ARIMA Parameter Estimation and Backward Selection | ||||||||||||
Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 | ma1 |
Estimates ( 1 ) | -0.2413 | 0.234 | 0.0455 | 0.0111 | -0.0452 | -0.0876 | -0.08 | -0.0119 | 0.0404 | -0.0468 | -0.0123 | 0.7147 |
(p-val) | (0.4032 ) | (0.1052 ) | (0.4697 ) | (0.8656 ) | (0.456 ) | (0.1218 ) | (0.2035 ) | (0.8345 ) | (0.478 ) | (0.4191 ) | (0.8403 ) | (0.012 ) |
Estimates ( 2 ) | -0.2144 | 0.2231 | 0.0467 | 0 | -0.0447 | -0.0863 | -0.0772 | -0.0114 | 0.0401 | -0.0488 | -0.0104 | 0.6881 |
(p-val) | (0.4422 ) | (0.1274 ) | (0.47 ) | (NA ) | (0.4693 ) | (0.1217 ) | (0.2088 ) | (0.8401 ) | (0.4771 ) | (0.3848 ) | (0.8609 ) | (0.0127 ) |
Estimates ( 3 ) | -0.1949 | 0.2133 | 0.0491 | 0 | -0.0422 | -0.0865 | -0.0755 | -0.0116 | 0.0386 | -0.0476 | 0 | 0.6689 |
(p-val) | (0.4546 ) | (0.1202 ) | (0.4364 ) | (NA ) | (0.4808 ) | (0.1192 ) | (0.2122 ) | (0.8369 ) | (0.4868 ) | (0.3934 ) | (NA ) | (0.0097 ) |
Estimates ( 4 ) | -0.1906 | 0.2126 | 0.0499 | 0 | -0.0424 | -0.0886 | -0.0732 | 0 | 0.0405 | -0.0497 | 0 | 0.6654 |
(p-val) | (0.4762 ) | (0.1314 ) | (0.4299 ) | (NA ) | (0.4799 ) | (0.1029 ) | (0.2148 ) | (NA ) | (0.4571 ) | (0.363 ) | (NA ) | (0.0124 ) |
Estimates ( 5 ) | -0.0976 | 0.1662 | 0.0554 | 0 | 0 | -0.0861 | -0.0711 | 0 | 0.0406 | -0.052 | 0 | 0.5718 |
(p-val) | (0.7651 ) | (0.3254 ) | (0.4278 ) | (NA ) | (NA ) | (0.1228 ) | (0.2531 ) | (NA ) | (0.4536 ) | (0.3332 ) | (NA ) | (0.0808 ) |
Estimates ( 6 ) | 0 | 0.1192 | 0.0672 | 0 | 0 | -0.0901 | -0.0623 | 0 | 0.0395 | -0.0525 | 0 | 0.4748 |
(p-val) | (NA ) | (0.0403 ) | (0.2154 ) | (NA ) | (NA ) | (0.0924 ) | (0.247 ) | (NA ) | (0.4648 ) | (0.3301 ) | (NA ) | (0 ) |
Estimates ( 7 ) | 0 | 0.1165 | 0.064 | 0 | 0 | -0.0876 | -0.0588 | 0 | 0 | -0.0532 | 0 | 0.4736 |
(p-val) | (NA ) | (0.0446 ) | (0.2368 ) | (NA ) | (NA ) | (0.101 ) | (0.2738 ) | (NA ) | (NA ) | (0.325 ) | (NA ) | (0 ) |
Estimates ( 8 ) | 0 | 0.1162 | 0.0674 | 0 | 0 | -0.0868 | -0.0624 | 0 | 0 | 0 | 0 | 0.4695 |
(p-val) | (NA ) | (0.0451 ) | (0.2124 ) | (NA ) | (NA ) | (0.1047 ) | (0.2448 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
Estimates ( 9 ) | 0 | 0.1181 | 0.0683 | 0 | 0 | -0.0857 | 0 | 0 | 0 | 0 | 0 | 0.4717 |
(p-val) | (NA ) | (0.0425 ) | (0.2083 ) | (NA ) | (NA ) | (0.1111 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
Estimates ( 10 ) | 0 | 0.1251 | 0 | 0 | 0 | -0.0811 | 0 | 0 | 0 | 0 | 0 | 0.4871 |
(p-val) | (NA ) | (0.0299 ) | (NA ) | (NA ) | (NA ) | (0.1308 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
Estimates ( 11 ) | 0 | 0.1293 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4927 |
(p-val) | (NA ) | (0.0254 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 14 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 15 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 16 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 17 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 18 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 19 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 20 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 21 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 22 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 23 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.254999838683822 |
22.4034063881722 |
8.4701074323171 |
31.894502930623 |
17.0058543180899 |
6.28087551649034 |
-10.8039094673003 |
-2.62263025803372 |
-3.08732074312826 |
