| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.4686 | -0.1117 | 0.1102 | -0.0774 | 0.0092 | -0.0887 | -0.0167 | 0.0032 | 0.0364 | -0.0596 | 0.0041 |
| (p-val) | (0 ) | (0.0585 ) | (0.0633 ) | (0.1935 ) | (0.8774 ) | (0.1353 ) | (0.78 ) | (0.9575 ) | (0.5409 ) | (0.3162 ) | (0.9401 ) |
| Estimates ( 2 ) | 0.4685 | -0.1119 | 0.1103 | -0.0776 | 0.0096 | -0.0891 | -0.0154 | 0 | 0.0377 | -0.0601 | 0.0044 |
| (p-val) | (0 ) | (0.0574 ) | (0.0626 ) | (0.1909 ) | (0.8708 ) | (0.1293 ) | (0.7768 ) | (NA ) | (0.4842 ) | (0.307 ) | (0.9347 ) |
| Estimates ( 3 ) | 0.4683 | -0.1117 | 0.1103 | -0.0777 | 0.0093 | -0.0891 | -0.0155 | 0 | 0.0374 | -0.0581 | 0 |
| (p-val) | (0 ) | (0.0576 ) | (0.0626 ) | (0.1905 ) | (0.8749 ) | (0.1293 ) | (0.7748 ) | (NA ) | (0.4868 ) | (0.2795 ) | (NA ) |
| Estimates ( 4 ) | 0.4677 | -0.1107 | 0.109 | -0.0738 | 0 | -0.0853 | -0.0163 | 0 | 0.0373 | -0.0581 | 0 |
| (p-val) | (0 ) | (0.0584 ) | (0.0632 ) | (0.1714 ) | (NA ) | (0.1114 ) | (0.7618 ) | (NA ) | (0.4877 ) | (0.2796 ) | (NA ) |
| Estimates ( 5 ) | 0.4692 | -0.1108 | 0.1099 | -0.0751 | 0 | -0.0918 | 0 | 0 | 0.0367 | -0.0594 | 0 |
| (p-val) | (0 ) | (0.0581 ) | (0.061 ) | (0.1627 ) | (NA ) | (0.0622 ) | (NA ) | (NA ) | (0.4953 ) | (0.2679 ) | (NA ) |
| Estimates ( 6 ) | 0.469 | -0.1128 | 0.1078 | -0.0744 | 0 | -0.0885 | 0 | 0 | 0 | -0.0444 | 0 |
| (p-val) | (0 ) | (0.0535 ) | (0.0659 ) | (0.1667 ) | (NA ) | (0.0708 ) | (NA ) | (NA ) | (NA ) | (0.3638 ) | (NA ) |
| Estimates ( 7 ) | 0.4686 | -0.1125 | 0.1103 | -0.0709 | 0 | -0.0892 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0545 ) | (0.0599 ) | (0.1872 ) | (NA ) | (0.0692 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0.463 | -0.1052 | 0.0794 | 0 | 0 | -0.0946 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0714 ) | (0.1399 ) | (NA ) | (NA ) | (0.0538 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0.4574 | -0.0709 | 0 | 0 | 0 | -0.0879 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.1859 ) | (NA ) | (NA ) | (NA ) | (0.0725 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0.4284 | 0 | 0 | 0 | 0 | -0.0895 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0682 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | 0.433 | 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 |
| 0.299899813944721 |
| 35.2811604730447 |
| 17.9592328190631 |
| 4.25761280130688 |
| -12.3057837872709 |
| -4.95932877701646 |
| -1.73482467703338 |
| 0.101579479790644 |
| -5.8117305522714 |
| 1.39700528279246 |
| -3.71400545178335 |
| -1.87181610248564 |
| -1.63922783774024 |
| -11.4408302569079 |
| -1.29663303160260 |
| -6.76064348483726 |
| -2.21645712341757 |
| -12.9085227967442 |
| -2.24879119749932 |
| -1.87483622200489 |
| 0.501960992914348 |
| -1.88394919440526 |
| -4.14053602187255 |
| -3.59096992990078 |
| -5.99502145413459 |
| -0.894593408540516 |
| -0.48096911925785 |
| 5.37982563175586 |
| 19.6015220834346 |
| 16.8072812709019 |
| -1.22307606023321 |
| -0.0404199139211414 |
| 2.03059125262331 |
| 0.578245801342234 |
| -10.7882738235164 |
| 13.0787635879592 |
| -8.43289079709837 |
| -1.86240376191358 |
| 4.65554626445237 |
| -2.97792897755278 |
| 6.82058385024828 |
| -5.55518255756954 |
| -10.2981928398303 |
| -1.66133890455927 |
| -11.0931957303749 |
| -4.09323834131482 |
| 1.51621404362902 |
| -14.4635206354975 |
| 0.199466710340118 |
