| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.4706 | -0.1006 | 0.1171 | -0.0727 | 0.0042 | -0.0899 | -0.0182 | 0.0048 | 0.0335 | -0.0583 | 0.0018 |
| (p-val) | (0 ) | (0.086 ) | (0.0478 ) | (0.2208 ) | (0.9437 ) | (0.1301 ) | (0.7608 ) | (0.9367 ) | (0.574 ) | (0.3273 ) | (0.9735 ) |
| Estimates ( 2 ) | 0.4705 | -0.1005 | 0.117 | -0.0727 | 0.004 | -0.0899 | -0.0184 | 0.005 | 0.0332 | -0.0574 | 0 |
| (p-val) | (0 ) | (0.0861 ) | (0.0479 ) | (0.2208 ) | (0.9457 ) | (0.1302 ) | (0.7581 ) | (0.9329 ) | (0.5743 ) | (0.2884 ) | (NA ) |
| Estimates ( 3 ) | 0.4703 | -0.1 | 0.1165 | -0.071 | 0 | -0.0882 | -0.019 | 0.0055 | 0.033 | -0.0574 | 0 |
| (p-val) | (0 ) | (0.0854 ) | (0.0466 ) | (0.1875 ) | (NA ) | (0.1018 ) | (0.7484 ) | (0.9259 ) | (0.5763 ) | (0.2887 ) | (NA ) |
| Estimates ( 4 ) | 0.4701 | -0.1003 | 0.1166 | -0.0711 | 0 | -0.0887 | -0.0167 | 0 | 0.0353 | -0.0579 | 0 |
| (p-val) | (0 ) | (0.084 ) | (0.0462 ) | (0.1868 ) | (NA ) | (0.0981 ) | (0.7568 ) | (NA ) | (0.5122 ) | (0.2812 ) | (NA ) |
| Estimates ( 5 ) | 0.4716 | -0.1004 | 0.1175 | -0.0724 | 0 | -0.0953 | 0 | 0 | 0.0346 | -0.0592 | 0 |
| (p-val) | (0 ) | (0.0837 ) | (0.0445 ) | (0.1774 ) | (NA ) | (0.0529 ) | (NA ) | (NA ) | (0.5203 ) | (0.2693 ) | (NA ) |
| Estimates ( 6 ) | 0.4715 | -0.1024 | 0.1154 | -0.0719 | 0 | -0.0922 | 0 | 0 | 0 | -0.0451 | 0 |
| (p-val) | (0 ) | (0.0775 ) | (0.0481 ) | (0.1812 ) | (NA ) | (0.06 ) | (NA ) | (NA ) | (NA ) | (0.3565 ) | (NA ) |
| Estimates ( 7 ) | 0.4712 | -0.102 | 0.1181 | -0.0683 | 0 | -0.0929 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0792 ) | (0.0433 ) | (0.2031 ) | (NA ) | (0.0584 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0.4662 | -0.0949 | 0.0883 | 0 | 0 | -0.0981 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.1012 ) | (0.0994 ) | (NA ) | (NA ) | (0.0454 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0.4297 | 0 | 0.0517 | 0 | 0 | -0.0964 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0.2898 ) | (NA ) | (NA ) | (0.0499 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0.4364 | 0 | 0 | 0 | 0 | -0.0919 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0611 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | 0.4417 | 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 |
| 0.254999840302621 |
| 22.5166702853635 |
| 8.57874214848219 |
| 30.5380400622327 |
| 17.7729740433548 |
| 4.29660328451066 |
| -11.7262048035173 |
| -3.30798652293415 |
| -1.41667708624885 |
| 0.247657500356354 |
| -5.67834610056246 |
| 1.53600552840999 |
| -3.68189963319816 |
| -1.84497067144952 |
| -1.62598832707943 |
| -11.4348724786057 |
| -1.22840313013421 |
| -6.73013153804482 |
| -2.16106368491415 |
| -12.8739412864996 |
| -2.13581686556023 |
| -1.83636347109137 |
| 0.524233663006612 |
| -1.89733649619819 |
| -4.14146303456312 |
| -3.59223892698503 |
| -5.98233033378943 |
| -0.849127161995682 |
| -0.455123976874972 |
| 5.39143463264259 |
| 19.5536289958721 |
| 16.6214688478747 |
| -1.45263017656555 |
| -0.13519724555033 |
| 1.98684345298796 |
| 0.555097417713512 |
| -10.7516086659533 |
| 13.2376389849969 |
| -8.45183648731557 |
| -1.79467460942459 |
| 4.70823928638373 |
| -2.98914103707392 |
| 6.81049665449711 |
| -5.59697618202784 |
| -10.2901502049040 |
| -1.58602757032412 |
| -11.0412086540394 |
| -3.98834573079574 |
| 1.61113061154782 |
| -14.4445419651168 |
