| 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 | -0.2592 | -0.124 | 0.0797 | 0.1343 | -0.0387 | -0.0456 | 0.0312 | 0.097 |
| (p-val) | (0.0277 ) | (0.8663 ) | (0.0254 ) | (0 ) | (0.0244 ) | (0.1482 ) | (0.0149 ) | (0.4687 ) | (0.3906 ) | (0.5568 ) | (0.068 ) |
| Estimates ( 2 ) | 0.1175 | 0 | 0.1202 | -0.2592 | -0.1227 | 0.0776 | 0.1332 | -0.0382 | -0.0446 | 0.031 | 0.0967 |
| (p-val) | (0.0256 ) | (NA ) | (0.0234 ) | (0 ) | (0.0245 ) | (0.1482 ) | (0.0151 ) | (0.4736 ) | (0.3985 ) | (0.5591 ) | (0.0687 ) |
| Estimates ( 3 ) | 0.1162 | 0 | 0.1238 | -0.2575 | -0.1266 | 0.0702 | 0.1377 | -0.0381 | -0.0412 | 0 | 0.1002 |
| (p-val) | (0.0271 ) | (NA ) | (0.0189 ) | (0 ) | (0.0195 ) | (0.1785 ) | (0.0112 ) | (0.476 ) | (0.4321 ) | (NA ) | (0.0578 ) |
| Estimates ( 4 ) | 0.1118 | 0 | 0.1278 | -0.2483 | -0.1321 | 0.0701 | 0.133 | 0 | -0.0456 | 0 | 0.0964 |
| (p-val) | (0.0324 ) | (NA ) | (0.0148 ) | (0 ) | (0.0139 ) | (0.1792 ) | (0.0136 ) | (NA ) | (0.382 ) | (NA ) | (0.0668 ) |
| Estimates ( 5 ) | 0.1121 | 0 | 0.1247 | -0.2417 | -0.1217 | 0.0658 | 0.1318 | 0 | 0 | 0 | 0.0944 |
| (p-val) | (0.032 ) | (NA ) | (0.0173 ) | (0 ) | (0.0202 ) | (0.2058 ) | (0.0146 ) | (NA ) | (NA ) | (NA ) | (0.0727 ) |
| Estimates ( 6 ) | 0.103 | 0 | 0.1314 | -0.2427 | -0.1153 | 0 | 0.1396 | 0 | 0 | 0 | 0.0861 |
| (p-val) | (0.047 ) | (NA ) | (0.012 ) | (0 ) | (0.0273 ) | (NA ) | (0.0094 ) | (NA ) | (NA ) | (NA ) | (0.0997 ) |
| Estimates ( 7 ) | 0.1095 | 0 | 0.1278 | -0.2353 | -0.1098 | 0 | 0.1174 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0351 ) | (NA ) | (0.0148 ) | (0 ) | (0.0358 ) | (NA ) | (0.0244 ) | (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 |
| 0.0872799510799205 |
| -1.02953977602595e-05 |
| -0.180576638637058 |
| -0.141212669216534 |
| 0.653437923286303 |
| 3.00136263149106 |
| -0.369846572150841 |
| -0.467380315465481 |
| -0.983099749302621 |
| 0.298502429842872 |
| -0.023917031588384 |
| -0.574593793476738 |
| -1.27296333857515 |
| -0.317027901654583 |
| -0.446569030523108 |
| -0.395396350321164 |
| -0.722209888962041 |
| -0.318262487273117 |
| -0.249854511991757 |
| -0.221115054082190 |
| -0.695095434096899 |
| -1.01250669155343 |
| -0.735304043592791 |
| -0.575575511897227 |
| -0.632047555595506 |
| -1.70391900827912 |
| -9.38595981711022 |
| 0.207735677837462 |
| 1.49932555659147 |
| 4.6665533257048 |
| -0.789947318081545 |
| 0.539622890569262 |
| 3.61780210849436 |
| 3.34676216479674 |
| 1.91439486712187 |
| 0.70958606061356 |
| 0.617698120822183 |
| 0.177139482612233 |
| -0.364334273381829 |
| 2.54733411945456 |
| -1.71953273923788 |
| -1.55922214553610 |
| -1.53001849905279 |
| -0.390782580425281 |
| -0.595301647866478 |
| -1.36399569768803 |
| -1.67556616238497 |
| 2.87206954177216 |
| -0.64870928469098 |
| -1.01177165336611 |
| -1.60582786961773 |
| 0.192934352083554 |
| -0.10270775586487 |
| -0.841432208088563 |
| -1.38334176478618 |
| -0.939998928191372 |
| -0.788346799281527 |
| 3.90463610708441 |
| 1.69148100690317 |
| -1.11943017549240 |
| -1.71176048806291 |
| -0.159795270195119 |
| 4.79330440703043 |
| 0.0385591076023815 |
| -1.73538924175855 |
| -2.0800031851079 |
| 0.124138091438255 |
| -0.260305728091325 |
