| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.1266 | -0.1532 | 0.0082 | -0.1696 | 0.0888 | 0.0459 | 0.0959 | -0.2167 | -0.0665 | -0.2357 | 0.1504 |
| (p-val) | (0.3317 ) | (0.2228 ) | (0.9471 ) | (0.1664 ) | (0.4787 ) | (0.7244 ) | (0.4598 ) | (0.093 ) | (0.6126 ) | (0.0703 ) | (0.2583 ) |
| Estimates ( 2 ) | 0.1252 | -0.1524 | 0 | -0.1684 | 0.0876 | 0.0455 | 0.0937 | -0.2156 | -0.0662 | -0.2353 | 0.1482 |
| (p-val) | (0.3308 ) | (0.2225 ) | (NA ) | (0.1648 ) | (0.4802 ) | (0.7262 ) | (0.4543 ) | (0.0915 ) | (0.6143 ) | (0.0702 ) | (0.2494 ) |
| Estimates ( 3 ) | 0.1303 | -0.1642 | 0 | -0.1756 | 0.0943 | 0 | 0.0977 | -0.2229 | -0.0688 | -0.2457 | 0.1524 |
| (p-val) | (0.3088 ) | (0.1722 ) | (NA ) | (0.1422 ) | (0.4423 ) | (NA ) | (0.4328 ) | (0.0767 ) | (0.5998 ) | (0.0524 ) | (0.2346 ) |
| Estimates ( 4 ) | 0.1524 | -0.1703 | 0 | -0.183 | 0.1115 | 0 | 0.1091 | -0.2263 | 0 | -0.2482 | 0.1661 |
| (p-val) | (0.2075 ) | (0.1556 ) | (NA ) | (0.1253 ) | (0.349 ) | (NA ) | (0.3764 ) | (0.0733 ) | (NA ) | (0.0504 ) | (0.1874 ) |
| Estimates ( 5 ) | 0.1645 | -0.1709 | 0 | -0.1941 | 0.1074 | 0 | 0 | -0.2278 | 0 | -0.2612 | 0.1528 |
| (p-val) | (0.1734 ) | (0.1591 ) | (NA ) | (0.1048 ) | (0.3706 ) | (NA ) | (NA ) | (0.0725 ) | (NA ) | (0.0397 ) | (0.2239 ) |
| Estimates ( 6 ) | 0.1504 | -0.1873 | 0 | -0.1898 | 0 | 0 | 0 | -0.2434 | 0 | -0.2585 | 0.1661 |
| (p-val) | (0.2106 ) | (0.1204 ) | (NA ) | (0.1144 ) | (NA ) | (NA ) | (NA ) | (0.0548 ) | (NA ) | (0.0427 ) | (0.186 ) |
| Estimates ( 7 ) | 0 | -0.1832 | 0 | -0.2134 | 0 | 0 | 0 | -0.2487 | 0 | -0.2797 | 0.1305 |
| (p-val) | (NA ) | (0.1323 ) | (NA ) | (0.0752 ) | (NA ) | (NA ) | (NA ) | (0.0519 ) | (NA ) | (0.0279 ) | (0.2884 ) |
| Estimates ( 8 ) | 0 | -0.207 | 0 | -0.2115 | 0 | 0 | 0 | -0.264 | 0 | -0.2819 | 0 |
| (p-val) | (NA ) | (0.0878 ) | (NA ) | (0.081 ) | (NA ) | (NA ) | (NA ) | (0.0401 ) | (NA ) | (0.0284 ) | (NA ) |
| Estimates ( 9 ) | 0 | 0 | 0 | -0.2019 | 0 | 0 | 0 | -0.2871 | 0 | -0.2331 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.1057 ) | (NA ) | (NA ) | (NA ) | (0.0263 ) | (NA ) | (0.0659 ) | (NA ) |
| Estimates ( 10 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -0.2464 | 0 | -0.2643 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0549 ) | (NA ) | (0.0377 ) | (NA ) |
| Estimates ( 11 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -0.2358 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.075 ) | (NA ) |
| Estimates ( 12 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| 267.412858421959 |
| -45.6747307850919 |
| -2515.99740427897 |
| -5747.24165658781 |
| -3905.67538346744 |
| 23.3232667835826 |
| 21767.4105285611 |
| 7856.05369493674 |
| 1215.72528109424 |
| -3459.61790623142 |
| -6175.74198135284 |
| 1216.91762806309 |
| -1397.4736371552 |
| -1419.49250294932 |
| -3013.66069823352 |
| -4881.34091645741 |
| 2271.57551125484 |
| -240.832026742981 |
| 22560.9797296567 |
| 3087.56927451817 |
| -384.478163044085 |
| -3824.44355873828 |
| -6894.5707811669 |
| 1173.10512130981 |
| -2953.1527749566 |
| -934.330886356649 |
| -4281.74339429784 |
| -2126.25218191277 |
| 4386.21475662309 |
| -2115.03245534631 |
| 18753.6757944345 |
| -46.0612372562173 |
| -7.94964529707795 |
| -13515.9975209711 |
| -9261.47083399951 |
| -3913.59665782162 |
| 2330.73973274691 |
| -5239.98813912377 |
| -9181.72700753267 |
| -2562.05304387366 |
| -2935.91192559429 |
| -10467.1252836109 |
| 23555.1415623338 |
| -815.55826609445 |
| -8376.70188123095 |
| -4954.92776026277 |
| -6472.82199664219 |
| 2537.50717292397 |
| -680.968835217907 |
| -3937.04204733539 |
| -9679.36139694252 |
| -2514.47115218348 |
| -6064.32529787347 |
| 1859.63277471886 |
| 19602.4167156461 |
| -548.896493381151 |
| -3066.67676087198 |
| -1002.56647136249 |
| 1503.60183196401 |
| 8676.24539307941 |
| 6677.30642019387 |
| 4029.17897573806 |
| 1980.04615294078 |
| 1219.99676467531 |
| -1558.90136122500 |
| 4657.08226389531 |
| 20395.3754186637 |
