| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.4698 | -0.111 | 0.1108 | -0.0779 | 0.0091 | -0.0889 | -0.0165 | 0.0028 | 0.0366 | -0.0599 | 0.004 |
| (p-val) | (0 ) | (0.0593 ) | (0.061 ) | (0.189 ) | (0.8788 ) | (0.1338 ) | (0.7825 ) | (0.9622 ) | (0.5382 ) | (0.3133 ) | (0.9404 ) |
| Estimates ( 2 ) | 0.4698 | -0.1111 | 0.1109 | -0.0781 | 0.0094 | -0.0893 | -0.0153 | 0 | 0.0378 | -0.0603 | 0.0043 |
| (p-val) | (0 ) | (0.0582 ) | (0.0605 ) | (0.1867 ) | (0.8728 ) | (0.128 ) | (0.7774 ) | (NA ) | (0.4832 ) | (0.3046 ) | (0.9356 ) |
| Estimates ( 3 ) | 0.4695 | -0.111 | 0.1109 | -0.0782 | 0.0091 | -0.0893 | -0.0154 | 0 | 0.0375 | -0.0583 | 0 |
| (p-val) | (0 ) | (0.0584 ) | (0.0605 ) | (0.1863 ) | (0.8769 ) | (0.1281 ) | (0.7754 ) | (NA ) | (0.4857 ) | (0.2768 ) | (NA ) |
| Estimates ( 4 ) | 0.469 | -0.1099 | 0.1097 | -0.0744 | 0 | -0.0856 | -0.0163 | 0 | 0.0374 | -0.0583 | 0 |
| (p-val) | (0 ) | (0.0591 ) | (0.0609 ) | (0.1666 ) | (NA ) | (0.1099 ) | (0.7625 ) | (NA ) | (0.4866 ) | (0.2769 ) | (NA ) |
| Estimates ( 5 ) | 0.4704 | -0.1101 | 0.1105 | -0.0757 | 0 | -0.092 | 0 | 0 | 0.0367 | -0.0596 | 0 |
| (p-val) | (0 ) | (0.0588 ) | (0.0588 ) | (0.1581 ) | (NA ) | (0.0613 ) | (NA ) | (NA ) | (0.4942 ) | (0.2653 ) | (NA ) |
| Estimates ( 6 ) | 0.4703 | -0.1121 | 0.1084 | -0.075 | 0 | -0.0887 | 0 | 0 | 0 | -0.0446 | 0 |
| (p-val) | (0 ) | (0.0542 ) | (0.0636 ) | (0.162 ) | (NA ) | (0.0698 ) | (NA ) | (NA ) | (NA ) | (0.3608 ) | (NA ) |
| Estimates ( 7 ) | 0.47 | -0.1117 | 0.111 | -0.0715 | 0 | -0.0894 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0554 ) | (0.0576 ) | (0.1819 ) | (NA ) | (0.0681 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0.4648 | -0.104 | 0.08 | 0 | 0 | -0.0949 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0735 ) | (0.1363 ) | (NA ) | (NA ) | (0.0525 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0.4595 | -0.0692 | 0 | 0 | 0 | -0.0883 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.1943 ) | (NA ) | (NA ) | (NA ) | (0.0709 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0.4302 | 0 | 0 | 0 | 0 | -0.0897 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0671 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | 0.4351 | 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 |
| 0.280199825824534 |
| 17.6680379950921 |
| 30.6147524218351 |
| 17.8974005911129 |
| 4.21664022360639 |
| -12.2912543616655 |
| -4.8490293216265 |
| -1.50632589970665 |
| 0.121522562241523 |
| -5.79324126996516 |
| 1.42169038942995 |
| -3.70554111520556 |
| -1.86350692749335 |
| -1.63424632620399 |
| -11.4375554827458 |
| -1.27786840895862 |
| -6.75221656690593 |
| -2.20242705725661 |
| -12.8997311808205 |
| -2.22295964283251 |
| -1.86253335568949 |
| 0.508595362179165 |
| -1.88420015093084 |
| -4.13903783055360 |
| -3.58655068841267 |
| -5.98956199831514 |
| -0.883139661851999 |
| -0.474963359213632 |
| 5.38286892151217 |
| 19.5922754615782 |
| 16.7674375966006 |
| -1.27168890728342 |
| -0.0602985978376864 |
| 2.02150527935214 |
| 0.571638371900178 |
| -10.7870963941262 |
| 13.1055460794344 |
| -8.4404920289291 |
| -1.84895490267894 |
| 4.66585554381476 |
| -2.98104211277808 |
| 6.82210448474194 |
| -5.56620176079673 |
| -10.2942041403311 |
| -1.64299384990483 |
| -11.0823172084372 |
| -4.06929063360656 |
| 1.53505102768685 |
| -14.4583410567296 |
