| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.1165 | 0.009 | 0.1192 | -0.2595 | -0.124 | 0.0798 | 0.1344 | -0.0388 | -0.0456 | 0.0313 | 0.0971 |
| (p-val) | (0.0279 ) | (0.866 ) | (0.0256 ) | (0 ) | (0.0247 ) | (0.1485 ) | (0.015 ) | (0.4687 ) | (0.3912 ) | (0.5565 ) | (0.0681 ) |
| Estimates ( 2 ) | 0.1175 | 0 | 0.1202 | -0.2596 | -0.1227 | 0.0776 | 0.1333 | -0.0383 | -0.0445 | 0.0311 | 0.0968 |
| (p-val) | (0.0257 ) | (NA ) | (0.0236 ) | (0 ) | (0.0247 ) | (0.1485 ) | (0.0151 ) | (0.4737 ) | (0.3991 ) | (0.5588 ) | (0.0687 ) |
| Estimates ( 3 ) | 0.1162 | 0 | 0.1238 | -0.2578 | -0.1266 | 0.0702 | 0.1378 | -0.0381 | -0.0412 | 0 | 0.1003 |
| (p-val) | (0.0273 ) | (NA ) | (0.0191 ) | (0 ) | (0.0197 ) | (0.1788 ) | (0.0112 ) | (0.4761 ) | (0.4328 ) | (NA ) | (0.0579 ) |
| Estimates ( 4 ) | 0.1118 | 0 | 0.1278 | -0.2486 | -0.1321 | 0.0702 | 0.1331 | 0 | -0.0456 | 0 | 0.0965 |
| (p-val) | (0.0325 ) | (NA ) | (0.015 ) | (0 ) | (0.014 ) | (0.1796 ) | (0.0137 ) | (NA ) | (0.3827 ) | (NA ) | (0.0669 ) |
| Estimates ( 5 ) | 0.1121 | 0 | 0.1247 | -0.242 | -0.1217 | 0.0659 | 0.1319 | 0 | 0 | 0 | 0.0945 |
| (p-val) | (0.0322 ) | (NA ) | (0.0174 ) | (0 ) | (0.0204 ) | (0.2061 ) | (0.0147 ) | (NA ) | (NA ) | (NA ) | (0.0727 ) |
| Estimates ( 6 ) | 0.1031 | 0 | 0.1314 | -0.243 | -0.1152 | 0 | 0.1397 | 0 | 0 | 0 | 0.0861 |
| (p-val) | (0.0473 ) | (NA ) | (0.0121 ) | (0 ) | (0.0276 ) | (NA ) | (0.0094 ) | (NA ) | (NA ) | (NA ) | (0.0998 ) |
| Estimates ( 7 ) | 0.1095 | 0 | 0.1278 | -0.2355 | -0.1098 | 0 | 0.1175 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0353 ) | (NA ) | (0.0149 ) | (0 ) | (0.0362 ) | (NA ) | (0.0245 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 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 ( 9 ) | 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 ( 10 ) | 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 ( 11 ) | 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 ( 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 |
| 0.087279951072447 |
| -0.179450212427608 |
| -0.141429241795526 |
| 0.652704563393097 |
| 2.92300166361407 |
| -0.447547159020687 |
| -0.466790559808276 |
| -0.898150772423025 |
| 0.307903995652118 |
| -0.0233120054575684 |
| -0.56797655086488 |
| -1.20400604385635 |
| -0.317117722320133 |
| -0.446627369851342 |
| -0.395515233839504 |
| -0.722617537998133 |
| -0.318234747804738 |
| -0.249854089951299 |
| -0.221047424833117 |
| -0.695085008634805 |
| -1.01246967518138 |
| -0.735247972267473 |
| -0.575519007492105 |
| -0.632154295593452 |
| -1.70409799420594 |
| -9.38603268653345 |
| 0.207980375772863 |
| 1.49932053372052 |
| 4.66617543206253 |
| -0.792447285068548 |
| 0.539911129680092 |
| 3.61839334497267 |
| 3.34862761116398 |
| 1.91483044616869 |
| 0.7099653708987 |
| 0.618400374610118 |
| 0.178108174221109 |
| -0.364141430284761 |
| 2.54702186124226 |
| -1.72013810641209 |
| -1.55976009316474 |
| -1.53035827744155 |
| -0.390352538251420 |
| -0.595753108305871 |
| -1.3643068725209 |
| -1.67602509200992 |
| 2.87199114160659 |
| -0.648803480661954 |
| -1.01189318110941 |
| -1.60622614060682 |
| 0.193957441304860 |
| -0.102703430463791 |
| -0.841480038776439 |
| -1.38367655299851 |
| -0.940002745589112 |
| -0.788297018698273 |
| 3.90462437692604 |
| 1.69093602216000 |