| 0.297932534534141 |
| -0.441612795469155 |
| -2.86406892075937 |
| 1.33437169459265 |
| -4.18328469203718 |
| -1.54935498335792 |
| -0.707005982709404 |
| 0.58148620070483 |
| -3.61345806308287 |
| 10.4976951191092 |
| -6.04040473692734 |
| 12.0386022570777 |
| -3.95818631956038 |
| -0.143341203379862 |
| 0.0750606794928217 |
| -1.19133400154226 |
| -2.27977306663342 |
| 3.6130901491083 |
| -1.86631699780918 |
| -1.66141102250305 |
| 0.149766724591899 |
| 0.727424509982825 |
| 1.21533423764100 |
| 0.977479471064783 |
| -0.626942685327208 |
| -4.39860565009749 |
| 1.30674430538085 |
| -0.579482835884818 |
| -0.794652038780384 |
| 2.21438386791053 |
| -2.83629538192824 |
| 1.58348956552481 |
| 1.92680221548463 |
| -3.32097442386799 |
| 5.24074409748175 |
| 3.7174475246249 |
| -4.80258781483468 |
| 2.05206032016059 |
| 1.08405674744148 |
| 2.73049016095587 |
| 1.27669214182112 |
| -1.24215172696506 |
| 1.40338443514185 |
| 0.42449534033517 |
| -1.37336281926088 |
| 1.80166001574838 |
| -0.215943252558475 |
| 1.93568636701076 |
| -0.353454670063172 |
| -0.891889898136697 |
| -0.551906570737287 |
| 0.941034328230444 |
| 0.0817764314535339 |
| -5.1471809040159 |
| 1.10627576030595 |
| 1.55023526966676 |
| -1.65359314564711 |
| -7.27396983991969 |
| 23.7318506548920 |
| 74.5623647005211 |
| -16.3281667443684 |
| -15.6024573162852 |
| -1.03322374817935 |
| -2.21449379007441 |
| -4.03827380461507 |
| -2.60548760237032 |
| -11.8336806307017 |
| 6.22960288084147 |
| 3.98364132068957 |
| -2.46521487291409 |
| -3.50883103320325 |
| -7.78734822551814 |
| -3.95284934066365 |
| -7.11208628382451 |
| -5.3666410845243 |
| 2.92205597237762 |
| -2.7174362393028 |
| -9.11648387531369 |
| 7.61902816588815 |
| 3.83421595091068 |
| -15.6936525392442 |
| 2.01792604099290 |
| 11.1773562693202 |
| -4.99931928463258 |
| -6.2726153287594 |
| 11.1249167498630 |
| -6.26316237828831 |
| -0.999212670756322 |
| 7.78262455305537 |
| -6.97840926440961 |
| 2.17952466888556 |
| 1.81464753949774 |
| 2.87995138095965 |
| 1.54733066492196 |
| 3.02935948264053 |
| 6.70278670554649 |
| -5.05804584971781 |
| 8.30519620605492 |
| 1.82294524675063 |
| -1.39175341681141 |
| 5.98373995753133 |
| -7.12287915184618 |
| -5.06262506382075 |
| -2.11567359819543 |
| -10.4403094083731 |
| 9.32878699817763 |
| -2.95103587849115 |
| 5.17676053398344 |
| -10.1656455735053 |
| 2.07844910315185 |
| 4.3215339317494 |
| 1.89921067649766 |
| 5.81410292822534 |
| -5.61963518654699 |
| 0.298520292836429 |
| 0.532163456284991 |
| -8.23127749019955 |
| 3.66811947765888 |
| 1.28202881771858 |
| 2.17735427506159 |
| -8.85313788015304 |
| 6.40658126489399 |
| -6.59029266900518 |
| 0.627261469496034 |
| -5.49586807435674 |
| -5.19879325548715 |
| -0.372228152428249 |
| 3.07226069436564 |
| -4.3244707754323 |
| -3.479164051716 |
| 5.83449888485455 |
| -0.620923299803678 |
| -6.86689945356522 |
| 0.71637594740838 |
| 5.32605671924182 |
| -6.03595402711528 |
| 4.62263443961638 |
| -4.89465403303899 |
| -6.42155289110676 |
| -1.35756733334981 |
| -7.69498011401262 |
| 1.38654791969302 |
| 0.226474140252321 |
| 10.1654177521431 |
| -4.06273367195564 |
| 0.650108079404873 |
| 2.11737544694464 |
| 0.0370787226546838 |
| 0.560498497256106 |
| -4.53590452007919 |
| 1.48682287660236 |
| -7.35667207620088 |
| 5.54423115798258 |
| 4.08896072848907 |
| 3.08651338349705 |