| 0.224735994958792 |
| -0.463013104233340 |
| -2.84832035853006 |
| 1.33953428789681 |
| -4.16924122013137 |
| -1.53653529665493 |
| -0.704985724914678 |
| 0.58089275044452 |
| -3.60530028035339 |
| 10.4753657099550 |
| -5.97693585306547 |
| 12.0308773586868 |
| -3.88521665980585 |
| -0.137361262180718 |
| 0.0839031823192045 |
| -1.20783359776749 |
| -2.28706209849969 |
| 3.57018225236419 |
| -1.86061683049218 |
| -1.67078513496998 |
| 0.134350830306062 |
| 0.725741393410772 |
| 1.22476869963467 |
| 0.985235289765626 |
| -0.613925548020234 |
| -4.39234742610932 |
| 1.28316764617938 |
| -0.58306402010507 |
| -0.803339940057299 |
| 2.20279950251026 |
| -2.82738805629592 |
| 1.57872148078394 |
| 1.93390274330534 |
| -3.30428185031801 |
| 5.22987388139524 |
| 3.74158522268377 |
| -4.76353491182073 |
| 2.03617763904020 |
| 1.08505514391663 |
| 2.74338212593017 |
| 1.28890385997778 |
| -1.23918894894268 |
| 1.40381881057345 |
| 0.430413440914492 |
| -1.37059003637711 |
| 1.78718067731785 |
| -0.214944856083378 |
| 1.93721189984717 |
| -0.343830212930925 |
| -0.891359779589266 |
| -0.55449234066856 |
| 0.933871959789883 |
| 0.0848908288392067 |
| -5.14967093083135 |
| 1.0730142944455 |
| 1.54450418203993 |
| -1.64499800529990 |
| -7.28191118047988 |
| 23.6826122558884 |
| 74.7001417640216 |
| -15.8029556639036 |
| -15.4777871688353 |
| -1.07318228673876 |
| -2.22178729521988 |
| -4.10244640013917 |
| -2.83380381130752 |
| -11.9622277456331 |
| 6.12233796516222 |
| 3.98155176680967 |
| -2.43581734734221 |
| -3.49665918191494 |
| -7.77723649889293 |
| -3.95934189993807 |
| -7.14326266908427 |
| -5.43303735281938 |
| 2.86232138319235 |
| -2.71877774137295 |
| -9.11795353190257 |
| 7.57081311929727 |
| 3.87899397717922 |
| -15.6324307929978 |
| 1.94601363614709 |
| 11.1645850033993 |
| -4.91526893099456 |
| -6.27924608755939 |
| 11.0704818550591 |
| -6.18904866706765 |
| -1.00366857021208 |
| 7.75127010140159 |
| -6.94044453661422 |
| 2.16690651342105 |
| 1.80347259359155 |
| 2.89321737183889 |
| 1.57364620451108 |
| 3.03640264312071 |
| 6.73645013543552 |
| -5.00519385509097 |
| 8.29382977391703 |
| 1.86222055630623 |
| -1.36904699956625 |
| 5.97773207820848 |
| -7.10593026925858 |
| -5.09342742317563 |
| -2.17770672796439 |
| -10.4881429735938 |
| 9.24382653571496 |
| -2.94249810548445 |
| 5.17607134060722 |
| -10.1198382304517 |
| 2.04543201758446 |
| 4.34721764530298 |
| 1.92481355786617 |
| 5.84275389308044 |
| -5.58213426340006 |
| 0.297829608367238 |
| 0.532225296904755 |
| -8.23971355571808 |
| 3.60667532487099 |
| 1.26275643860959 |
| 2.18572999105339 |
| -8.83650714722279 |
| 6.35752987884285 |
| -6.55308195739195 |
| 0.600103626074315 |
| -5.50483724060888 |
| -5.24245516841336 |
| -0.405900528875804 |
| 3.04579055322705 |
| -4.305943465947 |
| -3.49688594205099 |
| 5.81789459895498 |
| -0.576486888036982 |
| -6.84746799962755 |
| 0.677820751538889 |
| 5.32141380683356 |
| -5.99559501562027 |
| 4.59146252763583 |
| -4.88219495240315 |
| -6.43342299476149 |
| -1.40076544162756 |
| -7.73347048707623 |
| 1.33126475668436 |
| 0.203772196286366 |
| 10.1664425956488 |
| -3.98388279630399 |
| 0.666143870981699 |
| 2.14872989859839 |
| 0.0660094613919853 |
| 0.574948406469787 |
| -4.5483546541565 |
| 1.45474532907642 |
| -7.36430123147599 |
| 5.4875830280593 |
| 4.09603182709299 |
| 3.11251971998726 |
