| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.1038 | -0.1515 | 0.038 | -0.1125 | 0.1237 | 0.0821 | 0.1182 | -0.19 | -0.0514 | -0.2691 | 0.1288 |
| (p-val) | (0.4248 ) | (0.2488 ) | (0.7696 ) | (0.3819 ) | (0.3433 ) | (0.5245 ) | (0.3548 ) | (0.1322 ) | (0.6904 ) | (0.0533 ) | (0.3669 ) |
| Estimates ( 2 ) | 0.097 | -0.1486 | 0 | -0.1084 | 0.1186 | 0.0809 | 0.109 | -0.1851 | -0.049 | -0.2666 | 0.1189 |
| (p-val) | (0.4487 ) | (0.2569 ) | (NA ) | (0.3974 ) | (0.3598 ) | (0.531 ) | (0.3794 ) | (0.139 ) | (0.7036 ) | (0.055 ) | (0.3917 ) |
| Estimates ( 3 ) | 0.1109 | -0.1536 | 0 | -0.1146 | 0.1285 | 0.0833 | 0.1165 | -0.188 | 0 | -0.2688 | 0.129 |
| (p-val) | (0.367 ) | (0.2391 ) | (NA ) | (0.3682 ) | (0.3125 ) | (0.5195 ) | (0.3426 ) | (0.1328 ) | (NA ) | (0.0529 ) | (0.3453 ) |
| Estimates ( 4 ) | 0.1252 | -0.1736 | 0 | -0.1294 | 0.1388 | 0 | 0.1231 | -0.2011 | 0 | -0.287 | 0.1413 |
| (p-val) | (0.3013 ) | (0.171 ) | (NA ) | (0.3032 ) | (0.2733 ) | (NA ) | (0.3148 ) | (0.1034 ) | (NA ) | (0.0352 ) | (0.2977 ) |
| Estimates ( 5 ) | 0.1473 | -0.1708 | 0 | -0.1399 | 0.1328 | 0 | 0 | -0.2015 | 0 | -0.2995 | 0.1294 |
| (p-val) | (0.2208 ) | (0.1843 ) | (NA ) | (0.2694 ) | (0.2989 ) | (NA ) | (NA ) | (0.1049 ) | (NA ) | (0.029 ) | (0.3418 ) |
| Estimates ( 6 ) | 0.1208 | -0.1891 | 0 | -0.1424 | 0.156 | 0 | 0 | -0.2109 | 0 | -0.3041 | 0 |
| (p-val) | (0.3068 ) | (0.1406 ) | (NA ) | (0.2641 ) | (0.2206 ) | (NA ) | (NA ) | (0.0918 ) | (NA ) | (0.0279 ) | (NA ) |
| Estimates ( 7 ) | 0 | -0.1834 | 0 | -0.1523 | 0.1446 | 0 | 0 | -0.2036 | 0 | -0.3231 | 0 |
| (p-val) | (NA ) | (0.155 ) | (NA ) | (0.2344 ) | (0.2586 ) | (NA ) | (NA ) | (0.1055 ) | (NA ) | (0.0192 ) | (NA ) |
| Estimates ( 8 ) | 0 | -0.1994 | 0 | -0.1452 | 0 | 0 | 0 | -0.2188 | 0 | -0.3104 | 0 |
| (p-val) | (NA ) | (0.1252 ) | (NA ) | (0.2622 ) | (NA ) | (NA ) | (NA ) | (0.0842 ) | (NA ) | (0.0254 ) | (NA ) |
| Estimates ( 9 ) | 0 | -0.1907 | 0 | 0 | 0 | 0 | 0 | -0.2001 | 0 | -0.3387 | 0 |
| (p-val) | (NA ) | (0.1414 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1109 ) | (NA ) | (0.0139 ) | (NA ) |
| Estimates ( 10 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -0.2188 | 0 | -0.2951 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.081 ) | (NA ) | (0.0288 ) | (NA ) |
| Estimates ( 11 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -0.2669 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0569 ) | (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 |
| 286.601845711825 |
| -3430.90041081262 |
| -6124.54272756994 |
| 1183.46789448558 |
| -758.460287426836 |
| -24.0934017607 |
| -1991.07872150425 |
| -4709.77817618163 |
| -2900.84557198828 |
| -2069.14134320892 |
| 21458.6275264246 |
| 2976.98822545276 |
| -581.877760385512 |
| -3786.29930924415 |
| -6919.01664790296 |
| 1172.32856899925 |
| -3017.32705790031 |
| -1086.13133202266 |
| -4375.24029248784 |
| -2192.94249434269 |
| 5077.84330648999 |
| -1993.05161840538 |
| 18788.2789653925 |
| -173.850685480109 |
| -216.345223355864 |
| -13479.3753140056 |
| -9338.069953912 |
| -3906.82512167364 |
| 2219.78593861574 |
| -5290.3087288473 |
| -9208.56465538521 |
| -2656.51286692877 |
| -2361.54277462020 |
| -10438.4239102130 |
| 23604.0332958059 |
| -1244.02876896269 |
| -8646.3208434534 |
| -5078.08895671574 |
| -6374.26197738736 |
| 2386.60752793818 |
| -959.844300982077 |
| -3994.35160785387 |
| -9905.99042325298 |
| -2846.36960971192 |
| -5344.18174716321 |
| 1935.33109395113 |
| 19405.7936706152 |
| -673.766104917362 |
| -3290.97613025078 |
| -888.164784972498 |
| 1548.20699668193 |
| 8567.46594541776 |
| 6430.08322660765 |
| 4029.33428620012 |
| 1621.86916522338 |
| 1259.91155343753 |
| -903.646521584189 |
| 4669.47603877162 |
| 20353.0067246002 |
| 2671.71010390535 |
