| ARIMA Parameter Estimation and Backward Selection | ||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | sar1 | sar2 |
| Estimates ( 1 ) | -0.5519 | -0.418 | -0.3442 | -0.2545 | -0.2268 | -0.1716 | -0.0363 | -0.0065 |
| (p-val) | (0 ) | (0 ) | (0 ) | (1e-04 ) | (2e-04 ) | (0.0014 ) | (0.5264 ) | (0.9086 ) |
| Estimates ( 2 ) | -0.5519 | -0.4181 | -0.345 | -0.2558 | -0.2274 | -0.1717 | -0.0363 | 0 |
| (p-val) | (0 ) | (0 ) | (0 ) | (0 ) | (2e-04 ) | (0.0013 ) | (0.5265 ) | (NA ) |
| Estimates ( 3 ) | -0.5568 | -0.4282 | -0.3487 | -0.2548 | -0.2293 | -0.1722 | 0 | 0 |
| (p-val) | (0 ) | (0 ) | (0 ) | (0 ) | (1e-04 ) | (0.0013 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 14 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 15 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0142099112260518 |
| 1.45662919340484 |
| 0.0549454709361954 |
| 0.305451992149301 |
| -0.0385498884261826 |
| 0.619444241421254 |
| 0.362835171317353 |
| -0.597277098518839 |
| 0.571656268481914 |
| -0.88340821946877 |
| 1.18446363102462 |
| -0.74643789446984 |
| -0.290892139988447 |
| -0.638147792443426 |
| -0.507560588718912 |
| 0.00148365633295768 |
| 0.626244231578155 |
| -0.627500231561204 |
| 0.628428284087935 |
| 1.11695671989965 |
| -0.566178853501436 |
| -0.745787599136337 |
| 0.38258644992716 |
| 1.65475300202469 |
| -0.0646089970609829 |
| 0.205372727152614 |
| -0.880412156009596 |
| -0.431958367622585 |
| 1.57978134726468 |
| 0.146942072175058 |
| 1.09497987703833 |
| 0.111364604110211 |
| -0.727561086953989 |
| 1.49479102975569 |
| -1.73510693287764 |
| -0.339556144770455 |
| -0.571429551848466 |
| 0.140690088391921 |
| -0.781742963095397 |
| 0.429220961534449 |
| -0.744876612330822 |
| 0.174496251471902 |
| 0.0938023239511043 |
| 1.04425225697338 |
| -0.428848371281283 |
| -0.265393263299639 |
| -0.430631994761093 |
| 0.0205642714110930 |
| -0.605154166023574 |
| -0.167790166508635 |
| -0.198027817839316 |
| -0.128344714630055 |
| 0.269967178475843 |
| -0.352767154043823 |
| -0.448502043629663 |
| -0.196965792758897 |
| 0.395360647037712 |
| -0.0679511180743244 |
| 0.142271867693092 |
| 0.397038575534184 |
| -0.87308292157276 |
| 0.982936083934549 |
| -0.393674879190021 |
| 0.145426987914032 |
| 0.347255212189387 |
| 0.767336605226014 |
| 0.0684591832251762 |
| -0.275525407562263 |
| 0.236883832209619 |
| -0.35695158509688 |
| -0.285292552101499 |
| -0.068685432652897 |
| 0.0109960973942602 |
| 0.20255389824125 |
| 0.0395365083471937 |
| -0.266398676583682 |
| -0.00986257891488052 |
| 0.217611346010337 |
| 1.11734361448142 |
| 1.82970672005273 |
| -0.604820119694633 |
| 0.89126657877144 |
| 1.56260317119627 |
| -0.259390895059223 |
| 0.0782356125421053 |
| 0.92588856399961 |
| -0.323584257534652 |
| 0.416228028615993 |
| -1.11444888977024 |
| 0.366308803669227 |
| -0.0547255168589658 |
| 0.72309468034889 |
| 0.568377384732109 |
| -0.755767802390395 |
