| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | -0.3627 | -0.346 | -0.3918 | -0.3335 | -0.3115 | -0.3431 | -0.3749 | -0.3103 | -0.2306 | -0.3801 | -0.3864 |
| (p-val) | (0.0047 ) | (0.0086 ) | (0.0046 ) | (0.0142 ) | (0.0192 ) | (0.0089 ) | (0.0044 ) | (0.0202 ) | (0.0929 ) | (0.0054 ) | (0.0081 ) |
| Estimates ( 2 ) | -0.3137 | -0.2564 | -0.3291 | -0.2594 | -0.2633 | -0.294 | -0.3052 | -0.2517 | 0 | -0.325 | -0.3145 |
| (p-val) | (0.0139 ) | (0.0344 ) | (0.015 ) | (0.0485 ) | (0.0463 ) | (0.023 ) | (0.0153 ) | (0.0532 ) | (NA ) | (0.0166 ) | (0.0262 ) |
| Estimates ( 3 ) | -0.2532 | -0.2095 | -0.2477 | -0.2189 | -0.2053 | -0.233 | -0.2612 | 0 | 0 | -0.2598 | -0.2664 |
| (p-val) | (0.0486 ) | (0.0877 ) | (0.0583 ) | (0.0969 ) | (0.1204 ) | (0.0706 ) | (0.0406 ) | (NA ) | (NA ) | (0.0528 ) | (0.061 ) |
| Estimates ( 4 ) | -0.2247 | -0.1824 | -0.2103 | -0.1843 | 0 | -0.1915 | -0.2246 | 0 | 0 | -0.2255 | -0.2314 |
| (p-val) | (0.0817 ) | (0.1405 ) | (0.1136 ) | (0.1687 ) | (NA ) | (0.1344 ) | (0.0779 ) | (NA ) | (NA ) | (0.0967 ) | (0.1058 ) |
| Estimates ( 5 ) | -0.1965 | -0.1558 | -0.1766 | 0 | 0 | -0.1541 | -0.1914 | 0 | 0 | -0.2047 | -0.1821 |
| (p-val) | (0.1306 ) | (0.2054 ) | (0.1833 ) | (NA ) | (NA ) | (0.2239 ) | (0.1321 ) | (NA ) | (NA ) | (0.133 ) | (0.1966 ) |
| Estimates ( 6 ) | -0.176 | -0.1655 | -0.1693 | 0 | 0 | 0 | -0.1877 | 0 | 0 | -0.2077 | -0.1693 |
| (p-val) | (0.1746 ) | (0.1953 ) | (0.2089 ) | (NA ) | (NA ) | (NA ) | (0.1505 ) | (NA ) | (NA ) | (0.1401 ) | (0.2461 ) |
| Estimates ( 7 ) | -0.1555 | -0.1786 | -0.1527 | 0 | 0 | 0 | -0.1846 | 0 | 0 | -0.2075 | 0 |
| (p-val) | (0.2319 ) | (0.1748 ) | (0.2632 ) | (NA ) | (NA ) | (NA ) | (0.1684 ) | (NA ) | (NA ) | (0.1472 ) | (NA ) |
| Estimates ( 8 ) | -0.1603 | -0.1977 | 0 | 0 | 0 | 0 | -0.2088 | 0 | 0 | -0.2179 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) | (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 |
| 1.90099890082904 |
| -470.536736521996 |
| 169.952254125802 |
| -50.8697805113064 |
| 87.3817556338614 |
| 99.7542584884718 |
| -370.613121454934 |
| 132.217130293058 |
| -129.588315787921 |
| 535.527803517288 |
| 59.6754568349119 |
| 105.949953467378 |
| 10.2289520158924 |
| -108.572911866976 |
| 99.842193887469 |
| -49.010155867416 |
| -380.827192429491 |
| 59.7118438799666 |
| -328.883109931963 |
| 111.766777705514 |
| -95.6671900495835 |
| 318.370087589409 |
| 152.977853479441 |
| 272.051540183165 |
| 181.488319767768 |
| -153.598479729149 |
| 259.309058271962 |
| -139.273952301765 |
| -568.1113243516 |
| 70.6462328705531 |
| -11.5426480664216 |
| 14.8544797583666 |
| -128.723234629664 |
| 436.710406168610 |
| 140.751750651660 |
| 239.08112679491 |
| 343.551999107138 |
| -122.566486642501 |
| 360.28528301222 |
| -215.856441800798 |
| 30.9887057414176 |
| -104.232469729268 |
| -397.316024017756 |
| -181.401374696476 |
| -7.4004414362962 |
| 169.729999220983 |
| 196.804811481880 |
| 262.119409951137 |
| -350.993259911104 |
| -685.975150096504 |
| 419.218916157638 |
| 58.9324034382391 |
| -50.8730260455031 |
| 57.6985422468902 |
| 114.629460463879 |
| -144.935244809177 |
| -143.616014726983 |
| -381.583790447966 |
| 255.832104976143 |
| 126.211325208837 |