| -1.12092241637353 |
| 5.10309428756933 |
| -2.39931767116856 |
| -1.43348123363998 |
| -1.9822776166649 |
| 0.262746429576666 |
| -0.675725219536588 |
| 1.64523239720937 |
| -1.58193499998309 |
| -1.30275476287743 |
| -1.61959333722533 |
| -0.817475750739263 |
| 2.71008542392522 |
| 0.399837445258996 |
| -0.814954632967542 |
| -2.12796143293340 |
| 0.512673988946702 |
| -0.606006470052463 |
| -0.566686698735595 |
| -0.619608821524082 |
| -0.350318927718007 |
| -0.707844157391591 |
| -1.57915576993237 |
| 1.40520312035099 |
| 0.540819845934735 |
| -1.30054924304660 |
| -1.14051136422704 |
| 1.0315507827668 |
| -0.816119350044445 |
| -1.4713011944461 |
| 0.954529387242403 |
| -3.09491972836577 |
| -2.23923981823008 |
| 1.43415423801370 |
| -1.86303866109081 |
| -1.56004711720879 |
| 1.09257856025135 |
| -1.84009402983799 |
| 3.77589493078084 |
| -0.724283264801578 |
| 6.001108065807 |
| 8.5278667757711 |
| 14.7810652621217 |
| -0.477879586243461 |
| 1.06128799982821 |
| -0.377337896917695 |
| 3.14081395622406 |
| -0.419342153841953 |
| -2.28043054634669 |
| -3.25297554872425 |
| 0.67197918730399 |
| -2.84284204836011 |
| -2.54865289280613 |
| -2.92792716846832 |
| -0.934580069522283 |
| -1.23158850080991 |
| -1.45197326570774 |
| -1.47632077295766 |
| -1.13826520852551 |
| -0.985873838389608 |
| -0.970219240173549 |
| 1.41233698309445 |
| 1.53877484334687 |
| -1.11659117107286 |
| -0.0576586079039458 |
| 2.24707160497819 |
| -0.908800262079012 |
| 1.19923760758704 |
| -1.17879425328108 |
| -1.00637542338636 |
| -1.37001240188575 |
| -1.12496518365498 |
| -1.5753922067492 |
| 1.33336723126774 |
| 3.79830217430465 |
| -2.1198568985112 |
| -0.421379695407794 |
| -3.09147334627616 |
| 0.94935838085189 |
| 6.95790641032436 |
| -2.15356717954177 |
| -0.0933304778546074 |
| -1.70518352727152 |
| 0.359553174956901 |
| -0.863724832003058 |
| -0.384792897891572 |
| -0.0676110256193567 |
| -1.67407320968073 |
| -1.93624405954871 |
| -1.80460725902654 |
| 2.11430002744311 |
| 2.25099008625457 |
| -2.31160047998955 |
| -2.36025619160662 |
| -0.983561044028804 |
| 0.0154469174394194 |
| 6.78265892297 |
| -2.17803761943297 |
| -1.84242076080801 |
| -2.32066794653242 |
| 0.714613756388573 |
| -0.269232149768300 |
| 1.13766760860491 |
| 2.44368923988171 |
| -1.61531388254797 |
| -1.30504041388480 |
| -0.9660260001139 |
| -0.234571265962430 |
| -0.855587446657779 |
| 1.60342163162053 |
| -1.42439792624076 |
| -1.14983096440065 |
| -0.33978630514801 |
| -3.37489297293345 |
| -1.40137038839623 |
| -0.537688635108736 |
| -0.381492105662659 |
| -1.08045780347232 |
| -4.25208578402569 |
| -3.11855844959395 |
| 0.0106304006964919 |
| 0.0741546740680192 |
| -0.8389376833291 |
| -1.5910556678077 |
| -0.475045201930094 |
| 0.132557085293698 |
| -0.0181030471677275 |
| 2.66009254620717 |
| 0.0732600855712349 |
| -0.443972022565724 |
| -0.573843226796868 |
| 7.01540420105503 |
| -0.611985265406538 |
| -0.447397330954388 |
| -1.57082040607429 |
| 0.781891436684887 |
| 0.416499520560315 |
| 6.84858812319771 |
| 17.8112846522032 |
| -3.3083216381647 |
| -1.68782786377722 |
| 0.154471791942370 |
| 3.90071641058293 |
| 21.9360958693629 |
| 10.8068748136060 |