-0.570881490782272 |
-7.6701227624524 |
0.77680535598645 |
-4.87596938417081 |
-1.17028193030045 |
-1.85660506103892 |
-11.1481772414702 |
-0.585517275052431 |
-7.2434803793213 |
-1.65051352730591 |
-13.3122019643577 |
-1.45126617667233 |
-2.80240153850430 |
1.07785130473110 |
-2.17205439721466 |
-3.56741070868042 |
-3.38318626803071 |
-5.49547261786398 |
-0.667232074666344 |
-0.772314036724595 |
5.39236447822873 |
19.2624427083659 |
16.2972146520851 |
-0.457882360523627 |
1.51155911615894 |
2.05860028682201 |
0.76550784175572 |
-11.0265109227152 |
12.8779159026334 |
-10.9079628092508 |
-0.290119213220805 |
3.36573970636249 |
-3.11415071082718 |
7.20150817113068 |
-5.86578906081195 |
-9.57380444696935 |
-1.27885931688553 |
-11.6388132155096 |
-3.57945622532043 |
0.729435735927098 |
-14.980752555925 |
1.31747434119274 |
-1.46869430851501 |
-2.31581864257026 |
1.72089633275726 |
-4.18059608556459 |
-0.9665442558709 |
-0.449953163341206 |
0.632781177453154 |
-3.6064938254988 |
10.7958163329529 |
-6.9338368007532 |
13.5216695702221 |
-5.33391741209064 |
1.50435646500421 |
-0.629876233706 |
-0.800801548783 |
-2.71848240306821 |
3.77386483467029 |
-2.78616711508323 |
-1.08121702775134 |
-0.157674877335182 |
0.718539152985073 |
1.22740441996893 |
1.04504424390501 |
-0.63522846827874 |
-4.17728861915265 |
1.53665068728617 |
-0.995014990782977 |
-0.627435925031563 |
2.03545341935688 |
-3.01257561365307 |
1.94718755570813 |
1.69434284197428 |
-3.21525671941103 |
5.56040997519983 |
3.18851977292235 |
-4.48191400323822 |
2.57610425597403 |
0.515100796250238 |
2.94558096229918 |
1.15950093499015 |
-1.25654147696349 |
1.43337097165966 |
0.370509058743210 |
-1.33765963330882 |
1.82281717299492 |
-0.555597704297554 |
2.08874896616157 |
-0.511948341439677 |
-0.727844330673975 |
-0.584736154233497 |
0.965993370112187 |
-0.0704353054794069 |
-5.06603498154851 |
1.26246346397073 |
1.07070886962134 |
-1.5362833171356 |
-7.14876704464774 |
23.9439420484999 |
72.7914717269014 |
-17.6918971705818 |
-8.5891741685565 |
-2.35761711878854 |
-1.83359759029469 |
-4.27261810704044 |
-4.21402768369666 |
-14.9797211015118 |
6.73360401438629 |
2.45582896552361 |
-1.84304298549603 |
-3.24470141158173 |
-7.33941423564409 |
-3.22695699853375 |
-6.97782419344247 |
-5.40873915228116 |
2.46173315280021 |
-3.22451560764148 |
-8.60749954301764 |
8.01363456583078 |
2.94781797915419 |
-14.7185093742393 |
3.16299370192672 |
9.81724184195389 |
-4.88065550023703 |
-5.06992856438404 |
10.6509794674907 |
-7.14795500220504 |
0.766934088751498 |
6.87076273974304 |
-7.4346159661805 |
3.21845594584039 |
1.09477855942856 |
2.90818407117234 |
1.57418734019933 |
3.17322681751415 |
6.49282568726522 |
-4.87739795428081 |
8.99646419492336 |
0.880734225273443 |
-0.712088970443403 |
5.86267535378175 |
-7.59190762132255 |
-4.43315475547899 |
-2.54879687527415 |
-10.9560282891908 |
9.5194631922376 |
-4.47749580361278 |
6.11759697508455 |
-10.7216016802248 |
3.53516131060388 |
3.4089329506146 |
2.59039534092682 |
5.61305149138275 |
-5.53257706783666 |
0.93137588898179 |
0.335450114051184 |
-8.20852336914174 |
3.85194058718275 |
0.211633566794831 |
2.32797842254365 |
-8.90016565578867 |
7.05036734698177 |
-7.66019909230266 |
2.02337548209323 |
-6.49015884725702 |
-4.5652941074045 |
-0.837746049486384 |
3.06464984300072 |
-4.75737332816954 |
-2.76336187829207 |
5.56406448621641 |
-0.766597005562119 |
-6.12405917578656 |
0.946240071051989 |
