| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.1165 | 0.009 | 0.1193 | -0.2596 | -0.124 | 0.0797 | 0.1344 | -0.0388 | -0.0457 | 0.0312 | 0.0971 |
| (p-val) | (0.0281 ) | (0.866 ) | (0.0257 ) | (0 ) | (0.0248 ) | (0.1494 ) | (0.0151 ) | (0.4694 ) | (0.3916 ) | (0.5578 ) | (0.0685 ) |
| Estimates ( 2 ) | 0.1175 | 0 | 0.1203 | -0.2596 | -0.1227 | 0.0776 | 0.1333 | -0.0383 | -0.0446 | 0.031 | 0.0968 |
| (p-val) | (0.0259 ) | (NA ) | (0.0237 ) | (0 ) | (0.0249 ) | (0.1494 ) | (0.0153 ) | (0.4744 ) | (0.3995 ) | (0.5601 ) | (0.0692 ) |
| Estimates ( 3 ) | 0.1162 | 0 | 0.1239 | -0.2578 | -0.1266 | 0.0702 | 0.1378 | -0.0381 | -0.0412 | 0 | 0.1003 |
| (p-val) | (0.0275 ) | (NA ) | (0.0191 ) | (0 ) | (0.0198 ) | (0.1797 ) | (0.0114 ) | (0.4767 ) | (0.433 ) | (NA ) | (0.0583 ) |
| Estimates ( 4 ) | 0.1118 | 0 | 0.1279 | -0.2486 | -0.1321 | 0.0701 | 0.1331 | 0 | -0.0456 | 0 | 0.0964 |
| (p-val) | (0.0328 ) | (NA ) | (0.015 ) | (0 ) | (0.0141 ) | (0.1805 ) | (0.0138 ) | (NA ) | (0.3829 ) | (NA ) | (0.0674 ) |
| Estimates ( 5 ) | 0.1121 | 0 | 0.1249 | -0.242 | -0.1217 | 0.0658 | 0.1319 | 0 | 0 | 0 | 0.0945 |
| (p-val) | (0.0325 ) | (NA ) | (0.0175 ) | (0 ) | (0.0206 ) | (0.2071 ) | (0.0148 ) | (NA ) | (NA ) | (NA ) | (0.0732 ) |
| Estimates ( 6 ) | 0.1031 | 0 | 0.1316 | -0.243 | -0.1152 | 0 | 0.1397 | 0 | 0 | 0 | 0.0861 |
| (p-val) | (0.0476 ) | (NA ) | (0.0121 ) | (0 ) | (0.0278 ) | (NA ) | (0.0095 ) | (NA ) | (NA ) | (NA ) | (0.1003 ) |
| Estimates ( 7 ) | 0.1095 | 0 | 0.128 | -0.2355 | -0.1098 | 0 | 0.1175 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0355 ) | (NA ) | (0.015 ) | (0 ) | (0.0364 ) | (NA ) | (0.0247 ) | (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 |
| 0.087089951178263 |
| -0.16056063200993 |
| 0.65472436731663 |
| 2.90084569867987 |
| -0.341298746264285 |
| -0.406485207148316 |
| -0.899122492318173 |
| 0.240067885807388 |
| -0.0297880179362008 |
| -0.56840282900554 |
| -1.20898146750749 |
| -0.364051463308625 |
| -0.44655428725555 |
| -0.395401345209805 |
| -0.722532104312947 |
| -0.318186383917407 |
| -0.249814630224819 |
| -0.221021055587258 |
| -0.695056402209246 |
| -1.01244631731434 |
| -0.735227139625025 |
| -0.57543590733853 |
| -0.632003124129511 |
| -1.70399518381157 |
| -9.3859592244791 |
| 0.20797885926396 |
| 1.49954275291384 |
| 4.66763935386928 |
| -0.79241984121542 |
| 0.539573753785746 |
| 3.61776867242766 |
| 3.34836959027234 |
| 1.91457937408893 |
| 0.709411135980318 |
| 0.618211134652014 |
| 0.177780525163598 |
| -0.364246538892999 |
| 2.54705742702977 |
| -1.71985656926445 |
| -1.55963404132278 |
| -1.53078818014305 |
| -0.390080399359405 |
| -0.595515940735709 |
| -1.36419956110240 |
| -1.67589241021609 |
| 2.87210443871724 |
| -0.648647934642995 |
| -1.01175658485988 |
| -1.60664577610001 |
| 0.194003109608587 |
| -0.102549483813306 |
| -0.841392086734814 |
| -1.38360061467087 |
| -0.939926123038646 |
| -0.788198100005644 |
| 3.90471970231974 |
| 1.69116507845567 |
| -1.11948864333182 |
| -1.71240743323033 |
| -0.158903692019337 |
| 4.79416726382297 |
| 0.0385139954152862 |
| -1.73581859595836 |
| -2.0808863836954 |
| 0.125290679599047 |
| -0.260055714351083 |
| -1.12120824799749 |
