| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.4298 | 0.0056 | -0.4709 | -0.0489 | 0.0635 | 0.1637 | -0.0525 | 0.1526 | 0.0078 | 0.0274 | 0.0246 |
| (p-val) | (0.0018 ) | (0.9689 ) | (0.0021 ) | (0.7575 ) | (0.6902 ) | (0.3253 ) | (0.7518 ) | (0.3739 ) | (0.9624 ) | (0.8682 ) | (0.8735 ) |
| Estimates ( 2 ) | 0.4317 | 0 | -0.4688 | -0.0479 | 0.0614 | 0.1633 | -0.0529 | 0.1535 | 0.0074 | 0.0281 | 0.0245 |
| (p-val) | (8e-04 ) | (NA ) | (0.001 ) | (0.7595 ) | (0.6838 ) | (0.3252 ) | (0.7499 ) | (0.3665 ) | (0.9645 ) | (0.8637 ) | (0.8739 ) |
| Estimates ( 3 ) | 0.4322 | 0 | -0.4682 | -0.0477 | 0.0606 | 0.1618 | -0.052 | 0.1562 | 0 | 0.0306 | 0.0247 |
| (p-val) | (7e-04 ) | (NA ) | (9e-04 ) | (0.7602 ) | (0.6853 ) | (0.3188 ) | (0.7519 ) | (0.3253 ) | (NA ) | (0.842 ) | (0.8725 ) |
| Estimates ( 4 ) | 0.4335 | 0 | -0.4645 | -0.0492 | 0.0641 | 0.1637 | -0.0542 | 0.1482 | 0 | 0.0416 | 0 |
| (p-val) | (7e-04 ) | (NA ) | (8e-04 ) | (0.7527 ) | (0.6639 ) | (0.311 ) | (0.7407 ) | (0.3255 ) | (NA ) | (0.7624 ) | (NA ) |
| Estimates ( 5 ) | 0.4373 | 0 | -0.4617 | -0.042 | 0.0643 | 0.1537 | -0.0668 | 0.1564 | 0 | 0 | 0 |
| (p-val) | (6e-04 ) | (NA ) | (9e-04 ) | (0.7858 ) | (0.6644 ) | (0.3313 ) | (0.6735 ) | (0.2923 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.4486 | 0 | -0.4792 | 0 | 0.0517 | 0.1501 | -0.0574 | 0.1597 | 0 | 0 | 0 |
| (p-val) | (2e-04 ) | (NA ) | (1e-04 ) | (NA ) | (0.7129 ) | (0.3401 ) | (0.7098 ) | (0.2799 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.4347 | 0 | -0.4706 | 0 | 0 | 0.1774 | -0.0529 | 0.1395 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (1e-04 ) | (NA ) | (NA ) | (0.2 ) | (0.7289 ) | (0.3073 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0.4259 | 0 | -0.4591 | 0 | 0 | 0.158 | 0 | 0.1208 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (1e-04 ) | (NA ) | (NA ) | (0.2104 ) | (NA ) | (0.3374 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0.4664 | 0 | -0.4791 | 0 | 0 | 0.155 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.2199 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0.4369 | 0 | -0.5478 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (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 |
| 0.00859998967599612 |
| -0.0645436779104612 |
| -0.111788934940383 |
| -0.330570826142536 |
| 0.163691786612686 |
| 0.067410021499996 |
| 0.225577179604077 |
| 0.0356818558314485 |
| -0.0130867166566322 |
| 0.0649656913107002 |
| -0.0163525823720843 |
| 0.108913197000478 |
| -0.236723220850763 |
| -0.0902314706832659 |
| 0.053364100962618 |
| -0.100144148869884 |
| 0.341040889376799 |
| -0.145358557902838 |
| -0.00127734113454281 |
| -0.0196707697119845 |
| 0.083225408809625 |
| -0.0311386489815497 |
| -0.0789077402835865 |
| 0.0634104902277546 |
| 0 |
| 0.0154972500558319 |
| -0.0154972500558319 |
| 0 |
| 0.0999999999999996 |
| -0.246635899037379 |
| -0.206728201925239 |
| 0.0878209372840662 |
| -0.0491905813064655 |
| -0.143739720515772 |
| -0.0634104902277555 |
| -0.0690054998883358 |
| -0.00687235079512405 |
| 0.0621331490932127 |
| 0.052086759828077 |
| 0.105450860790695 |
| -0.193271798074761 |
| -0.289953610734864 |
| -0.00213267345079693 |
| -0.208005543059781 |
| -0.267242513631384 |
| 0.118537577447327 |
| -0.121514268534701 |
| 0.0195266208421003 |
| -0.00431766852603843 |
| -0.0589591106231993 |
| -0.0278204616416513 |
| 0.0143640577911741 |
| -0.211323730399680 |
| 0.235312168637702 |
| 0.275589552943688 |
| -0.00346233620978342 |
| -0.118537577447326 |
| 0.0849247587624555 |
| 0.00459552847444211 |
| 0.150953567563418 |