| -0.47148841481058 |
| -2.84943338938521 |
| 1.33703181536552 |
| -4.16658507154204 |
| -1.53921038212246 |
| -0.706639572994874 |
| 0.579792179116225 |
| -3.60403406861602 |
| 10.4694622222023 |
| -5.96026659449012 |
| 12.0280326313379 |
| -3.86483309178325 |
| -0.135498868045318 |
| 0.0851210014106982 |
| -1.20887880392274 |
| -2.28986392020244 |
| 3.5626004525875 |
| -1.85855038694962 |
| -1.67332902761999 |
| 0.130170045750816 |
| 0.724533557967106 |
| 1.22627637942560 |
| 0.98796726599943 |
| -0.610791455147705 |
| -4.39149979200985 |
| 1.27609922862908 |
| -0.583879722557839 |
| -0.805121514724334 |
| 2.20015383274460 |
| -2.82477431817696 |
| 1.57570463567461 |
| 1.93575965044107 |
| -3.2998595977092 |
| 5.22625635723972 |
| 3.74905625204863 |
| -4.75332192257423 |
| 2.03206669995393 |
| 1.08631137200615 |
| 2.74615651263429 |
| 1.29415877121431 |
| -1.23611822418775 |
| 1.40305100559078 |
| 0.432501337280144 |
| -1.36927493681804 |
| 1.7844816230824 |
| -0.213688627993861 |
| 1.93736206960875 |
| -0.340566907944094 |
| -0.890844416659604 |
| -0.555673236289465 |
| 0.932240554884402 |
| 0.0857763767609185 |
| -5.14956865853986 |
| 1.06371878476745 |
| 1.54255048961244 |
| -1.64287817728751 |
| -7.28396665002305 |
| 23.6687333498406 |
| 74.7372105564428 |
| -15.6541032887644 |
| -15.4418927946836 |
| -1.08498975742015 |
| -2.22702124880914 |
| -4.11246882992282 |
| -2.86473172952634 |
| -11.9905139154270 |
| 6.08908327860064 |
| 3.9793775639759 |
| -2.42875491196742 |
| -3.49615578333641 |
| -7.77983076489204 |
| -3.96912880377783 |
| -7.15281610781506 |
| -5.45045795537828 |
| 2.84509336086546 |
| -2.72041512845396 |
| -9.12157204640971 |
| 7.5548348477085 |
| 3.88791781633785 |
| -15.6189934029384 |
| 1.92503937272619 |
| 11.1597381909771 |
| -4.8952999391376 |
| -6.27955141890635 |
| 11.0575967514000 |
| -6.1728368903041 |
| -1.00619150521487 |
| 7.74644672250571 |
| -6.92952810085433 |
| 2.16068523479447 |
| 1.80341471247363 |
| 2.89626016641938 |
| 1.58052105147789 |
| 3.04091718437314 |
| 6.74427988061717 |
| -4.98980128707666 |
| 8.29120555697443 |
| 1.87488713026232 |
| -1.36125368267943 |
| 5.9776038564458 |
| -7.09754576179762 |
| -5.10271245403004 |
| -2.19226614217519 |
| -10.4997992841620 |
| 9.21983093053655 |
| -2.93772064335536 |
| 5.17368760136662 |
| -10.1097709143187 |
| 2.03361307772781 |
| 4.34905111891237 |
| 1.93347096985161 |
| 5.85009022333134 |
| -5.56952656091352 |
| 0.294635158497726 |
| 0.531999794674562 |
| -8.23996500741947 |
| 3.59078435010196 |
| 1.26039613289527 |
| 2.18701765561383 |
| -8.83185939238376 |
| 6.34378517673315 |
| -6.54594517990012 |
| 0.592219506071274 |
| -5.50722547649764 |
| -5.25381662645816 |
| -0.418594537830472 |
| 3.03947946183575 |
| -4.30249855472772 |
| -3.50245167163428 |
| 5.81070196111432 |
| -0.567133497241059 |
| -6.84323931760224 |
| 0.667425165708323 |
| 5.31875666789261 |
| -5.98606402006419 |
| 4.5843412207916 |
| -4.87784205008751 |
| -6.43910745763537 |
| -1.41381816639904 |
| -7.74247015387928 |
| 1.31412753747358 |
| 0.198411011286083 |
| 10.1651539407368 |
| -3.96454142331598 |
| 0.668880343863606 |
| 2.15355327749432 |
| 0.0731417422356913 |
| 0.578570922449217 |
| -4.54784329269913 |
| 1.44602954079727 |
| -7.36586279091253 |
| 5.47297472602682 |
| 4.09881219597267 |
| 3.12052207810513 |
