| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.1997 | -0.2881 | -0.1805 | -0.1835 | 0.0205 | 0.2924 | 0.0549 | 0.0421 | 0.0461 | -0.048 | 0.08 |
| (p-val) | (0.1299 ) | (0.04 ) | (0.1998 ) | (0.1968 ) | (0.889 ) | (0.0422 ) | (0.7069 ) | (0.7719 ) | (0.7518 ) | (0.7326 ) | (0.5913 ) |
| Estimates ( 2 ) | 0.1976 | -0.2914 | -0.1853 | -0.1808 | 0 | 0.2945 | 0.0514 | 0.04 | 0.0442 | -0.0493 | 0.0862 |
| (p-val) | (0.1313 ) | (0.0349 ) | (0.1747 ) | (0.1992 ) | (NA ) | (0.0397 ) | (0.7208 ) | (0.7822 ) | (0.7606 ) | (0.7253 ) | (0.5434 ) |
| Estimates ( 3 ) | 0.2004 | -0.2817 | -0.184 | -0.1865 | 0 | 0.2838 | 0.0547 | 0 | 0.0478 | -0.0576 | 0.0781 |
| (p-val) | (0.1246 ) | (0.0349 ) | (0.1773 ) | (0.1821 ) | (NA ) | (0.0396 ) | (0.7029 ) | (NA ) | (0.7407 ) | (0.6748 ) | (0.5737 ) |
| Estimates ( 4 ) | 0.2013 | -0.2743 | -0.1705 | -0.1889 | 0 | 0.2756 | 0.0432 | 0 | 0 | -0.0499 | 0.0605 |
| (p-val) | (0.1234 ) | (0.037 ) | (0.1903 ) | (0.1769 ) | (NA ) | (0.0423 ) | (0.7561 ) | (NA ) | (NA ) | (0.7122 ) | (0.637 ) |
| Estimates ( 5 ) | 0.2143 | -0.2737 | -0.1777 | -0.1938 | 0 | 0.2798 | 0 | 0 | 0 | -0.0597 | 0.0528 |
| (p-val) | (0.0837 ) | (0.0375 ) | (0.1656 ) | (0.1632 ) | (NA ) | (0.0386 ) | (NA ) | (NA ) | (NA ) | (0.6503 ) | (0.6747 ) |
| Estimates ( 6 ) | 0.2025 | -0.276 | -0.184 | -0.1857 | 0 | 0.2932 | 0 | 0 | 0 | -0.0463 | 0 |
| (p-val) | (0.0936 ) | (0.0361 ) | (0.1494 ) | (0.1773 ) | (NA ) | (0.0261 ) | (NA ) | (NA ) | (NA ) | (0.7181 ) | (NA ) |
| Estimates ( 7 ) | 0.207 | -0.2735 | -0.1895 | -0.2039 | 0 | 0.3033 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0856 ) | (0.0373 ) | (0.1352 ) | (0.1126 ) | (NA ) | (0.0187 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0.2662 | -0.3412 | 0 | -0.2376 | 0 | 0.3679 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0216 ) | (0.0075 ) | (NA ) | (0.0642 ) | (NA ) | (0.0032 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0.358 | -0.2838 | 0 | 0 | 0 | 0.4445 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0013 ) | (0.0207 ) | (NA ) | (NA ) | (NA ) | (2e-04 ) | (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 |
| 0.00929999096699653 |
| -3.78134687767469e-06 |
| -0.450059790970078 |
| -0.207101124567695 |
| 0.0441538037029039 |
| -0.103046763061359 |
| -0.152491165638792 |
| -0.177204249119236 |
| 0.00521558760493157 |
| 0.177209457097876 |
| -0.288746396206612 |
| 0.621799601586655 |
| -0.262674966432296 |
| 0.225209876271006 |
| -0.103052265765058 |
| 0.156370522756987 |
| 0.155725975415407 |
| -0.1182387694467 |
| -0.103443059273193 |
| -0.0555305786613403 |
| 0.0239577154476063 |
| -0.123181336410259 |
| -0.317652579184499 |
| 0.114308127254009 |
| -0.279358720108742 |
| 0.0841169988638786 |
| -0.168617325561409 |
| 0.047720034141145 |
| 0.079102708579736 |
| -0.00768687108671262 |
| -0.0136012138416861 |
| -0.0896464486774402 |
| 0.163409896218759 |
| -0.300192446470706 |
| -0.386010942933542 |
| 0.270226549140125 |
| -0.426690218437316 |
| -0.178905054130107 |
| -0.14395564698484 |
| 0.0792958476382415 |
| 0.336402865289457 |
| -0.134892249053445 |
| -0.084821654580642 |
| -0.102278837011074 |
| -0.340833915594757 |
| -0.272087708620945 |
| 0.222314068528274 |
| 0.883082350601965 |
| -0.00450754184058777 |
| -0.00478880564841866 |
| -0.183079400318604 |
| 0.118787219964715 |
| 0.0755606021996194 |
| 0.081303921703503 |
| -0.0267924686511796 |
| 0.268908819139041 |
| 0.094347569340755 |
| -0.0196717617954061 |
| 0.0650804271602139 |
| 0.242628119969695 |
| -0.133898357454612 |