| -1.61897546340017 |
| -0.674149282546061 |
| 0.0595208477524363 |
| -0.182682026905024 |
| -1.29289333588423 |
| -0.381174523638853 |
| -0.618205158160961 |
| -0.711267833138693 |
| 0.286902007969170 |
| 1.42854682413420 |
| -0.255958148637330 |
| 0.826519315846804 |
| -0.467431248652836 |
| 0.675612720959432 |
| 1.40841727729704 |
| -0.742158941877193 |
| -0.936212882380117 |
| 0.565962260133638 |
| 0.0100782356669598 |
| 0.241489027218684 |
| 0.442625659739754 |
| 0.319616097919415 |
| 1.04674293813598 |
| 0.365351435786561 |
| -0.422805652659747 |
| -0.225928682073715 |
| -0.018655582811526 |
| 0.810088095681756 |
| 0.65061889300992 |
| -0.485300750413167 |
| -0.101666170573100 |
| -0.94975405094619 |
| 0.585521153157082 |
| -0.038580445114178 |
| -0.0668524697344139 |
| -0.939872093571235 |
| 0.224469254502331 |
| -1.2136587204608 |
| -0.541369220975032 |
| -0.760135657785737 |
| 0.280173237383938 |
| 0.087437631379963 |
| -0.083037984626845 |
| 0.101184418225118 |
| 0.349177919253581 |
| -0.86713044667764 |
| -0.243665960823975 |
| 0.0768044059021395 |
| -0.199461995148498 |
| 1.1510660029756 |
| -0.711370429294902 |
| -0.399503426447756 |
| -1.15271757979356 |
| -0.103386636967610 |
| -0.364185503133974 |
| -0.531949463885143 |
| 0.597019194323645 |
| -0.408397928323485 |
| 1.30503381544312 |
| 0.249337878432737 |
| -1.31660555502013 |
| 0.423006667095416 |
| 0.56523287364842 |
| 0.317810582474356 |
| 0.129667233393356 |
| -0.670231930860544 |
| -0.427349585980584 |
| -0.126668971207293 |
| 0.0645716528633038 |
| 0.754861158964399 |
| -0.0744843213016715 |
| -0.970169179582745 |
| -0.097148662682427 |
| -0.79316677998617 |
| 0.309903238026441 |
| 0.620725104613092 |
| -0.352388908192506 |
| 0.621805031185897 |
| 0.373903126765889 |
| 0.886227474935607 |
| -0.441905159769711 |
| -0.182576503539016 |
| -0.3018401241278 |
| -0.0414124299709684 |
| -0.109078252592131 |
| 0.125413907022983 |
| -0.176032106743673 |
| -0.737556223029223 |
| 0.526069719235146 |
| 0.386949515614649 |
| 0.419305690329878 |
| 1.15242440889045 |
| -0.416867426597609 |
| 0.000782056903815942 |
| -0.248084137629236 |
| -0.319044594030107 |
| 0.0679913551372806 |
| -0.0363961714892529 |
| 0.0273979431503033 |
| -0.536184133022285 |
| -0.107092556635083 |
| -0.810720956855311 |
| 0.465735992369325 |
| 0.531428933022116 |
| 0.658509073903685 |
| 0.0315873645101519 |
| -0.483351688361417 |
| -0.39721132704293 |
| -0.490510118190404 |
| 0.126236251058343 |
| -0.296560774402955 |
| -0.591294937774732 |
| -0.404235815485062 |
| 0.207031871456602 |
| 0.221302284514898 |
| -0.494308326587957 |
| -0.51388414052021 |
| 3.00760629452438 |
| -0.909069952010629 |
| 0.129051703824141 |
| -0.3988317373089 |
| -0.111135375382517 |
| -0.42994789156581 |
| -0.167043758560066 |
| 0.125051367243572 |
| -0.149260964749358 |
| -0.0822274299187455 |
| 0.139709694578817 |
| 0.441246255475932 |