| -2.6717534693598 |
| -1.41979320574345 |
| 0.00186063499529610 |
| 2.01822423921547 |
| 5.90651919288996 |
| 72.0481961356963 |
| 82.0574213108985 |
| -51.1254172346511 |
| 0.151532218022226 |
| 3.71277503681603 |
| -10.8072898152088 |
| 12.5330413620274 |
| -6.8934294921279 |
| -5.77032722470125 |
| 2.92684909946399 |
| -0.385381783806451 |
| -0.966467258005252 |
| -2.71406979049448 |
| 2.30351396242048 |
| -7.65575613859068 |
| -10.9582987628542 |
| 0.360538240771518 |
| -4.08650524912258 |
| -15.1299718964809 |
| 9.0125854318531 |
| -5.04913658778167 |
| -1.75843513998097 |
| -7.77093339737945 |
| 2.40131904801797 |
| -7.10887991189497 |
| 3.60132161458603 |
| -6.4863782772855 |
| 3.33633896221158 |
| -7.31399886005107 |
| 4.95983854889596 |
| -2.24727338621824 |
| 1.98939583023656 |
| 18.4044326867344 |
| 29.9008650024991 |
| 4.58747036255113 |
| 22.9031428192028 |
| 6.26989490695371 |
| -4.32577251724149 |
| -5.20277165960493 |
| -16.8538329741038 |
| 2.66394233634895 |
| -7.5323195356558 |
| -5.72639394597297 |
| 0.993761858681182 |
| 7.76261534163723 |
| -11.9840455271603 |
| -5.72588691960738 |
| -7.00023246289231 |
| 1.22474916285483 |
| -6.5226394703322 |
| -4.992506902385 |
| -8.76321553657647 |
| 2.18802244641034 |
| -3.52350215325248 |
| 0.308185950768802 |
| -0.828242505476112 |
| 4.34825790783947 |
| -4.10349504820675 |
| 3.14053345530436 |
| -8.96463494251333 |
| 2.97207859046677 |
| 0.780206794256571 |
| -3.41324056021386 |
| 10.3100826049719 |
| -18.0536804963208 |
| 6.55031266694061 |
| 18.8626044777516 |
| 5.50255434913191 |
| -10.5829169287079 |
| -2.21843557194967 |
| -4.49810847893309 |
| -7.63974683596365 |
| 7.51148968842728 |
| 0.383242910797549 |
| -10.8080346845923 |
| 1.86023057528234 |
| -6.93167467356756 |
| -0.824317953079458 |
| 2.66241060063521 |
| -1.23203324731423 |
| -1.83965588333433 |
| -7.38272537117012 |
| -0.463128609111266 |
| 6.95078991520688 |
| -8.32045944497935 |
| -2.63479917616974 |
| -0.022298352203336 |
| -0.789278016699768 |
| -2.54894930239743 |
| -5.81524416406808 |
| 4.9854060781459 |
| -0.441790731179196 |
| -9.31636103765209 |
| 15.3380082866587 |
| -1.75443622959006 |
| -9.4706860454374 |
| 7.23347524200511 |
| -6.38146150356323 |
| 0.478046791089639 |
| -3.51029393770619 |
| 3.41258115969964 |
| -5.4816713777015 |
| 18.3341506395412 |
| -14.8275179052679 |
| 4.04176814242516 |
| 6.67593196543066 |
| -10.2238715908848 |
| 2.04825131610738 |
| 2.99774074688617 |
| -3.52810210318529 |
| 0.865963148831497 |
| -8.64318986794069 |
| -1.20792346278773 |
| 11.5171676791787 |
| -2.29676598117851 |
| -4.5341706617271 |
| 9.12451353578115 |
| -6.49733699563149 |
| -7.08334729388065 |
| -3.94192172818032 |
| 16.4225433845667 |
| -5.80626268264768 |
| 0.280068958533775 |
| -3.44337971989302 |
| -5.43229659627809 |
| 1.73156259078019 |
| 28.5310687478789 |
| -22.5966098288552 |
| 11.5342818835318 |
| 19.8394726231141 |
| -1.55192449139804 |
| 4.86892295480357 |
| -9.48461175910086 |
| 17.3379053621716 |
| -9.223588219735 |
| 3.56661706558577 |
| -14.6036034564538 |
| 1.57658758777029 |
| 1.45123541641868 |
| -4.34712101206958 |
| 14.8718043776173 |
| -6.34128003027337 |
| 4.70756805322236 |
| -22.0611492995963 |
| 7.75649758042329 |
| 3.85237890392079 |
| -2.96304741239544 |
| -2.59510581503173 |
| 4.00961708157411 |
| -7.06601516506117 |