| -2.68163868408459 |
| -1.41976626592066 |
| 0.00266684897604819 |
| 2.01843328044652 |
| 5.90416239347212 |
| 72.0381108730367 |
| 81.9258074369099 |
| -51.3274453907388 |
| 0.155450081700792 |
| 3.71459951712922 |
| -10.8116057940538 |
| 12.566691768008 |
| -6.87182847999219 |
| -5.741753214977 |
| 2.94899328450634 |
| -0.380444663443768 |
| -0.965601677379198 |
| -2.71230966865051 |
| 2.30566320613468 |
| -7.66270982432258 |
| -10.9490726034693 |
| 0.383374898327872 |
| -4.07764428290574 |
| -15.1196775925902 |
| 9.04409447686669 |
| -5.05261891764741 |
| -1.75416107643048 |
| -7.7679539709165 |
| 2.41468906848746 |
| -7.11157149842745 |
| 3.61187285717779 |
| -6.489007486052 |
| 3.34594079358828 |
| -7.31772764979428 |
| 4.97051351660235 |
| -2.25276827998096 |
| 1.99085012555776 |
| 18.4003761224696 |
| 29.866387505022 |
| 4.51850587912509 |
| 22.8655791263233 |
| 6.21324677978731 |
| -4.36085118894039 |
| -5.20582839923981 |
| -16.8364282973025 |
| 2.70840434978737 |
| -7.50971333208776 |
| -5.69695382038105 |
| 1.01872832789775 |
| 7.77070949322297 |
| -11.9994989874132 |
| -5.71469011161997 |
| -6.98893288743767 |
| 1.23812566067568 |
| -6.52109837336712 |
| -4.9793533908495 |
| -8.74992584039956 |
| 2.20700658910897 |
| -3.52175651170438 |
| 0.314240103458928 |
| -0.827731639194553 |
| 4.34769563779133 |
| -4.11450628855516 |
| 3.14185404186316 |
| -8.97054342209003 |
| 2.98494871865415 |
| 0.780233734079388 |
| -3.41362770138085 |
| 10.3160669121931 |
| -18.068821117458 |
| 6.57440604776241 |
| 18.8608119290851 |
| 5.46854382193868 |
| -10.6079317905703 |
| -2.20873344898479 |
| -4.49254076864662 |
| -7.63014549976282 |
| 7.53334104171535 |
| 0.383525303794045 |
| -10.8086243896391 |
| 1.87777589330739 |
| -6.92891526233518 |
| -0.813357126145945 |
| 2.66822279009591 |
| -1.23420146797247 |
| -1.8406686626671 |
| -7.38107201826574 |
| -0.451078680024693 |
| 6.955615274806 |
| -8.33065147657851 |
| -2.62449988045518 |
| -0.0135231972788574 |
| -0.787210582805528 |
| -2.54784324406944 |
| -5.8091964887293 |
| 4.99742358040987 |
| -0.446958345595931 |
| -9.31858264278014 |
| 15.3532022922656 |
| -1.77573727718107 |
| -9.47849384262014 |
| 7.24689765659281 |
| -6.38815424912173 |
| 0.484681655530267 |
| -3.50636708073142 |
| 3.42201037814004 |
| -5.48500852962951 |
| 18.3427801213522 |
| -14.8570622838546 |
| 4.05487973866616 |
| 6.67328679084079 |
| -10.2369402814796 |
| 2.05988217238018 |
| 3.0022573089077 |
| -3.53201348951251 |
| 0.870229744679023 |
| -8.64122668704118 |
| -1.19279831229818 |
| 11.5251860031200 |
| -2.31348961457525 |
| -4.53767493959168 |
| 9.13084657517129 |
| -6.51281388941072 |
| -7.080083493718 |
| -3.92622481917061 |
| 16.4372539588906 |
| -5.82970501107417 |
| 0.281699373087690 |
| -3.44318614930955 |
| -5.42792673778746 |
| 1.74080570634010 |
| 28.5341689284015 |
| -22.6449607453803 |
| 11.5535010169326 |
| 19.82652266581 |
| -1.59416688041165 |
| 4.85311729615108 |
| -9.4941636722384 |
| 17.3500899903721 |
| -9.24832019342517 |
| 3.57777150316861 |
| -14.6016941551999 |
| 1.60572885936659 |
| 1.45974864081813 |
| -4.34341466550114 |
| 14.8813258847014 |
| -6.36377294748473 |
| 4.70585830472754 |
| -22.0724888096423 |
| 7.79026115256323 |
| 3.85184307851966 |
| -2.96776150640693 |
| -2.59122536999956 |
| 4.01703872794144 |
| -7.07365484595579 |
