| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.2088 | -0.2216 | -0.3608 | -0.2604 | -0.0663 | 0.1009 | -0.0334 | -0.086 | -0.0524 | -0.0276 | 0.0174 |
| (p-val) | (0.1206 ) | (0.1066 ) | (0.0107 ) | (0.0763 ) | (0.6561 ) | (0.5745 ) | (0.8524 ) | (0.6247 ) | (0.7532 ) | (0.8665 ) | (0.9153 ) |
| Estimates ( 2 ) | 0.2087 | -0.2222 | -0.362 | -0.2606 | -0.0651 | 0.1015 | -0.0379 | -0.0903 | -0.0555 | -0.0248 | 0 |
| (p-val) | (0.1207 ) | (0.1051 ) | (0.0102 ) | (0.0759 ) | (0.6607 ) | (0.572 ) | (0.8276 ) | (0.5971 ) | (0.7356 ) | (0.8782 ) | (NA ) |
| Estimates ( 3 ) | 0.21 | -0.2206 | -0.3621 | -0.2624 | -0.0649 | 0.1087 | -0.0321 | -0.086 | -0.0596 | 0 | 0 |
| (p-val) | (0.1175 ) | (0.1066 ) | (0.0101 ) | (0.0729 ) | (0.6612 ) | (0.5311 ) | (0.8504 ) | (0.61 ) | (0.7139 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | 0.2073 | -0.2204 | -0.3563 | -0.2563 | -0.0594 | 0.1042 | 0 | -0.0907 | -0.0534 | 0 | 0 |
| (p-val) | (0.1204 ) | (0.1067 ) | (0.0094 ) | (0.0723 ) | (0.6822 ) | (0.5435 ) | (NA ) | (0.586 ) | (0.7368 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.2133 | -0.2218 | -0.3642 | -0.2586 | -0.0486 | 0.1198 | 0 | -0.0977 | 0 | 0 | 0 |
| (p-val) | (0.1074 ) | (0.1049 ) | (0.0071 ) | (0.0703 ) | (0.7322 ) | (0.4731 ) | (NA ) | (0.5568 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.225 | -0.2098 | -0.3555 | -0.2636 | 0 | 0.1109 | 0 | -0.0825 | 0 | 0 | 0 |
| (p-val) | (0.0795 ) | (0.1126 ) | (0.0074 ) | (0.0637 ) | (NA ) | (0.5021 ) | (NA ) | (0.607 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.2187 | -0.2244 | -0.3586 | -0.2406 | 0 | 0.1293 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0872 ) | (0.0826 ) | (0.007 ) | (0.0729 ) | (NA ) | (0.4247 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0.2205 | -0.2628 | -0.399 | -0.2636 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0861 ) | (0.0308 ) | (0.0015 ) | (0.0473 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0 | -0.1914 | -0.4548 | -0.373 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0988 ) | (3e-04 ) | (0.0022 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0 | 0 | -0.5511 | -0.2879 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0 ) | (0.0093 ) | (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 |
| 0.00889999121449168 |
| -0.0711733959123314 |
| -0.34993623499215 |
| -0.50894191632978 |
| -0.245771573503426 |
| -0.217789679655084 |
| 0.792259567332092 |
| 0.103455765984263 |
| 0.246974757714112 |
| 0.207010444966098 |
| 0.249557491542422 |
| 0.171667498383082 |
| -0.168566996351375 |
| -0.332049684849597 |
| -0.202729515801201 |
| -0.152605058305385 |
| 0.00093846968147382 |
| -0.265592303077282 |
| 0.507123751466938 |
| -0.0956424598274843 |
| 0.00569170681851539 |
| 0.0629119850260818 |
| 0.206556785513545 |
| 0.0990248348253022 |
| 0.0899015552589706 |
| -0.100938469681473 |
| -0.053543527986859 |
| 0.0282591106304739 |
| -0.144542837156969 |
| -0.364617137902586 |
| 0.0789505340796861 |
| -0.285666603822898 |
| -0.172765252294222 |
| -0.14006270824801 |
| -0.0708883129312721 |
| -0.0564323280177268 |
| 0.0353828620974141 |
| -0.0827778037920295 |
| -0.118160665889444 |
| 0.145481306838445 |
| -0.281839334110556 |
| -0.526345475774303 |
| 0.250777316692434 |
| -0.394826578882455 |
| -0.581888531860554 |
| -0.0883102263808793 |
| -0.0364806160085562 |
| -0.0110369144225047 |
| -0.0118894908607574 |
| -0.161728337871717 |
| -0.189901555258970 |
| -0.318197361382667 |
| -0.411073609915728 |
| 0.112419761320930 |
| 0.848777788593042 |
| -0.0090865840731107 |
| -0.100334290737283 |
| 0.133233332003959 |
| 0.161977252863352 |
| 0.0778527801685458 |