| 5.10248089896335 |
| -2.39944618707625 |
| -1.43339933241714 |
| -1.98320877869011 |
| 0.264559228013994 |
| -0.675977529990661 |
| 1.6452241821693 |
| -1.58255226525802 |
| -1.30261796780994 |
| -1.61996171596887 |
| -0.816689446475195 |
| 2.7098611503352 |
| 0.399863436838274 |
| -0.815113660202769 |
| -2.12860775849271 |
| 0.513622125456948 |
| -0.60563650256168 |
| -0.566533450780625 |
| -0.620147055615888 |
| -0.350092877838534 |
| -0.7079464218195 |
| -1.57911080672109 |
| 1.40514921285815 |
| 0.54088278088193 |
| -1.30037539266677 |
| -1.14102096186676 |
| 1.03200469171310 |
| -0.815644632989034 |
| -1.47134549757345 |
| 0.95414587685653 |
| -3.09451987866552 |
| -2.23914050097090 |
| 1.4337448088689 |
| -1.86232029242379 |
| -1.56041001616737 |
| 1.09193810656285 |
| -1.83935216440202 |
| 3.77582213894024 |
| -0.72468986926171 |
| 6.00192856007124 |
| 8.52673106088162 |
| 14.7822000827371 |
| -0.479154796872976 |
| 1.06138558590257 |
| -0.377242279575796 |
| 3.14458023675627 |
| -0.420136537942341 |
| -2.28074216065978 |
| -3.25460476340504 |
| 0.671699825421456 |
| -2.84348703815012 |
| -2.54950810212806 |
| -2.92927515405604 |
| -0.933904559288024 |
| -1.23174630474344 |
| -1.45192669778706 |
| -1.47637951881194 |
| -1.13811744182314 |
| -0.985699863477066 |
| -0.970137712781096 |
| 1.41230740892510 |
| 1.53885508574609 |
| -1.11650562265953 |
| -0.0578967374101467 |
| 2.24749654552572 |
| -0.90806037323901 |
| 1.19913981712175 |
| -1.17908886642959 |
| -1.00561868117754 |
| -1.37045154921073 |
| -1.1244830430185 |
| -1.57559842288883 |
| 1.33321917561342 |
| 3.79812237080988 |
| -2.12004225595624 |
| -0.421918566810533 |
| -3.09145219343087 |
| 0.95089571051163 |
| 6.95757825391034 |
| -2.15319909955845 |
| -0.0942918014567056 |
| -1.70612010569937 |
| 0.361763142674121 |
| -0.864295923221619 |
| -0.384636371777489 |
| -0.068032711514121 |
| -1.67410075041998 |
| -1.93638813065726 |
| -1.80458713658001 |
| 2.11440471897235 |
| 2.25100973929102 |
| -2.31184644626659 |
| -2.36098093807061 |
| -0.982992643725325 |
| 0.0165787014193199 |
| 6.78260048297149 |
| -2.17858306324875 |
| -1.84262226218515 |
| -2.32169232035619 |
| 0.716861915654093 |
| -0.269404630298922 |
| 1.13752822029271 |
| 2.44302534086935 |
| -1.61534506267856 |
| -1.30524699683805 |
| -0.965931845685432 |
| -0.233728097196973 |
| -0.855643252518206 |
| 1.60332815111819 |
| -1.42476462559259 |
| -1.14967839042698 |
| -0.340221302624215 |
| -3.37425065671503 |
| -1.40147041953587 |
| -0.537756600997753 |
| -0.380937873560889 |
| -1.08106894421541 |
| -4.25217617581702 |
| -3.11838591796523 |
| 0.0108651550173988 |
| 0.0748041341849088 |
| -0.839297372263673 |
| -1.59172454665470 |
| -0.474664691593702 |
| 0.133000992584769 |
| -0.0177819124386716 |
| 2.66013981382456 |
| 0.0732479033969753 |
| -0.443694561457399 |
| -0.574044316074499 |
| 7.01619723240277 |
| -0.611926824330965 |
| -0.447428829445798 |
| -1.57209707127571 |
| 0.783769699090357 |
| 0.416368255726006 |
| 6.84858566794285 |
| 17.8104012087569 |
| -3.30891133372317 |
| -1.68885960044670 |
| 0.153461502218761 |
| 3.90577731050416 |
| 21.9354479131708 |
| 10.8054605448171 |