| 0.171784960255334 |
| -0.826985232585946 |
| 0.258743431447034 |
| -0.339708763841966 |
| -0.188731112646762 |
| -0.188271091319251 |
| -0.124557070821972 |
| -0.440597286282822 |
| -0.166482827757163 |
| 1.05687044106353 |
| 0.150182484123846 |
| 0.180940599805682 |
| 0.372350184336375 |
| -0.548139973977158 |
| -0.856425928749944 |
| 0.40540971919998 |
| 0.209814594170282 |
| -0.456112260110803 |
| -0.0452442228563825 |
| -0.151953288259698 |
| 0.178260989363217 |
| -0.879274203347522 |
| -0.212165962663839 |
| 0.885627114919615 |
| -0.153913992818392 |
| 1.11060696296985 |
| 0.183317994342801 |
| -0.70775929899796 |
| -0.0654963134232496 |
| 0.886233052745565 |
| 1.06115630139558 |
| -0.992314192215797 |
| 0.204379275309075 |
| -0.106359933841860 |
| -0.515189363006979 |
| -0.908273828082239 |
| 0.272442695239015 |
| -0.241961583618012 |
| 0.177948436672835 |
| -0.368802861592480 |
| 0.526658164585367 |
| 0.362678562889881 |
| -0.945360456499515 |
| 0.479614432420258 |
| 0.433209338306087 |
| 0.148067936022802 |
| -0.251694637529948 |
| -0.298687532059951 |
| -0.0315514751821944 |
| 0.0983558482545135 |
| -0.170686731053081 |
| 1.53323455177714 |
| 1.38322141127775 |
| 1.05922514645445 |
| 1.12044449707656 |
| -0.205863629779611 |
| -1.67019302565693 |
| -1.21834026093059 |
| -0.276519513007923 |
| -0.291123802076806 |
| -0.534545244224358 |
| 0.430172130232451 |
| -0.282324413938364 |
| 0.318037739743318 |
| 1.99145770431360 |
| 0.984884625322998 |
| 0.145365693825159 |
| -0.323742664973913 |
| -1.11394686264056 |
| -0.409805822240953 |
| -1.42037107035988 |
| 0.650787516034885 |
| 1.15240061665617 |
| 0.376035927924946 |
| -0.127104482633328 |
| 0.478561727469184 |
| -0.0123327123823316 |
| 0.391063424165747 |
| 0.362139407662147 |
| 0.68698499825025 |
| -1.33474984126222 |
| 1.35446008602965 |
| -0.861587265721173 |
| -0.889799767804652 |
| 0.207878014053591 |
| 0.675408548277423 |
| 0.096001845185068 |
| -0.421952848617103 |
| -0.102677289726666 |
| 0.930953323745204 |
| 0.342601507426554 |
| -1.59878599178657 |
| 0.873414346823663 |
| 0.406230039896247 |
| 0.250067721430437 |
| 0.866788871176166 |
| 0.102202543932997 |
| 0.113447890060431 |
| 1.11861665151799 |
| -0.0818197163970353 |
| 0.157194646469296 |
| -0.330426349085553 |
| -1.63533820241326 |
| 0.0112378058562843 |
| 0.0905814768190147 |
| -0.484636111511222 |
| -0.643102021490799 |
| 1.04118861448030 |
| 0.0749076368860315 |
| 1.15305535060866 |
| -0.0946556423307925 |
| -0.383286988623237 |
| 0.524430809308019 |
| -0.161765360342315 |
| 0.0404001415027935 |
| -1.10889339881089 |
| -0.518878707305532 |
| -0.36776933704337 |
| 0.00845804721425836 |
| -0.8789088559798 |
| -1.12624148737934 |
| 0.0735640625709149 |
| 0.807178867953734 |
| -0.418030000622391 |
| 0.0773663543825958 |
| -0.00815352625159527 |
| 1.72691268593552 |
| -0.214898269516809 |
| -0.291581333282695 |
