| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.5412 | 0.2865 | -0.3482 | 0.1949 | -0.281 | -0.1442 | 0.3822 | -0.2348 | -0.0947 | 0.0748 | -0.0342 |
| (p-val) | (1e-04 ) | (0.0596 ) | (0.0358 ) | (0.2551 ) | (0.1006 ) | (0.4316 ) | (0.028 ) | (0.1808 ) | (0.5792 ) | (0.6669 ) | (0.8104 ) |
| Estimates ( 2 ) | 0.5399 | 0.2884 | -0.338 | 0.1817 | -0.2811 | -0.1264 | 0.3702 | -0.2219 | -0.1003 | 0.0511 | 0 |
| (p-val) | (2e-04 ) | (0.0583 ) | (0.0345 ) | (0.2625 ) | (0.1022 ) | (0.4524 ) | (0.0263 ) | (0.1839 ) | (0.5545 ) | (0.7205 ) | (NA ) |
| Estimates ( 3 ) | 0.5381 | 0.275 | -0.3191 | 0.18 | -0.3067 | -0.1086 | 0.3519 | -0.2132 | -0.0661 | 0 | 0 |
| (p-val) | (2e-04 ) | (0.0628 ) | (0.034 ) | (0.2679 ) | (0.0524 ) | (0.5005 ) | (0.0262 ) | (0.1972 ) | (0.6384 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | 0.5573 | 0.2528 | -0.3175 | 0.2102 | -0.3272 | -0.0845 | 0.3413 | -0.2575 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0703 ) | (0.0347 ) | (0.1619 ) | (0.0322 ) | (0.58 ) | (0.0289 ) | (0.0593 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.5736 | 0.2382 | -0.3087 | 0.1975 | -0.3621 | 0 | 0.3156 | -0.2725 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0836 ) | (0.0389 ) | (0.1844 ) | (0.0096 ) | (NA ) | (0.0352 ) | (0.0427 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.5229 | 0.2942 | -0.2287 | 0 | -0.2673 | 0 | 0.2696 | -0.23 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (0.0287 ) | (0.0986 ) | (NA ) | (0.028 ) | (NA ) | (0.0682 ) | (0.0822 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.4756 | 0.2081 | 0 | 0 | -0.3395 | 0 | 0.2196 | -0.1607 | 0 | 0 | 0 |
| (p-val) | (2e-04 ) | (0.0991 ) | (NA ) | (NA ) | (0.0035 ) | (NA ) | (0.133 ) | (0.2084 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0.4692 | 0.2311 | 0 | 0 | -0.3165 | 0 | 0.1135 | 0 | 0 | 0 | 0 |
| (p-val) | (3e-04 ) | (0.0682 ) | (NA ) | (NA ) | (0.0065 ) | (NA ) | (0.3503 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0.4484 | 0.2021 | 0 | 0 | -0.2638 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (4e-04 ) | (0.1016 ) | (NA ) | (NA ) | (0.0094 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0.5619 | 0 | 0 | 0 | -0.2385 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (NA ) | (0.019 ) | (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 |
| 0.137699887487613 |
| 8.29186812660016 |
| -1.87567717171027 |
| 13.1977172109202 |
| -8.44525626163636 |
| -8.95043937407107 |
| 19.3213929206137 |
| 1.61537547393181 |
| 11.3134290603044 |
| -7.0029134109092 |
| -12.4540712351698 |
| 0.517742920931255 |
| 11.7396156000923 |
| 18.1788178940082 |
| -11.6193534287507 |
| -0.96520935470565 |
| 16.6773193142876 |
| -2.6971793379561 |
| -5.38693529478675 |
| 11.5472216406047 |
| -6.0396175480287 |
| -19.4614482765655 |
| 4.6134928540398 |
| 9.37322405635874 |
| 12.3626995561164 |
| -21.7526045853583 |
| 10.5540691876108 |
| 5.40248028439572 |
| 7.3866929095908 |
| -5.03266728209701 |
| 0.205764961204096 |
| 12.2969252035867 |
| -14.1870680766656 |
| 20.5131676984491 |
| 10.5083295502993 |
| 13.7694619732646 |
| -13.8756588014449 |
| 7.14851135729305 |
| 16.4326956286503 |
| 15.5658830463545 |
| 6.62165242553334 |
| 23.7874603514944 |
| 8.36464337228341 |
| -6.93276613856659 |
| -52.9724347470325 |
| -15.6222980539724 |
| -44.5518699857953 |
| 3.14513753057159 |
| 8.79123442948483 |
| 14.0877437406285 |
| -11.8977965497676 |
| -11.3132832909249 |
| -4.95369990796723 |
| 6.8956350415636 |
| 17.0684780125349 |
| -28.4062390098676 |
| 20.8144711941584 |
| -13.0424169242707 |
| 21.1531233919097 |
| 13.0743536872200 |