4.7845249664108 |
-5.9820439842797 |
5.36199303695508 |
-5.91165693117716 |
-5.52061790272737 |
-1.47724581306699 |
-8.04042731009855 |
1.49539011284566 |
-0.445903438878560 |
10.2386511115377 |
-4.45328360567277 |
2.05315066276259 |
1.75571580635119 |
0.638204767212585 |
0.628958762455852 |
-4.53300507777479 |
1.40138109794054 |
-7.76045644844183 |
5.96759409104379 |
2.92317900627114 |
3.47266404380682 |
-2.76871210371857 |
-0.733684390724875 |
-0.162734456408373 |
2.30038718186159 |
5.54820872790276 |
71.7654227977641 |
78.1484520873338 |
-49.6726679491638 |
9.15389917762286 |
-0.829346572342558 |
-8.9850151562116 |
11.6020570802357 |
-11.5624611531873 |
-7.34676938907154 |
3.16516855423873 |
-1.40591857213599 |
-0.626006358670679 |
-2.55265479587928 |
2.41332558467235 |
-7.29706431451507 |
-10.0406470679971 |
0.340735842622166 |
-4.79206509544218 |
-14.7874242465644 |
9.47287594631229 |
-6.87087945100888 |
-0.178429267522233 |
-8.1263261904964 |
3.14303539373924 |
-7.71189627160544 |
4.93678392365678 |
-7.70344154698648 |
4.54053748936843 |
-8.27169261693217 |
6.24268553006658 |
-3.44797329733058 |
3.06029846371689 |
17.7346775187677 |
29.4508950224603 |
4.20848406533048 |
25.2660509035952 |
4.94709896929908 |
-2.17047772205177 |
-5.05514305531278 |
-17.4525106815757 |
1.99495379609704 |
-9.76980088058878 |
-6.10591381088182 |
-0.117033642238312 |
7.33659873084531 |
-12.1478062215614 |
-3.65548347978154 |
-7.64543821959438 |
2.13420933085877 |
-7.01036169547251 |
-4.31114437578793 |
-9.3621469531185 |
2.85397675060227 |
-4.27261250437419 |
1.12214398187507 |
-1.33961048507808 |
4.9088344255452 |
-4.25232223694405 |
4.20042370702788 |
-9.6128056066621 |
4.1301836428342 |
-0.342767366871101 |
-2.93124032656181 |
10.1465595762255 |
-18.7691185909218 |
8.42847965233295 |
17.0004863852668 |
5.35923073912198 |
-9.70861110110383 |
-1.16317624585088 |
-5.35900955810126 |
-6.69566427684396 |
6.98961883893617 |
-1.24239248243441 |
-10.4393597504406 |
2.51239061705121 |
-7.74004835950836 |
0.134186007807898 |
2.18202023111269 |
-1.39123011936545 |
-1.5240647777581 |
-7.04852101844205 |
-0.116870804241501 |
6.66875874326183 |
-8.6630748284311 |
-1.67526117252169 |
-0.643264416247575 |
-0.673176250829385 |
-2.36082554704171 |
-5.74648796951993 |
4.95823993160667 |
-0.890439464701444 |
-8.72432895834623 |
15.7432229827826 |
-3.29879650699172 |
-7.76515016208089 |
7.43092463001892 |
-7.42511820805885 |
1.62312777186065 |
-4.14121106251844 |
3.40103032451185 |
-6.0356393959313 |
19.2310288067990 |
-16.705865890582 |
6.95809246184467 |
4.65169806544844 |
-9.39722218789842 |
2.68208681576766 |
2.18757329006354 |
-3.89873335366877 |
1.60935087918381 |
-9.28787902382919 |
-0.626896867657933 |
11.0326054870768 |
-2.99284913224108 |
-3.52972775997557 |
9.09036383336291 |
-7.13972967754802 |
-5.54621737510956 |
-4.31973628379802 |
16.0051754703233 |
-7.0744393217982 |
2.06093187871630 |
-4.59848130639034 |
-4.53463924320499 |
1.77711707185045 |
28.2481348336593 |
-24.6340106110156 |
15.4510581902273 |
16.6619534460031 |
-0.581677780474877 |
6.07734040567448 |
-10.0593879265138 |
17.7273242183554 |
-10.5491652249698 |
5.16029727748156 |
-16.7538030138622 |
3.0659983824068 |
-0.531918045321333 |
-3.6150188158706 |
14.2144622108369 |
-7.09797664272168 |
6.31953131222775 |
-22.5359121363718 |
9.83934627249135 |
1.32644674366634 |
-1.86603184535477 |
-3.18950195650189 |
4.30354824004650 |
-7.70739098213221 |