| -1.11963157079340 |
| -1.71175318481259 |
| -0.158509760022000 |
| 4.79399671701279 |
| 0.0382949420608298 |
| -1.73594368415371 |
| -2.08030906520436 |
| 0.125297308780631 |
| -0.260233150370439 |
| -1.12144180526163 |
| 5.10230757248115 |
| -2.39963554014952 |
| -1.43348088397846 |
| -1.98220260304917 |
| 0.264196818382828 |
| -0.676278313251629 |
| 1.64510208360224 |
| -1.58273189671193 |
| -1.30279251545453 |
| -1.61962189319095 |
| -0.816704551731135 |
| 2.70951357873497 |
| 0.39968263967306 |
| -0.815296886792737 |
| -2.12813291878668 |
| 0.513745257103139 |
| -0.605695772029719 |
| -0.56678558538222 |
| -0.620174300811811 |
| -0.350268899203428 |
| -0.708044342628838 |
| -1.57904480510358 |
| 1.40506866927767 |
| 0.540764107205078 |
| -1.30061020964501 |
| -1.14071772809095 |
| 1.03211266657257 |
| -0.815868668820329 |
| -1.47142116892144 |
| 0.95430477311406 |
| -3.09475255626639 |
| -2.23936516604136 |
| 1.43406825416307 |
| -1.86286497254131 |
| -1.56082920869329 |
| 1.09232414736957 |
| -1.83965587629147 |
| 3.77556459422739 |
| -0.724348188374933 |
| 6.0016689777119 |
| 8.52716994673781 |
| 14.7821781482687 |
| -0.478393435492194 |
| 1.06281552720156 |
| -0.375059969453744 |
| 3.14458387567136 |
| -0.420231523430814 |
| -2.28091607763021 |
| -3.25496810479031 |
| 0.671489134549574 |
| -2.84386785630579 |
| -2.54984145633765 |
| -2.92936485615846 |
| -0.934193417668268 |
| -1.23199630053990 |
| -1.45207346918468 |
| -1.47654415079833 |
| -1.13826289087606 |
| -0.985839832041066 |
| -0.970268524533097 |
| 1.41212400219602 |
| 1.53873050721209 |
| -1.11661801135629 |
| -0.0575919821279314 |
| 2.24779391323638 |
| -0.90823475773989 |
| 1.19919584133271 |
| -1.17875823266691 |
| -1.00587951618786 |
| -1.37028839077479 |
| -1.12453748895362 |
| -1.57589157279888 |
| 1.33299362183112 |
| 3.79793589883084 |
| -2.12028275680508 |
| -0.421690452957066 |
| -3.09071883931539 |
| 0.950626022974689 |
| 6.95757221157614 |
| -2.15368857402026 |
| -0.0943745388389345 |
| -1.70502030311229 |
| 0.361483356722815 |
| -0.864241127166963 |
| -0.384779878958369 |
| -0.068265944138048 |
| -1.67432514731360 |
| -1.93633632926952 |
| -1.80444567422551 |
| 2.11403163703687 |
| 2.25076450856139 |
| -2.31212936547503 |
| -2.36060271196224 |
| -0.982586443847339 |
| 0.0163169093746234 |
| 6.78235980573531 |
| -2.17885629095871 |
| -1.84279044368655 |
| -2.32060665851569 |
| 0.71675113006647 |
| -0.269729208451764 |
| 1.13728553648282 |
| 2.44285718816657 |
| -1.61549137164688 |
| -1.30497574825579 |
| -0.965300856907916 |
| -0.234080924972091 |
| -0.855832881776536 |
| 1.60321760491037 |
| -1.42492174455101 |
| -1.14985338090592 |
| -0.339871470793383 |
| -3.37436591944078 |
| -1.40172880564418 |
| -0.537689853043439 |
| -0.381492109514419 |
| -1.08129692925114 |
| -4.25217787721281 |
| -3.11839175442684 |
| 0.0107818625692104 |
| 0.0742419860081043 |
| -0.839749335715922 |
| -1.5917241663428 |
| -0.474616326373607 |
| 0.132985840467732 |
| -0.0178276540464637 |
| 2.66009310024248 |
| 0.0731764420605145 |
| -0.443678352439449 |
| -0.573540957274368 |
| 7.01624971448337 |
| -0.612118977138323 |
| -0.447487786798639 |
| -1.57107660855161 |
| 0.7836426336671 |
| 0.416221914601365 |
| 6.84856979679098 |
| 17.8101460322846 |
| -3.30915727344207 |
