| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.3155 | -0.0327 | 0.1626 | 0.0675 | 0.2902 | -0.227 | -0.0489 | 0.0305 | -0.0043 | -0.2438 | 0.2825 |
| (p-val) | (0.0136 ) | (0.7928 ) | (0.2036 ) | (0.5925 ) | (0.0265 ) | (0.0828 ) | (0.6961 ) | (0.808 ) | (0.9721 ) | (0.0491 ) | (0.0227 ) |
| Estimates ( 2 ) | 0.3152 | -0.0325 | 0.1633 | 0.0664 | 0.2902 | -0.2279 | -0.0485 | 0.0294 | 0 | -0.2448 | 0.2826 |
| (p-val) | (0.0135 ) | (0.7936 ) | (0.1961 ) | (0.5862 ) | (0.0264 ) | (0.0755 ) | (0.6973 ) | (0.8088 ) | (NA ) | (0.0417 ) | (0.0226 ) |
| Estimates ( 3 ) | 0.3144 | -0.0388 | 0.1717 | 0.0683 | 0.2978 | -0.2309 | -0.0418 | 0 | 0 | -0.245 | 0.2874 |
| (p-val) | (0.0136 ) | (0.7495 ) | (0.1577 ) | (0.5759 ) | (0.0191 ) | (0.0707 ) | (0.7312 ) | (NA ) | (NA ) | (0.0415 ) | (0.0188 ) |
| Estimates ( 4 ) | 0.3039 | 0 | 0.1624 | 0.0746 | 0.2919 | -0.2323 | -0.0498 | 0 | 0 | -0.2478 | 0.2891 |
| (p-val) | (0.0133 ) | (NA ) | (0.1679 ) | (0.5366 ) | (0.0202 ) | (0.0693 ) | (0.6758 ) | (NA ) | (NA ) | (0.0389 ) | (0.018 ) |
| Estimates ( 5 ) | 0.3101 | 0 | 0.1579 | 0.0603 | 0.2961 | -0.2428 | 0 | 0 | 0 | -0.2573 | 0.2844 |
| (p-val) | (0.0112 ) | (NA ) | (0.1787 ) | (0.6034 ) | (0.0184 ) | (0.0535 ) | (NA ) | (NA ) | (NA ) | (0.0293 ) | (0.0195 ) |
| Estimates ( 6 ) | 0.3214 | 0 | 0.1736 | 0 | 0.311 | -0.2498 | 0 | 0 | 0 | -0.2609 | 0.2849 |
| (p-val) | (0.0076 ) | (NA ) | (0.1271 ) | (NA ) | (0.0111 ) | (0.0462 ) | (NA ) | (NA ) | (NA ) | (0.027 ) | (0.0196 ) |
| Estimates ( 7 ) | 0.3319 | 0 | 0 | 0 | 0.3196 | -0.2232 | 0 | 0 | 0 | -0.282 | 0.3114 |
| (p-val) | (0.0069 ) | (NA ) | (NA ) | (NA ) | (0.0104 ) | (0.0761 ) | (NA ) | (NA ) | (NA ) | (0.0182 ) | (0.0116 ) |
| Estimates ( 8 ) | 0.2738 | 0 | 0 | 0 | 0.2636 | 0 | 0 | 0 | 0 | -0.2877 | 0.2377 |
| (p-val) | (0.0243 ) | (NA ) | (NA ) | (NA ) | (0.033 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0182 ) | (0.0443 ) |
| 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 |
| 2.92143805599402 |
| 52.3643544382562 |
| 74.1650253714214 |
| -1.17840759407758 |
| 4.40936782274471 |
| -59.5575682752829 |
| 34.5715236988137 |
| 36.9946371219542 |
| 79.7423248722936 |
| -4.54379610370169 |
| 28.2825035783384 |
| 54.8662329756104 |
| 103.886233462952 |
| 89.9922230403722 |
| 99.3284416110641 |
| 34.5650005977759 |
| -46.8862763152174 |
| -106.355664164436 |
| -218.918824800595 |
| 175.906024131327 |
| 115.061742713244 |
| 98.7593377281482 |
| 173.139766101812 |
| 66.281981661491 |
| -35.4006057360666 |
| 84.8712792475353 |
| -29.664098443277 |
| -214.565648976598 |
| 264.935145972891 |
| 121.458585581390 |
| -134.848772882168 |
| -37.7253793102764 |
| -267.300779574713 |
| 70.9797536674741 |
| 132.692037984695 |
| -313.585158872334 |
| 91.8074359498423 |
| -233.265597183315 |
| -32.1974311473427 |
| -72.1166229982841 |
| 280.923140702479 |
| -187.689910565978 |
| -271.722235339639 |
| -255.866235702584 |
| 168.193152888151 |
| -294.71850090086 |
| -571.422162663926 |
| 72.2410632970991 |
| 43.7531575120481 |
| 8.32476605444617 |
| -12.0873119660534 |
| 42.8883087024053 |
| 63.0746321456847 |
| 89.9598940441665 |
| 18.8525308302656 |
| 59.9788535015987 |
| 43.644883872847 |
| 168.767056420758 |
| 17.9267836372642 |
