| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | -1.1967 | -0.865 | -0.6786 | -0.6987 | -0.4532 | -0.4547 | -0.5426 | -0.4679 | -0.2587 | -0.1981 | -0.0931 |
| (p-val) | (0 ) | (1e-04 ) | (0.0049 ) | (0.0054 ) | (0.0704 ) | (0.0655 ) | (0.0288 ) | (0.0496 ) | (0.2522 ) | (0.3242 ) | (0.498 ) |
| Estimates ( 2 ) | -1.1842 | -0.8442 | -0.6364 | -0.6452 | -0.4068 | -0.4111 | -0.477 | -0.4056 | -0.1821 | -0.092 | 0 |
| (p-val) | (0 ) | (1e-04 ) | (0.0062 ) | (0.0067 ) | (0.0907 ) | (0.0839 ) | (0.0365 ) | (0.065 ) | (0.3525 ) | (0.4652 ) | (NA ) |
| Estimates ( 3 ) | -1.1766 | -0.8081 | -0.5902 | -0.6094 | -0.3704 | -0.3511 | -0.4191 | -0.3281 | -0.0714 | 0 | 0 |
| (p-val) | (0 ) | (1e-04 ) | (0.0083 ) | (0.0088 ) | (0.1147 ) | (0.1155 ) | (0.0501 ) | (0.0882 ) | (0.5653 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | -1.155 | -0.7768 | -0.5643 | -0.5824 | -0.3238 | -0.3072 | -0.3599 | -0.2428 | 0 | 0 | 0 |
| (p-val) | (0 ) | (1e-04 ) | (0.01 ) | (0.0104 ) | (0.141 ) | (0.1429 ) | (0.0547 ) | (0.0463 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -1.1291 | -0.6965 | -0.4359 | -0.3999 | -0.0658 | 0 | -0.1458 | -0.1618 | 0 | 0 | 0 |
| (p-val) | (0 ) | (4e-04 ) | (0.0299 ) | (0.0342 ) | (0.6206 ) | (NA ) | (0.2163 ) | (0.1409 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -1.1106 | -0.6674 | -0.3919 | -0.3303 | 0 | 0 | -0.1648 | -0.1685 | 0 | 0 | 0 |
| (p-val) | (0 ) | (4e-04 ) | (0.0287 ) | (0.0081 ) | (NA ) | (NA ) | (0.1403 ) | (0.1236 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | -1.0939 | -0.6797 | -0.3764 | -0.2866 | 0 | 0 | 0 | -0.0501 | 0 | 0 | 0 |
| (p-val) | (0 ) | (4e-04 ) | (0.0409 ) | (0.02 ) | (NA ) | (NA ) | (NA ) | (0.5062 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | -1.0939 | -0.676 | -0.3897 | -0.2867 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (5e-04 ) | (0.0342 ) | (0.0206 ) | (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 |
| -0.00404279280804428 |
| 0.0707551447051641 |
| 0.0568270421161605 |
| 0.0879571389943258 |
| -0.139636999932064 |
| -0.143298563600518 |
| -0.133163291886975 |
| 0.168050080684118 |
| 0.166682340951484 |
| 0.0475751680878571 |
| 0.215649186226825 |
| 0.305675448409974 |
| -0.0602528530918654 |
| -0.120026740507001 |
| -0.929417210739815 |
| 1.07212969615461 |
| 0.527093127217813 |
| -0.176388929768551 |
| -0.269299318730646 |
| 0.165802625753154 |
| -0.456546591774336 |
| -0.124806944733176 |
| -0.043585563357579 |
| 0.0908272418832339 |
| -0.0388023975918985 |
| 0.146953612144010 |
| 0.027614136401672 |
| -0.129898982042128 |
| 0.102272433674258 |
| 0.121676957004849 |
| 0.106214075634306 |
| -0.090051053616314 |
| -0.283005372464334 |
| -0.168583852510432 |
| -0.0203101778877013 |
| -0.143153715611697 |
| 0.216760183744353 |
| -0.192063694119306 |
| -0.302360085937480 |
| 0.200187372026777 |
| 0.598317114154321 |
| 0.253364443263147 |
| 0.459607645892089 |
| -0.851451641237123 |
| 0.000700255015982698 |
| 0.0399937377583202 |
| -1.48849502667429 |
| -0.00178441001288388 |
| -0.633840036014273 |
| 0.573121235962454 |
| 0.417460870314367 |
| 0.354459708349183 |
| -0.0632994024609026 |
| 0.199342900892067 |
| -0.106277798917812 |
| 0.226123711964902 |
| 0.211308119786889 |
| -0.062678870175954 |
| -0.0167069425474700 |
| 0.0754438543762826 |
