| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 |
| Estimates ( 1 ) | 0.4318 | -0.0032 | 0.0618 | 0.1344 | 0.2106 | -0.1712 |
| (p-val) | (0.0013 ) | (0.9816 ) | (0.6513 ) | (0.3196 ) | (0.1244 ) | (0.1747 ) |
| Estimates ( 2 ) | 0.4307 | 0 | 0.0605 | 0.1346 | 0.2106 | -0.1716 |
| (p-val) | (5e-04 ) | (NA ) | (0.628 ) | (0.318 ) | (0.1242 ) | (0.1691 ) |
| Estimates ( 3 ) | 0.44 | 0 | 0 | 0.1626 | 0.2065 | -0.1639 |
| (p-val) | (4e-04 ) | (NA ) | (NA ) | (0.1839 ) | (0.1317 ) | (0.1859 ) |
| Estimates ( 4 ) | 0.4016 | 0 | 0 | 0.1619 | 0.1344 | 0 |
| (p-val) | (8e-04 ) | (NA ) | (NA ) | (0.1928 ) | (0.2913 ) | (NA ) |
| Estimates ( 5 ) | 0.4343 | 0 | 0 | 0.2226 | 0 | 0 |
| (p-val) | (2e-04 ) | (NA ) | (NA ) | (0.0472 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00754999469133033 |
| -4.29219496999923e-06 |
| 0.038434972465728 |
| -0.0176054295226504 |
| -1.71678178936085e-06 |
| -0.0198194882054116 |
| 0.00155735511238295 |
| 0.0146228285658507 |
| 0.00196836722233407 |
| 0.0392213224438009 |
| -0.0133746798382584 |
| 0.116762861167367 |
| -0.0524969517993865 |
| -0.00781857052380452 |
| 0.00462282856585183 |
| 0.0365613506153659 |
| 0.0697735873645575 |
| -0.0441739802771624 |
| -0.00161856941631733 |
| 0.138944290643562 |
| 0.00389273343679797 |
| 0.0290704310565957 |
| -0.0121265311106651 |
| -0.0323101740224168 |
| -0.0347315176249072 |
| -0.0150471910573682 |
| -0.00800729808976186 |
| -0.00670440210590684 |
| 0.00999999999999979 |
| 0.0143656141948494 |
| -0.0109944950525200 |
| 0.0086557071414628 |
| 0.134365614194850 |
| 0.0491971388651677 |
| 0.0331374340057629 |
| -0.0337451005269802 |
| -0.0240042646869725 |
| 0.00337563640099781 |
| -0.0337990423297736 |
| -0.0147701592571305 |
| 0 |
| 0.0135257223347320 |
| -0.015027373628131 |
| -0.00134429285853699 |
| 0 |
| 0.0467628611673661 |
| 0.0372323323387622 |
| -0.0140948983329992 |
| 0.00598418361116693 |
| 0.0378913365295848 |
| 0.00348803726524949 |
| -0.0157475921228709 |
| 0.0130213213363124 |
| -0.0274687727177856 |
| -0.00917992556911962 |
| 0.0230042591495341 |
| -0.0166288808576684 |
| 0.0189299836992411 |
| 0.0133126600808726 |
| -0.0128873410266159 |
