| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.4589 | 0.0704 | -0.3563 | -0.3044 | 0.1352 | 0.1016 | -0.2134 | -0.2106 | 0.081 | -0.1477 | 0.1047 |
| (p-val) | (0.001 ) | (0.6283 ) | (0.0162 ) | (0.0534 ) | (0.3899 ) | (0.5226 ) | (0.1853 ) | (0.1791 ) | (0.6226 ) | (0.3769 ) | (0.4899 ) |
| Estimates ( 2 ) | 0.4837 | 0 | -0.3315 | -0.2884 | 0.1219 | 0.0743 | -0.2095 | -0.1942 | 0.0732 | -0.1642 | 0.1081 |
| (p-val) | (2e-04 ) | (NA ) | (0.0168 ) | (0.061 ) | (0.4316 ) | (0.6179 ) | (0.1936 ) | (0.2059 ) | (0.6572 ) | (0.3201 ) | (0.4771 ) |
| Estimates ( 3 ) | 0.4669 | 0 | -0.3164 | -0.2896 | 0.0986 | 0.072 | -0.2001 | -0.1721 | 0 | -0.1316 | 0.1052 |
| (p-val) | (2e-04 ) | (NA ) | (0.0185 ) | (0.0606 ) | (0.4984 ) | (0.6304 ) | (0.2114 ) | (0.2357 ) | (NA ) | (0.3765 ) | (0.4897 ) |
| Estimates ( 4 ) | 0.465 | 0 | -0.338 | -0.2827 | 0.1295 | 0 | -0.182 | -0.1658 | 0 | -0.157 | 0.1115 |
| (p-val) | (2e-04 ) | (NA ) | (0.0081 ) | (0.066 ) | (0.3233 ) | (NA ) | (0.2415 ) | (0.2525 ) | (NA ) | (0.26 ) | (0.4627 ) |
| Estimates ( 5 ) | 0.4561 | 0 | -0.3591 | -0.3145 | 0.1477 | 0 | -0.2217 | -0.1952 | 0 | -0.1079 | 0 |
| (p-val) | (2e-04 ) | (NA ) | (0.0043 ) | (0.0349 ) | (0.2585 ) | (NA ) | (0.1316 ) | (0.1647 ) | (NA ) | (0.3806 ) | (NA ) |
| Estimates ( 6 ) | 0.4801 | 0 | -0.3406 | -0.3271 | 0.1687 | 0 | -0.1778 | -0.2119 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (0.006 ) | (0.029 ) | (0.1916 ) | (NA ) | (0.1985 ) | (0.1315 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.4575 | 0 | -0.2873 | -0.3081 | 0.1177 | 0 | 0 | -0.2974 | 0 | 0 | 0 |
| (p-val) | (2e-04 ) | (NA ) | (0.0148 ) | (0.0423 ) | (0.3447 ) | (NA ) | (NA ) | (0.0195 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0.4199 | 0 | -0.3121 | -0.2652 | 0 | 0 | 0 | -0.3317 | 0 | 0 | 0 |
| (p-val) | (2e-04 ) | (NA ) | (0.0077 ) | (0.0677 ) | (NA ) | (NA ) | (NA ) | (0.0071 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0.5205 | 0 | -0.4305 | 0 | 0 | 0 | 0 | -0.2271 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0407 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 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 ( 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 |
| 0.006299994089544 |
| -0.0730077820259515 |
| -0.0433335255088613 |
| 0.201681767271313 |
| 0.0545674962787171 |
| -0.026496470428105 |
| -0.0852590269791196 |
| -0.140090424832764 |
| 0.167467744502077 |
| -0.337855198465486 |
| 0.172665387925590 |
| -0.09719114337243 |
| -0.0272841218723681 |
| 0.0160287334228526 |
| 0.0198659029979851 |
| 0.200502575982297 |
| 0.174037210682394 |
| -0.0254602133353092 |
| 0.175972161017570 |
| 0.131175707950799 |
| -0.05804194157139 |
| -0.231787850156319 |
| -0.305533758741249 |
| -0.152975085709068 |
| 0.0895951149250642 |
| -0.0957580358029224 |
| -0.0662220497885775 |
| -0.0900386148861756 |
| 0.122886033510385 |
| -0.127712077477285 |
| -0.181592083064229 |
| -0.00174928815967945 |
| -0.0469682889961138 |
| -0.356051841516288 |
| 0.307766146266667 |
| -0.24002703439469 |
| -0.201030030457299 |
| 0.00911701683202182 |
| -0.0690604444267384 |
| 0.184557797073333 |
| 0.087839691672607 |
| -0.258626021341211 |
| -0.173218454109928 |
| 0.0327944776958038 |
| -0.102808856627570 |
| 0.0903594549942328 |
| 0.416054345132188 |
| -0.267870357544175 |
| -0.222329041024792 |
| -0.160289879412109 |
| 0.169535691189965 |
| 0.282040242543228 |
| 0.330144201918609 |
| -0.0665194869788195 |
| 0.429349590622218 |
| 0.0297426003812893 |
| 0.121425596721807 |
| 0.117825312740840 |