| -1.26758959116778 |
| -3.08352311642736 |
| -1.15134032146581 |
| 3.08926224699309 |
| 0.0963285927065272 |
| -3.85121046831395 |
| -3.23814232796893 |
| 1.83330650247709 |
| -3.71645714941782 |
| -3.23487193480420 |
| -5.23226530240936 |
| -0.102189164409836 |
| -2.99844714267516 |
| 0.530565280317973 |
| -1.27681481887485 |
| -6.10292323051883 |
| 2.7287240869487 |
| -0.473458093616046 |
| -2.12788743397597 |
| -0.0860603463030856 |
| -1.12248557364721 |
| 3.72387486571557 |
| 15.6552205250524 |
| 0.215543315607022 |
| 1.83371805790279 |
| -1.35610659867127 |
| -3.43606137301506 |
| -2.11647083444772 |
| 19.9785868643801 |
| 41.3034370860674 |
| -16.0523720737057 |
| 20.7241951687521 |
| -4.41688563751774 |
| -25.3731524988083 |
| -2.71921448182133 |
| -2.22559824803285 |
| -3.36508386309077 |
| -10.9602521952128 |
| -0.63593231008062 |
| -3.81449708897901 |
| 7.44832762386686 |
| -16.8283630157523 |
| 3.04285714976844 |
| -10.9948860388106 |
| 7.34192238353589 |
| -2.36812045092596 |
| -0.702786872480289 |
| -11.1688174405361 |
| -0.077963218734169 |
| 4.95120002276506 |
| 3.06566811715825 |
| -3.68594478031311 |
| -3.70870800900778 |
| 2.48383665316402 |
| 1.61192958533329 |
| -0.902643740911074 |
| -1.61591549155254 |
| -5.87804070025663 |
| -1.05018029501404 |
| -3.9639943205955 |
| 0.383413019786829 |
| 7.8498955324606 |
| 10.8967809131330 |
| -11.5772804129827 |
| -5.05745169164847 |
| 2.63241199541025 |
| 1.64706156911221 |
| -0.887748619705647 |
| -8.43657521791015 |
| -1.02662686720166 |
| -3.03961102511882 |
| 0.232858202761577 |
| -1.08496302704714 |
| 0.547729450774924 |
| -1.59329735270724 |
| -2.71653425361148 |
| -6.04659738647929 |
| 2.42812015749009 |
| 3.60380541148285 |
| 3.75426419622074 |
| -13.1590739284161 |
| 0.163463202923744 |
| 1.47312861174711 |
| 4.34185042681957 |
| -8.18002096960412 |
| 1.87302047837628 |
| -1.51696826429225 |
| 5.31954493536728 |
| -3.36451785226105 |
| 5.13200687608659 |
| 1.91422999073393 |
| -3.91797385996543 |
| -3.15259461472149 |
| -5.88483919118247 |
| 0.618761276556853 |
| 5.58164884611368 |
| -1.94353668309753 |
| 1.27771191264571 |
| -8.78689107407971 |
| 6.54841379120013 |
| -1.11076819995920 |
| -1.33261442245935 |
| 0.787090131488142 |
| 1.84876562026993 |
| -2.88534084926072 |
| 4.20479922080915 |
| -4.33498297525061 |
| 2.08145015902863 |
| -2.27953964159371 |
| 2.16093816588820 |
| 0.516407178805508 |
| 6.75944859022665 |
| -1.00439779920441 |
| 2.42259293801876 |
| -2.85401824270777 |
| 3.93657443339649 |
| 5.28675268551667 |
| -8.06272796673787 |
| 0.493721904904085 |
| 6.20123496110094 |
| 0.348412302968718 |
| 6.93360200746434 |
| 6.3870942394377 |
| 0.911584848126068 |
| 13.9966172924162 |
| 13.1728678439683 |
| -6.79017653360367 |
| -2.91938875729717 |
| -5.39847040654482 |
| -4.59141857379231 |
| 0.436303464787187 |
| -7.22195640152036 |
| 6.9013629796552 |
| -0.197762364530092 |
| -0.501267979900888 |
| 12.6356550458636 |
| -9.48992652222842 |
| -2.40162471374055 |
| 1.14387540406261 |
| 0.595542317340232 |
| -6.03727343901599 |
| -0.751139942333495 |
| 4.31729075726177 |
| -3.65731500999865 |
| -2.77614207585144 |
| 10.8465937402236 |
| 7.81033656713679 |