| -1.26923574220493 |
| -3.08682145239919 |
| -1.14788524578719 |
| 3.0917698492441 |
| 0.0953933308215937 |
| -3.85243302543213 |
| -3.24017059853691 |
| 1.83271755778534 |
| -3.71628518935132 |
| -3.23631054987965 |
| -5.23371914739759 |
| -0.100821679203136 |
| -2.99893082515743 |
| 0.531131947164539 |
| -1.27769206634650 |
| -6.1023479731401 |
| 2.72832697567954 |
| -0.472984170077325 |
| -2.12702429005601 |
| -0.087600607172817 |
| -1.12139044332569 |
| 3.72443574575718 |
| 15.6549219627905 |
| 0.215636692698610 |
| 1.83294229991910 |
| -1.35753084182663 |
| -3.43161759682692 |
| -2.11667333931132 |
| 19.9791338283936 |
| 41.3028724332517 |
| -16.0550997683678 |
| 20.7202435939584 |
| -4.41898549829119 |
| -25.3603483108575 |
| -2.72578394791151 |
| -2.22024220793791 |
| -3.36366959109208 |
| -10.9685693418443 |
| -0.637714106998288 |
| -3.81637626756896 |
| 7.44798380480857 |
| -16.8295339129839 |
| 3.04408035267757 |
| -10.9957561990567 |
| 7.34987169622268 |
| -2.372938544457 |
| -0.699758326541485 |
| -11.1720303148636 |
| -0.0762605879077682 |
| 4.95104682724275 |
| 3.06753668014997 |
| -3.68841752262861 |
| -3.70869983108818 |
| 2.48529570808959 |
| 1.61386845118902 |
| -0.902264207522549 |
| -1.61741020473552 |
| -5.8774113039061 |
| -1.04949274191314 |
| -3.96396465130962 |
| 0.383984326858894 |
| 7.84867252734745 |
| 10.8969130041680 |
| -11.5784621035774 |
| -5.05801227052174 |
| 2.63347307329056 |
| 1.65213573572898 |
| -0.889806246195064 |
| -8.43824425028524 |
| -1.02634199080637 |
| -3.03945784872479 |
| 0.234054278265290 |
| -1.08712804671313 |
| 0.547854730789581 |
| -1.59351151510593 |
| -2.71591645641783 |
| -6.04642894530789 |
| 2.42952016876704 |
| 3.60400070918035 |
| 3.75459330244062 |
| -13.160978423067 |
| 0.163907282488857 |
| 1.47378823545439 |
| 4.34497810803262 |
| -8.18319505763442 |
| 1.87308221003819 |
| -1.51711298220965 |
| 5.32215951173128 |
| -3.36667478482987 |
| 5.13289503386663 |
| 1.91305648424009 |
| -3.91586384512415 |
| -3.15396605649749 |
| -5.8837204475756 |
| 0.620289204852284 |
| 5.58091389966621 |
| -1.94385844219386 |
| 1.27592201254492 |
| -8.78773466574533 |
| 6.55050712586622 |
| -1.11129112785014 |
| -1.33060260519708 |
| 0.784368420031491 |
| 1.85049405204965 |
| -2.88518443427818 |
| 4.2044158430803 |
| -4.33528559318051 |
| 2.08252396574047 |
| -2.28111996902844 |
| 2.16292211450447 |
| 0.514926575364612 |
| 6.76023394084353 |
| -1.00515922235788 |
| 2.42270053711403 |
| -2.85482096810852 |
| 3.93869012597841 |
| 5.28586676671141 |
| -8.06180225443062 |
| 0.492421745973409 |
| 6.20094200521012 |
| 0.350733011268510 |
| 6.9310405311214 |
| 6.38574460673757 |
| 0.91288248119497 |
| 13.9954169390682 |
| 13.1734462913602 |
| -6.78891913709002 |
| -2.92167317646000 |
| -5.39687115842757 |
| -4.58755814148962 |
| 0.433920175705310 |
| -7.22266914526794 |
| 6.89925458443868 |
| -0.200567598675946 |
| -0.500152627104939 |
| 12.6324322029886 |
| -9.48813901918928 |
| -2.40007602694521 |
| 1.14223097930405 |
| 0.600853072399346 |
| -6.03894776894127 |
| -0.752575214564288 |
| 4.3172380481182 |
| -3.65725191146832 |
| -2.77782122739066 |
| 10.8461195440029 |
| 7.81147178308282 |
