| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.7738 | -0.2481 | -0.2984 | 0.0363 | 0.0453 | 0.1818 | -0.2268 | 0.1306 | 0.1 | -0.0336 | -0.1483 |
| (p-val) | (0 ) | (0.2184 ) | (0.1437 ) | (0.8593 ) | (0.8286 ) | (0.3782 ) | (0.3011 ) | (0.5583 ) | (0.639 ) | (0.8725 ) | (0.3491 ) |
| Estimates ( 2 ) | 0.7712 | -0.2502 | -0.2918 | 0.0284 | 0.0495 | 0.1781 | -0.2168 | 0.1298 | 0.0788 | 0 | -0.1653 |
| (p-val) | (0 ) | (0.2136 ) | (0.1444 ) | (0.8866 ) | (0.8112 ) | (0.3847 ) | (0.3031 ) | (0.5608 ) | (0.6377 ) | (NA ) | (0.1605 ) |
| Estimates ( 3 ) | 0.7661 | -0.2491 | -0.2783 | 0 | 0.0651 | 0.1801 | -0.2262 | 0.1324 | 0.0788 | 0 | -0.1659 |
| (p-val) | (0 ) | (0.216 ) | (0.1132 ) | (NA ) | (0.7109 ) | (0.3778 ) | (0.2584 ) | (0.5508 ) | (0.6373 ) | (NA ) | (0.159 ) |
| Estimates ( 4 ) | 0.764 | -0.2744 | -0.2488 | 0 | 0 | 0.2263 | -0.2332 | 0.1186 | 0.0801 | 0 | -0.1605 |
| (p-val) | (0 ) | (0.1491 ) | (0.1118 ) | (NA ) | (NA ) | (0.1614 ) | (0.2422 ) | (0.5873 ) | (0.6314 ) | (NA ) | (0.1702 ) |
| Estimates ( 5 ) | 0.7847 | -0.2998 | -0.2303 | 0 | 0 | 0.206 | -0.2575 | 0.1949 | 0 | 0 | -0.1403 |
| (p-val) | (0 ) | (0.102 ) | (0.1287 ) | (NA ) | (NA ) | (0.1866 ) | (0.1829 ) | (0.1956 ) | (NA ) | (NA ) | (0.1995 ) |
| Estimates ( 6 ) | 0.7912 | -0.3189 | -0.2542 | 0 | 0 | 0.1975 | -0.2171 | 0.2353 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0919 ) | (0.0991 ) | (NA ) | (NA ) | (0.212 ) | (0.2668 ) | (0.1218 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.7618 | -0.3024 | -0.2338 | 0 | 0 | 0.0693 | 0 | 0.1115 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.1179 ) | (0.1342 ) | (NA ) | (NA ) | (0.5289 ) | (NA ) | (0.2878 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0.7568 | -0.3282 | -0.2545 | 0 | 0 | 0 | 0 | 0.1114 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0839 ) | (0.098 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2882 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0.7831 | -0.2859 | -0.3122 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.1276 ) | (0.0352 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0.6085 | 0 | -0.4901 | 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 |
| -0.0336222442368374 |
| -0.0610060868110047 |
| -0.0302717678421575 |
| 0.225950200558037 |
| -0.0164245002913749 |
| -0.230664643173149 |
| -0.102084695100959 |
| 0.268777911579039 |
| -0.216975274671519 |
| 0.084664979496859 |
| -0.00689785086744537 |
| -0.18094003036671 |
| 0.138113268331835 |
| 0.00262879851349982 |
| 0.168784582506334 |
| 0.143377536264328 |
| -0.577760457546899 |
| -0.0385643805129359 |
| -0.329144064288671 |
| -0.219616142035913 |
| -0.164627261288740 |
| 0.495181446178408 |
| -0.461428948531532 |
| 0.0027418025600685 |
| 0.0259565476457358 |
| -0.0211446647796816 |
| -0.291024124960198 |
| -0.15663453273528 |
| 0.176665579873187 |
| 0.55126520459916 |
| 0.398923862294637 |
| 0.148760206324577 |
| -0.00251166923010083 |
| 0.00327796206516239 |
| 0.319590731112178 |
| 0.341725213333744 |
| 0.141738555244800 |
| -0.137555823102853 |
| 0.220705621652352 |
| -0.133294714551353 |
| 0.167243990750533 |
| -0.106904521835424 |
| -0.384670377439321 |
| 0.143365467264714 |