| -1.68773271917088 |
| 0.156534607479358 |
| 3.90517866385414 |
| 21.9350884688933 |
| 10.8054457041769 |
| -1.26962956641742 |
| -3.08372167733302 |
| -1.14578638861093 |
| 3.09167793162659 |
| 0.0947428762548839 |
| -3.85314929087448 |
| -3.24045577535577 |
| 1.83262506620270 |
| -3.71657915828587 |
| -3.23677276956356 |
| -5.23348047480877 |
| -0.101393543684637 |
| -2.99922368147683 |
| 0.530734407093775 |
| -1.27783497052097 |
| -6.10276795499772 |
| 2.72850396130549 |
| -0.472949897385675 |
| -2.12807896078705 |
| -0.0870192053088203 |
| -1.12136730404428 |
| 3.72402809723953 |
| 15.6551035806891 |
| 0.215402061863102 |
| 1.83335220104912 |
| -1.35505068677807 |
| -3.43136401377109 |
| -2.11648216640413 |
| 19.9791341591133 |
| 41.301443218093 |
| -16.0562093676209 |
| 20.7235039064207 |
| -4.41242728670451 |
| -25.3628917473692 |
| -2.72206541420201 |
| -2.22038931526845 |
| -3.37032601498565 |
| -10.9690128403387 |
| -0.637836439319145 |
| -3.81761853775684 |
| 7.44652848835855 |
| -16.8280727919440 |
| 3.04367763182559 |
| -10.9947367505490 |
| 7.34837831319766 |
| -2.37249708964482 |
| -0.701297776731252 |
| -11.1720874759248 |
| -0.0757000535372612 |
| 4.95071640717988 |
| 3.06619886297044 |
| -3.68873543918889 |
| -3.70738590930789 |
| 2.48543332249426 |
| 1.61385615064790 |
| -0.902675464602254 |
| -1.61720753762116 |
| -5.8775960477741 |
| -1.04951590121939 |
| -3.96385194443751 |
| 0.382978937273805 |
| 7.84830614596294 |
| 10.8963032078140 |
| -11.5784429090899 |
| -5.05647589025416 |
| 2.63541438757531 |
| 1.65047951132179 |
| -0.89065295973333 |
| -8.4377960264893 |
| -1.02688590418786 |
| -3.03949041755018 |
| 0.233322293604843 |
| -1.08729699882228 |
| 0.54704349434337 |
| -1.59341486137551 |
| -2.71553382159473 |
| -6.04621347314352 |
| 2.42941221971500 |
| 3.60350826844413 |
| 3.75372111121022 |
| -13.1608762284212 |
| 0.164682995061050 |
| 1.47440787853356 |
| 4.34320443826062 |
| -8.18324666288748 |
| 1.87339985635641 |
| -1.51694332516031 |
| 5.32139635433345 |
| -3.36618126156841 |
| 5.13274145719151 |
| 1.91322962965259 |
| -3.91588462013976 |
| -3.15311111646057 |
| -5.88324912029366 |
| 0.619286887181133 |
| 5.58066412543414 |
| -1.94498033271047 |
| 1.27573800995368 |
| -8.78681964593298 |
| 6.550586218571 |
| -1.11095430483945 |
| -1.33180864489729 |
| 0.785193287041935 |
| 1.85036290793828 |
| -2.88561713480346 |
| 4.20497159381276 |
| -4.33519397707424 |
| 2.08196363797278 |
| -2.28054191542287 |
| 2.16261964588148 |
| 0.514872695597788 |
| 6.76010527569139 |
| -1.00502666061649 |
| 2.42289786120126 |
| -2.85389110563092 |
| 3.93875074409947 |
| 5.28605740239332 |
| -8.06214197240379 |
| 0.492701890048131 |
| 6.20182835986286 |
| 0.349239134969352 |
| 6.93118779761686 |
| 6.38670955679105 |
| 0.912511618182862 |
| 13.9966094453603 |
| 13.1748259901133 |
| -6.78918034407975 |
| -2.91968621554351 |
| -5.39462473035108 |
| -4.58904348505072 |
| 0.433288963193107 |
| -7.22365211586595 |
| 6.89762197646839 |
| -0.200660028827969 |
| -0.500814702687819 |
| 12.6337583525738 |
| -9.48796938939024 |
| -2.39998710172843 |
| 1.14473714361193 |
| 0.599319333260482 |
| -6.03979697448187 |
| -0.752144022459774 |
| 4.31679281115913 |
| -3.65857046272377 |
| -2.77753795789698 |
| 10.8471790111290 |
| 7.81038893833232 |
