| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.3873 | -0.0597 | -0.4164 | -0.2551 | 0.0629 | 0.0863 | -0.2034 | -0.2102 | 0.0847 | -0.0438 | -0.1 |
| (p-val) | (0.0019 ) | (0.6411 ) | (0.0018 ) | (0.0685 ) | (0.6519 ) | (0.5338 ) | (0.1482 ) | (0.1269 ) | (0.5287 ) | (0.7428 ) | (0.4417 ) |
| Estimates ( 2 ) | 0.385 | -0.0515 | -0.4135 | -0.2623 | 0.0642 | 0.0979 | -0.1914 | -0.2126 | 0.0748 | 0 | -0.1095 |
| (p-val) | (0.0019 ) | (0.6819 ) | (0.0019 ) | (0.0582 ) | (0.6448 ) | (0.466 ) | (0.1589 ) | (0.1225 ) | (0.5683 ) | (NA ) | (0.3877 ) |
| Estimates ( 3 ) | 0.3681 | 0 | -0.4334 | -0.2665 | 0.0798 | 0.1092 | -0.1949 | -0.2195 | 0.0825 | 0 | -0.1115 |
| (p-val) | (0.0016 ) | (NA ) | (5e-04 ) | (0.0539 ) | (0.5517 ) | (0.4066 ) | (0.1508 ) | (0.1082 ) | (0.5254 ) | (NA ) | (0.3797 ) |
| Estimates ( 4 ) | 0.3448 | 0 | -0.4361 | -0.2502 | 0 | 0.1287 | -0.1902 | -0.2425 | 0.0643 | 0 | -0.1034 |
| (p-val) | (0.0016 ) | (NA ) | (5e-04 ) | (0.065 ) | (NA ) | (0.3137 ) | (0.1603 ) | (0.0647 ) | (0.6113 ) | (NA ) | (0.4141 ) |
| Estimates ( 5 ) | 0.3348 | 0 | -0.4288 | -0.2554 | 0 | 0.1029 | -0.1924 | -0.2228 | 0 | 0 | -0.1041 |
| (p-val) | (0.0018 ) | (NA ) | (6e-04 ) | (0.0598 ) | (NA ) | (0.381 ) | (0.1558 ) | (0.075 ) | (NA ) | (NA ) | (0.4108 ) |
| Estimates ( 6 ) | 0.3435 | 0 | -0.407 | -0.2454 | 0 | 0.108 | -0.1552 | -0.1796 | 0 | 0 | 0 |
| (p-val) | (0.0015 ) | (NA ) | (8e-04 ) | (0.0702 ) | (NA ) | (0.3589 ) | (0.2254 ) | (0.1159 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.3303 | 0 | -0.4563 | -0.2349 | 0 | 0 | -0.1154 | -0.205 | 0 | 0 | 0 |
| (p-val) | (0.002 ) | (NA ) | (0 ) | (0.0842 ) | (NA ) | (NA ) | (0.3376 ) | (0.0666 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0.329 | 0 | -0.4193 | -0.201 | 0 | 0 | 0 | -0.234 | 0 | 0 | 0 |
| (p-val) | (0.0023 ) | (NA ) | (0 ) | (0.1282 ) | (NA ) | (NA ) | (NA ) | (0.0317 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0.4118 | 0 | -0.4963 | 0 | 0 | 0 | 0 | -0.1556 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1073 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0.3699 | 0 | -0.4981 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (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 |
| 0.00759999324514005 |
| -0.0750080227937587 |
| 0.116577752663144 |
| 0.186831950509957 |
| -0.159095493543810 |
| 0.263678451959198 |
| 0.16563535458375 |
| -0.258379785253363 |
| -0.339996005473416 |
| -0.460042571332423 |
| -0.0954507832915192 |
| 0.0220735983665357 |
| 0.611424927181468 |
| -0.129543024726076 |
| 0.000476807184735861 |
| 0.0239832847763406 |
| 0.0854230535934706 |
| 0.123062261190269 |
| -0.0863713027800026 |
| -0.166051892867721 |
| 0.205230607866752 |
| -0.138502689023697 |
| 0.139093947239393 |
| -0.462240976189301 |
| 0.384706613980936 |
| -0.149151360208764 |
| -0.0673921814793559 |
| 0.257334768509984 |
| -0.0411779010640227 |
| 0.202947435251526 |
| 0.167272365265456 |
| -0.0445967783173451 |
| 0.120319409912280 |
| 0.0992563347870021 |
| -0.234811588559173 |
| -0.460906052760609 |
| -0.152932593615865 |
| -0.253052409829765 |
| -0.0431148130742898 |
| -0.0241303265907025 |
| -0.13124030430855 |
| 0.108450266329479 |
| 0.111397701581006 |
| -0.184911197954473 |
| -0.171434907731776 |
| 0.185303237379570 |
| -0.275245824410199 |
| -0.385780044564306 |
| 0.529900015696915 |
| -0.307229793931746 |
| -0.341774524462656 |
| 0.115680060261223 |
| -0.139570754424129 |
| 0.257481810324345 |
| 0.0957176413197809 |
| -0.235402846774869 |
| -0.204434765677521 |
| -0.00196413761073266 |
| -0.207586784902583 |
| 0.209460789570737 |
| 0.812021550580105 |
| -0.455160681742776 |
| -0.245612666741542 |
| -0.0893785544153971 |
| 0.0168103997163804 |
| 0.278340301476087 |
| 0.291582324453924 |
| 0.127195120385271 |
| 0.322607947710448 |
| 0.179857948460791 |
| 0.0178838302997537 |
| 0.198308085600468 |
