| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.404 | -0.3142 | -0.1807 | -0.1963 | 0.0283 | 0.0567 | 0.0106 | -0.0782 | 0.0934 | -0.2041 | 0.1843 |
| (p-val) | (0.0037 ) | (0.0335 ) | (0.2282 ) | (0.1995 ) | (0.8584 ) | (0.7431 ) | (0.9515 ) | (0.6442 ) | (0.5834 ) | (0.2058 ) | (0.2038 ) |
| Estimates ( 2 ) | 0.4042 | -0.3136 | -0.183 | -0.1958 | 0.0254 | 0.0614 | 0 | -0.0735 | 0.0898 | -0.2032 | 0.1822 |
| (p-val) | (0.0037 ) | (0.0332 ) | (0.2065 ) | (0.1995 ) | (0.8666 ) | (0.6932 ) | (NA ) | (0.627 ) | (0.5742 ) | (0.2062 ) | (0.1958 ) |
| Estimates ( 3 ) | 0.3994 | -0.3153 | -0.1875 | -0.187 | 0 | 0.0701 | 0 | -0.0758 | 0.0851 | -0.2012 | 0.1841 |
| (p-val) | (0.0033 ) | (0.0318 ) | (0.1878 ) | (0.1919 ) | (NA ) | (0.6325 ) | (NA ) | (0.615 ) | (0.5884 ) | (0.2092 ) | (0.1898 ) |
| Estimates ( 4 ) | 0.4 | -0.3346 | -0.2013 | -0.2018 | 0 | 0 | 0 | -0.0915 | 0.0774 | -0.2206 | 0.1852 |
| (p-val) | (0.0032 ) | (0.018 ) | (0.15 ) | (0.1517 ) | (NA ) | (NA ) | (NA ) | (0.5341 ) | (0.621 ) | (0.1554 ) | (0.1884 ) |
| Estimates ( 5 ) | 0.3926 | -0.3282 | -0.1905 | -0.2003 | 0 | 0 | 0 | -0.06 | 0 | -0.1773 | 0.1641 |
| (p-val) | (0.0037 ) | (0.0206 ) | (0.1694 ) | (0.1564 ) | (NA ) | (NA ) | (NA ) | (0.6514 ) | (NA ) | (0.1682 ) | (0.2217 ) |
| Estimates ( 6 ) | 0.3946 | -0.3399 | -0.1989 | -0.1827 | 0 | 0 | 0 | 0 | 0 | -0.1764 | 0.1851 |
| (p-val) | (0.0036 ) | (0.0151 ) | (0.1486 ) | (0.1779 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1709 ) | (0.1438 ) |
| Estimates ( 7 ) | 0.4445 | -0.293 | -0.2699 | 0 | 0 | 0 | 0 | 0 | 0 | -0.2052 | 0.172 |
| (p-val) | (9e-04 ) | (0.031 ) | (0.0384 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1131 ) | (0.1798 ) |
| Estimates ( 8 ) | 0.417 | -0.3159 | -0.2894 | 0 | 0 | 0 | 0 | 0 | 0 | -0.1374 | 0 |
| (p-val) | (0.0019 ) | (0.0228 ) | (0.03 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2598 ) | (NA ) |
| Estimates ( 9 ) | 0.4426 | -0.314 | -0.3206 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.001 ) | (0.0249 ) | (0.0169 ) | (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 |
| 0.0094999912134103 |
| 0.073520053220248 |
| -0.112398430756280 |
| -0.269065743122200 |
| -0.0226004467682439 |
| 0.0282669289825390 |
| 0.85287197476269 |
| -0.308118789711113 |
| 0.192149909972407 |
| -0.154257008594123 |
| -0.090823714489735 |
| 0.0620572923550245 |
| -0.255458230647948 |
| -0.180844054412654 |
| -0.166952050477130 |
| -0.0739127815347285 |
| 0.171387369347483 |
| -0.0935809053181238 |
| 0.728375434642208 |
| -0.216069755690269 |
| -0.0856382992874156 |
| -0.108141714390221 |
| -0.0830500734654187 |
| -0.0907361593164495 |
| -0.166965935879746 |
| -0.156009941713924 |
| 0.0315919246844540 |
| 0.128941031110800 |
| -0.331761817019602 |
| -0.274115700606606 |
| 0.183597536646300 |
| -0.68413810565557 |
| -0.429235213950705 |
| 0.300972625493997 |
| -0.282851973152302 |
| 0.0474197249257067 |
| -0.0838197798875387 |
| -0.212963730070215 |
| -0.432515379791004 |
| -0.283920110299424 |
| -0.405934687291059 |
| 0.244397087311481 |
| 0.896623751632912 |
| 0.024905664258986 |
| -0.0820500652045979 |
| 0.314742899435419 |
| -0.228597677883449 |
| 0.183448035846967 |
| 0.0640501348106071 |
| -0.170725070344114 |
| -0.0381466347630468 |
| -0.185329222998497 |
| -0.147081066941914 |
| 0.161380040582788 |
| 0.400663366369824 |
| -0.101697980287431 |
