |
| -1.77539381340034 |
| 4.72484506589069 |
| -2.98308140787276 |
| 6.77086428402583 |
| -5.58049368377942 |
| -10.3128122976523 |
| -1.59996140152697 |
| -11.0322049773254 |
| -3.99102866559241 |
| 1.63825982513549 |
| -14.4538598575302 |
| 0.266318829441730 |
| -0.459637767309403 |
| -2.91016600103183 |
| 1.30199632896367 |
| -4.19492280288446 |
| -1.60116659488091 |
| -0.725123353556882 |
| 0.573995897184517 |
| -3.62245357377077 |
| 10.5026303714110 |
| -6.05532714317181 |
| 12.0338290865652 |
| -3.9654969228792 |
| -0.142390142509157 |
| 0.0640609479235081 |
| -1.16089802407890 |
| -2.28522673291451 |
| 3.65295913421744 |
| -1.86305873459702 |
| -1.65986854891122 |
| 0.152325091770166 |
| 0.721635445883862 |
| 1.20528071687610 |
| 0.981269164348703 |
| -0.632302418494476 |
| -4.40650588428414 |
| 1.30520999781515 |
| -0.577632530766607 |
| -0.788569693354049 |
| 2.22031229757366 |
| -2.83617388252293 |
| 1.57035926360243 |
| 1.92506855970538 |
| -3.32459080112329 |
| 5.23714073631891 |
| 3.72091152022361 |
| -4.81212292162047 |
| 2.05628266033602 |
| 1.09185003242186 |
| 2.72252024398711 |
| 1.29035872388158 |
| -1.22433248751128 |
| 1.39615984665738 |
| 0.427413355663134 |
| -1.36927499458329 |
| 1.81397862236423 |
| -0.208149967578152 |
| 1.93330463182087 |
| -0.349776776051897 |
| -0.888976732875108 |
| -0.55535116607058 |
| 0.944734938466866 |
| 0.081590099332459 |
| -5.14048774560314 |
| 1.10957460590214 |
| 1.54796048368320 |
| -1.65672505938767 |
| -7.27185866983194 |
| 23.7357781796335 |
| 74.5371067264236 |
| -16.3635162488951 |
| -15.6063169400978 |
| -1.03443235805980 |
| -2.23957973450320 |
| -3.96801095853323 |
| -2.31729917849941 |
| -11.7592390950416 |
| 6.21377024385697 |
| 3.97100518241461 |
| -2.47744439648244 |
| -3.53344553020975 |
| -7.83212643074404 |
| -4.01659387846786 |
| -7.11578357810117 |
| -5.35088911681441 |
| 2.92366659464494 |
| -2.72749946020042 |
| -9.14224546544466 |
| 7.60358912751775 |
| 3.80077925924485 |
| -15.7293818830524 |
| 2.01797478940307 |
| 11.1683040919427 |
| -5.03608723825249 |
| -6.25945746054543 |
| 11.1491149320302 |
| -6.30686163906529 |
| -1.00908955953287 |
| 7.81754858572992 |
| -6.97969903905806 |
| 2.15901101264916 |
| 1.84051122876872 |
| 2.87326792267959 |
| 1.54084808896198 |
| 3.04922505946627 |
| 6.68670265597848 |
| -5.05826306409023 |
| 8.31078438783379 |
| 1.8327021702284 |
| -1.38231402499275 |
| 5.99686055932108 |
| -7.09509879063478 |
| -5.06503589940871 |
| -2.08709431002319 |
| -10.4217415244754 |
| 9.33517895698361 |
| -2.9325685596267 |
| 5.15913247671705 |
| -10.1922724574193 |
| 2.06079194548744 |
| 4.27582406591813 |
| 1.90880398407955 |
| 5.80584457999555 |
| -5.60617280276648 |
| 0.274348142854194 |
| 0.530196501827788 |
| -8.21343068445424 |
| 3.68455679120365 |
| 1.30837697050430 |
| 2.16801851648938 |
| -8.85478730295114 |
| 6.4111520189798 |
| -6.62033173189462 |
| 0.627577467048582 |
| -5.49402261930487 |
| -5.18767355861905 |
| -0.395408659155805 |
| 3.08366065646862 |
| -4.3403036601635 |
| -3.48235748221248 |
| 5.8155325522763 |
| -0.65008583467079 |
| -6.87853271434619 |
| 0.723263603968405 |
| 5.31553660112093 |
| -6.05407471392255 |
| 4.63856942348747 |
| -4.88885526880733 |
| -6.43949362996585 |
| -1.36119979491068 |
| -7.676971226478 |
| 1.37840315258913 |
| 0.236667026581387 |
| 10.1525952817471 |
| -4.09231915358163 |
| 0.634424260370565 |
| 2.08245141427008 |
| 0.0265131720834404 |
