| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.2666 | -0.1062 | 0.1523 | 0.0559 | 0.0764 | -0.049 | -0.3247 | 0.0648 | -0.0622 | -0.0744 | -0.0365 |
| (p-val) | (0.0506 ) | (0.4368 ) | (0.2654 ) | (0.6805 ) | (0.556 ) | (0.7064 ) | (0.0158 ) | (0.6422 ) | (0.6586 ) | (0.5974 ) | (0.7986 ) |
| Estimates ( 2 ) | 0.2712 | -0.1044 | 0.1497 | 0.0684 | 0.078 | -0.0489 | -0.3287 | 0.0616 | -0.0611 | -0.0846 | 0 |
| (p-val) | (0.045 ) | (0.444 ) | (0.2726 ) | (0.5896 ) | (0.548 ) | (0.707 ) | (0.014 ) | (0.6574 ) | (0.6642 ) | (0.5318 ) | (NA ) |
| Estimates ( 3 ) | 0.2702 | -0.1085 | 0.1427 | 0.076 | 0.0642 | 0 | -0.3426 | 0.0691 | -0.0698 | -0.0902 | 0 |
| (p-val) | (0.0459 ) | (0.4252 ) | (0.2904 ) | (0.5435 ) | (0.606 ) | (NA ) | (0.0078 ) | (0.6158 ) | (0.6149 ) | (0.5029 ) | (NA ) |
| Estimates ( 4 ) | 0.2437 | -0.1053 | 0.1429 | 0.0816 | 0.071 | 0 | -0.327 | 0 | -0.0508 | -0.099 | 0 |
| (p-val) | (0.05 ) | (0.4394 ) | (0.2904 ) | (0.5164 ) | (0.568 ) | (NA ) | (0.0088 ) | (NA ) | (0.7035 ) | (0.459 ) | (NA ) |
| Estimates ( 5 ) | 0.246 | -0.0868 | 0.1378 | 0.0798 | 0.0626 | 0 | -0.3253 | 0 | 0 | -0.1122 | 0 |
| (p-val) | (0.0484 ) | (0.4952 ) | (0.3051 ) | (0.5253 ) | (0.6097 ) | (NA ) | (0.0092 ) | (NA ) | (NA ) | (0.386 ) | (NA ) |
| Estimates ( 6 ) | 0.2496 | -0.0818 | 0.1343 | 0.099 | 0 | 0 | -0.3295 | 0 | 0 | -0.1043 | 0 |
| (p-val) | (0.0448 ) | (0.5193 ) | (0.318 ) | (0.4105 ) | (NA ) | (NA ) | (0.0082 ) | (NA ) | (NA ) | (0.4173 ) | (NA ) |
| Estimates ( 7 ) | 0.2231 | 0 | 0.1095 | 0.1094 | 0 | 0 | -0.3364 | 0 | 0 | -0.1035 | 0 |
| (p-val) | (0.0564 ) | (NA ) | (0.396 ) | (0.3613 ) | (NA ) | (NA ) | (0.007 ) | (NA ) | (NA ) | (0.422 ) | (NA ) |
| Estimates ( 8 ) | 0.2277 | 0 | 0.1484 | 0.1088 | 0 | 0 | -0.3566 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0542 ) | (NA ) | (0.2195 ) | (0.3664 ) | (NA ) | (NA ) | (0.0038 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0.2425 | 0 | 0.1737 | 0 | 0 | 0 | -0.344 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0395 ) | (NA ) | (0.1424 ) | (NA ) | (NA ) | (NA ) | (0.005 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0.2464 | 0 | 0 | 0 | 0 | 0 | -0.3255 | 0 | 0 | 0 | 0 |
| (p-val) | (0.041 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0089 ) | (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 |
| 0.00148159904339534 |
| -0.0223525555394159 |
| -0.0202992593396216 |
| -0.00806741744399212 |
| 0.00159916067552637 |
| -0.0291452534426918 |
| -0.0329364679476698 |
| -0.00333662165394026 |
| -0.0254861402435168 |
| 0.049701244685056 |
| 0.00623205856026155 |
| -0.0746660287817245 |
| 0.0559102994754124 |
| 0.0709247305950218 |
| 0.0428508272784054 |
| 0.0454447997711638 |
| -0.0435426446481524 |
| 0.00236041624211469 |
| -0.0192669819712077 |
| -0.00291624495127296 |
| -0.0365482603268703 |
| 0.0333808813318581 |
| 0.0171463724113765 |
| 0.0210531850998974 |
| -0.0478054610768612 |
| -0.0128104041028283 |
| -0.0290250345366772 |
| -0.00281548560938627 |
| -0.0272625359492409 |
| 0.0160688804506108 |
| 0.000558163390864452 |
| -0.0380828908604902 |
| -0.0231399327830664 |
| -0.0129384214612076 |
| 0.0312104474441979 |
| -0.0456870936768892 |
| -0.0144831424163261 |
| 0.0146018864207063 |
| 0.00192839610848505 |
| -0.0158263429489225 |
| -0.00491514635008850 |
| 0.0187266181687316 |
| -0.0620239216963525 |
| -0.0216980187858977 |
| -0.000208141236035964 |
| 0.0300438093784394 |
| -0.0287099592075613 |
| -0.000756599038244987 |
| 0.0258593640263245 |
| 0.00567290149096666 |
| -0.00966143396934949 |
| -0.0331705512761737 |
| 0.0204728984768434 |
| 0.0406750564358853 |
| 0.0135945567713456 |
| 0.0260379829661932 |
| -0.0259741611978721 |
| 0.0120347626433692 |
| 0.0130151890417267 |
| -0.0410565948430408 |