| -2.72324345453384 |
| -1.42066891927993 |
| -0.00561163280687538 |
| 2.02173319969157 |
| 5.90257054673668 |
| 72.0097661290944 |
| 81.4627900521359 |
| -52.039956180869 |
| 0.169371363460129 |
| 3.72372328493083 |
| -10.8178081417946 |
| 12.7909041296429 |
| -6.63356856581697 |
| -5.6443955124983 |
| 3.02573263252668 |
| -0.358521691597502 |
| -0.97680605250224 |
| -2.70383970063597 |
| 2.2898542943787 |
| -7.70511852282914 |
| -10.9200446305231 |
| 0.461267244372777 |
| -4.04762089567060 |
| -15.0880329294028 |
| 9.15832878366166 |
| -5.07270268027906 |
| -1.75779515471208 |
| -7.76474233932191 |
| 2.45287620282443 |
| -7.1459725424748 |
| 3.65083299926215 |
| -6.50395361131712 |
| 3.37643245875108 |
| -7.34266778481725 |
| 5.00720156513353 |
| -2.28035751664811 |
| 1.99738961452113 |
| 18.3779878548818 |
| 29.7467003933892 |
| 4.26727198985634 |
| 22.7368904370354 |
| 6.01302269374463 |
| -4.48194015217001 |
| -5.188651538383 |
| -16.7207880582762 |
| 2.89540788354674 |
| -7.38475634793508 |
| -5.56491828215911 |
| 1.11237520054431 |
| 7.79176669639213 |
| -12.0859067400686 |
| -5.68799309066054 |
| -6.96942617304251 |
| 1.26579164889341 |
| -6.52308771085194 |
| -4.9245444701408 |
| -8.71373102573358 |
| 2.26223089368403 |
| -3.52872590282016 |
| 0.333394765700632 |
| -0.835481493523105 |
| 4.33374940009446 |
| -4.16990269515185 |
| 3.14350623812527 |
| -8.9964525243713 |
| 3.02864453407642 |
| 0.779331080720112 |
| -3.40814994060548 |
| 10.3356883612694 |
| -18.1179373263150 |
| 6.64859651053354 |
| 18.8543652010515 |
| 5.35007154895027 |
| -10.7008939431199 |
| -2.16193069164228 |
| -4.49361999730672 |
| -7.5949535548512 |
| 7.63769010906117 |
| 0.404038968578107 |
| -10.8169676942279 |
| 1.93249950855176 |
| -6.92676237674237 |
| -0.78905737107226 |
| 2.69080105282228 |
| -1.24211188822278 |
| -1.85919149887320 |
| -7.37839199631168 |
| -0.419244021698717 |
| 6.96816860746458 |
| -8.36478616658138 |
| -2.58927552414059 |
| 0.0156284569069385 |
| -0.790910974986161 |
| -2.54837038043070 |
| -5.77952068036836 |
| 5.03128147871678 |
| -0.472399169949597 |
| -9.32938803606072 |
| 15.4052134741530 |
| -1.85449837408919 |
| -9.51663961899567 |
| 7.29738032345762 |
| -6.4102672161066 |
| 0.495619676608896 |
| -3.47588585322012 |
| 3.46015913670175 |
| -5.50714645255198 |
| 18.3786862155776 |
| -14.9678066762659 |
| 4.09985223335258 |
| 6.65700214569176 |
| -10.2814769096414 |
| 2.09451755171369 |
| 3.04108184100778 |
| -3.55645591739102 |
| 0.886517372014225 |
| -8.62363593341115 |
| -1.14972090307384 |
| 11.5525308594941 |
| -2.37045291196983 |
| -4.5532763557369 |
| 9.1528343698235 |
| -6.5806384563333 |
| -7.07515931633458 |
| -3.8573415062462 |
| 16.4914120619984 |
| -5.91727918159188 |
| 0.298262301025773 |
| -3.44592502969721 |
| -5.42352969676529 |
| 1.76177163967265 |
| 28.5633101449357 |
| -22.8150068426384 |
| 11.6205231468911 |
| 19.7761342509680 |
| -1.75156390189528 |
| 4.7972451561613 |
| -9.4888584061294 |
| 17.3774113819018 |
| -9.32546896093953 |
| 3.64991486846975 |
| -14.5822980948513 |
| 1.72061249266932 |
| 1.47800512297982 |
| -4.30929190424285 |
| 14.9098252301932 |
| -6.44287864108094 |
| 4.67790249762083 |
| -22.1206330690549 |
| 7.90857733290909 |
| 3.84169446721228 |
| -2.96624492012899 |
| -2.57886054138658 |
| 4.05126170559481 |
| -7.12773768860615 |
