| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | -0.8947 | -0.8133 | -0.7927 | -0.8336 | -0.7957 | -0.8517 | -0.8236 | -0.7828 | -0.7777 | -0.8393 | -0.8231 |
| (p-val) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) | (0 ) |
| Estimates ( 2 ) | 0 | -0.1925 | -0.2594 | -0.3015 | -0.2677 | -0.5227 | -0.1372 | -0.1827 | -0.21 | -0.2552 | -0.4071 |
| (p-val) | (NA ) | (0.1542 ) | (0.072 ) | (0.0351 ) | (0.0727 ) | (2e-04 ) | (0.2416 ) | (0.1818 ) | (0.1007 ) | (0.0293 ) | (8e-04 ) |
| Estimates ( 3 ) | 0 | -0.1481 | -0.1881 | -0.2293 | -0.2114 | -0.4594 | 0 | -0.1268 | -0.1759 | -0.2292 | -0.386 |
| (p-val) | (NA ) | (0.2579 ) | (0.1445 ) | (0.069 ) | (0.132 ) | (4e-04 ) | (NA ) | (0.3421 ) | (0.1783 ) | (0.0551 ) | (0.0016 ) |
| Estimates ( 4 ) | 0 | -0.0779 | -0.1464 | -0.2038 | -0.1829 | -0.4402 | 0 | 0 | -0.132 | -0.2105 | -0.3657 |
| (p-val) | (NA ) | (0.477 ) | (0.24 ) | (0.1009 ) | (0.1822 ) | (6e-04 ) | (NA ) | (NA ) | (0.2982 ) | (0.088 ) | (0.0029 ) |
| Estimates ( 5 ) | 0 | 0 | -0.119 | -0.195 | -0.175 | -0.4289 | 0 | 0 | -0.119 | -0.2074 | -0.3633 |
| (p-val) | (NA ) | (NA ) | (0.3279 ) | (0.1362 ) | (0.2126 ) | (8e-04 ) | (NA ) | (NA ) | (0.3459 ) | (0.0992 ) | (0.0036 ) |
| Estimates ( 6 ) | 0 | 0 | -0.069 | -0.1744 | -0.1658 | -0.4196 | 0 | 0 | 0 | -0.1749 | -0.3592 |
| (p-val) | (NA ) | (NA ) | (0.5411 ) | (0.1883 ) | (0.2401 ) | (0.0011 ) | (NA ) | (NA ) | (NA ) | (0.1743 ) | (0.0056 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.1503 | -0.1569 | -0.412 | 0 | 0 | 0 | -0.1718 | -0.3579 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.2526 ) | (0.2737 ) | (0.0013 ) | (NA ) | (NA ) | (NA ) | (0.1875 ) | (0.0066 ) |
| Estimates ( 8 ) | 0 | 0 | 0 | -0.0964 | 0 | -0.3572 | 0 | 0 | 0 | -0.1505 | -0.3008 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.4402 ) | (NA ) | (0.0025 ) | (NA ) | (NA ) | (NA ) | (0.2584 ) | (0.0156 ) |
| Estimates ( 9 ) | 0 | 0 | 0 | 0 | 0 | -0.3557 | 0 | 0 | 0 | -0.1088 | -0.2977 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0027 ) | (NA ) | (NA ) | (NA ) | (0.3749 ) | (0.017 ) |
| Estimates ( 10 ) | 0 | 0 | 0 | 0 | 0 | -0.3624 | 0 | 0 | 0 | 0 | -0.2666 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0025 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0283 ) |
| 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 |
| 20.3659863558289 |
| 2087.18528726976 |
| -3121.17112741871 |
| -4584.9622796635 |
| 13700.0628355974 |
| -3815.00874558282 |
| 3290.65693507887 |
| -1123.25004487127 |
| -5305.17244897418 |
| 1138.17469557351 |
| -2517.12212582077 |
| -627.171556761455 |
| 2526.90156067216 |
| -2487.69651262879 |
| -2618.59653112565 |
| -1838.94103052745 |
| 17175.5526471172 |
| -1420.73127876942 |
| 4117.71187821381 |
| -8013.93701019585 |
| -499.941060031804 |
| -8431.23274377439 |
| 2358.09571943327 |
| -1405.57643997492 |
| 2543.61938937012 |
| -1056.69591991874 |
| -3768.93097549479 |
| -3037.02700394638 |
| 19603.1048688317 |
| -4178.25820168677 |
| 2180.15715812726 |
| -4258.49907612466 |
| -3552.70990311586 |
| -3910.62392861522 |
| 2228.24068172049 |
| -2792.15523794392 |
| 3631.88604596701 |
| 699.889860661857 |
| -5250.68520620198 |
| -856.089877934086 |
| 16006.1466779055 |
| -1371.34459421453 |
| -983.431973512914 |
| 3310.96896308054 |
| -8254.45839250953 |
| -3291.82681538253 |
| -258.426868967417 |
| -1943.3609844391 |
| 3453.85466092863 |
| 432.374589437135 |
| -9176.63679608281 |
| 1742.02854635184 |
| 11136.4100923816 |
| -2035.48057461655 |
| 4572.99170504784 |
| -2588.60357939350 |
| -8570.86896611977 |
| -1438.68243376318 |
| 805.115458095963 |
| -1509.43146950903 |