| 0.555707460584784 |
| -4.50243872801531 |
| 1.49201414380732 |
| -7.35130749296732 |
| 5.55972711078928 |
| 4.09475464265438 |
| 3.08986557982305 |
| -2.74143867418954 |
| -1.42301338804560 |
| -0.0316292378410026 |
| 2.02782039518422 |
| 5.91785413523735 |
| 72.0244307385825 |
| 81.4347608510607 |
| -52.0871661084284 |
| 0.170531472677112 |
| 3.7304861261257 |
| -10.7975650506603 |
| 13.0474349500774 |
| -6.24662248841986 |
| -5.64576927238119 |
| 3.02770621890346 |
| -0.346739365119731 |
| -1.01019731171772 |
| -2.69809760309391 |
| 2.23524616693311 |
| -7.74888415042841 |
| -10.9261609264138 |
| 0.460364931912181 |
| -4.04844229110984 |
| -15.0966103433983 |
| 9.17301635712158 |
| -5.09190077742869 |
| -1.80087697058303 |
| -7.78123785366279 |
| 2.43487394720938 |
| -7.20529232367687 |
| 3.65741767436202 |
| -6.51793619093007 |
| 3.37073094359306 |
| -7.3713182898781 |
| 5.00743332970495 |
| -2.30098628811697 |
| 2.00105295833333 |
| 18.3579974626909 |
| 29.7431389009703 |
| 4.23228109486610 |
| 22.7370441050519 |
| 5.99875296923051 |
| -4.48394947086439 |
| -5.12349087645873 |
| -16.5888755124255 |
| 2.97694612411311 |
| -7.27290056109763 |
| -5.49157687306655 |
| 1.13139359749249 |
| 7.77601166046918 |
| -12.1646984994824 |
| -5.71551743696887 |
| -7.0147227922476 |
| 1.22294644766026 |
| -6.54022160447079 |
| -4.90163274666224 |
| -8.73577898953567 |
| 2.23903098669109 |
| -3.55924611326458 |
| 0.32963263870829 |
| -0.857868171102893 |
| 4.30542944278517 |
| -4.21150048597383 |
| 3.13673369679776 |
| -9.00978217450728 |
| 3.02765952274126 |
| 0.776986611954385 |
| -3.39211617355414 |
| 10.3335902072741 |
| -18.1113868494262 |
| 6.62882179860856 |
| 18.8536522889250 |
| 5.34560111215114 |
| -10.7179081191867 |
| -2.13000890727676 |
| -4.54112988573956 |
| -7.58957595552516 |
| 7.70708459314687 |
| 0.450093932360005 |
| -10.8318640682874 |
| 1.91974033676496 |
| -6.94397565327603 |
| -0.820324444107541 |
| 2.69706003023697 |
| -1.24323958108187 |
| -1.89465666175215 |
| -7.38543025267506 |
| -0.441552850470259 |
| 6.95877618220283 |
| -8.3629019109988 |
| -2.58945854030185 |
| 0.0134460699305805 |
| -0.816327467166502 |
| -2.55854540060096 |
| -5.7584398617426 |
| 5.01400183536083 |
| -0.49060893980436 |
| -9.33690590587253 |
| 15.4050531742169 |
| -1.86804523859752 |
| -9.54346253516348 |
| 7.30792647376347 |
| -6.40831812780823 |
| 0.467806899039601 |
| -3.43577871936674 |
| 3.47389386743771 |
| -5.53235721234591 |
| 18.3935956057296 |
| -14.9901384690094 |
| 4.09992523209445 |
| 6.63999460154457 |
| -10.2808694126147 |
| 2.08219256092497 |
| 3.09608534892072 |
| -3.58245897222616 |
| 0.890436730729562 |
| -8.59804280924237 |
| -1.17037545898097 |
| 11.5522036277023 |
| -2.36960726619884 |
| -4.56173558628672 |
| 9.15349546532661 |
| -6.61545400569503 |
| -7.08991632482991 |
| -3.8218081946917 |
| 16.5002148563923 |
| -5.93429820772502 |
| 0.324121140230375 |
| -3.45394191322288 |
| -5.44846172543089 |
| 1.73652207934799 |
| 28.6069364069708 |
| -22.8251805764488 |
| 11.6232241955933 |
| 19.7619944396320 |
| -1.78126781471349 |
| 4.79324794863771 |
| -9.39921291263005 |
| 17.3433802093018 |
| -9.30750728770846 |
| 3.72981645458378 |
| -14.5520160331512 |
| 1.75595308792981 |
| 1.45226624907406 |
| -4.25882341809813 |
| 14.9000780068482 |
| -6.44761147695607 |
| 4.62583972126106 |
| -22.1424916325229 |
| 7.91467447628122 |
| 3.82210915562138 |
| -2.92459862864354 |
| -2.58106564458808 |
