| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | -0.0138 | 0.3255 | 0.2697 | -0.2086 | -0.0726 | 0.2567 | 0.0685 | -0.1208 | 0.0594 | 0.0878 | 0.0064 |
| (p-val) | (0.927 ) | (0.0369 ) | (0.1083 ) | (0.2526 ) | (0.6901 ) | (0.152 ) | (0.7056 ) | (0.5043 ) | (0.7459 ) | (0.6041 ) | (0.9705 ) |
| Estimates ( 2 ) | -0.0132 | 0.3257 | 0.2688 | -0.2077 | -0.0706 | 0.2563 | 0.0665 | -0.1187 | 0.0621 | 0.0876 | 0 |
| (p-val) | (0.9297 ) | (0.0365 ) | (0.106 ) | (0.2504 ) | (0.6844 ) | (0.1517 ) | (0.7012 ) | (0.49 ) | (0.7132 ) | (0.6046 ) | (NA ) |
| Estimates ( 3 ) | 0 | 0.3256 | 0.2642 | -0.2121 | -0.0681 | 0.2576 | 0.0631 | -0.1207 | 0.0637 | 0.087 | 0 |
| (p-val) | (NA ) | (0.0363 ) | (0.0934 ) | (0.2217 ) | (0.6909 ) | (0.148 ) | (0.7086 ) | (0.479 ) | (0.7044 ) | (0.6068 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.3206 | 0.2539 | -0.1953 | -0.0449 | 0.2526 | 0 | -0.13 | 0.0871 | 0.1067 | 0 |
| (p-val) | (NA ) | (0.0381 ) | (0.101 ) | (0.2444 ) | (0.7775 ) | (0.1549 ) | (NA ) | (0.441 ) | (0.5764 ) | (0.5066 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.3086 | 0.2412 | -0.1965 | 0 | 0.2584 | 0 | -0.145 | 0.0931 | 0.1038 | 0 |
| (p-val) | (NA ) | (0.0374 ) | (0.1026 ) | (0.2419 ) | (NA ) | (0.1423 ) | (NA ) | (0.3653 ) | (0.5474 ) | (0.5178 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.3155 | 0.2633 | -0.1933 | 0 | 0.2898 | 0 | -0.155 | 0 | 0.1094 | 0 |
| (p-val) | (NA ) | (0.0338 ) | (0.0667 ) | (0.2521 ) | (NA ) | (0.0858 ) | (NA ) | (0.3335 ) | (NA ) | (0.4968 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0.3005 | 0.2785 | -0.1403 | 0 | 0.2547 | 0 | -0.1123 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0411 ) | (0.0518 ) | (0.3482 ) | (NA ) | (0.113 ) | (NA ) | (0.4484 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0.2594 | 0.285 | -0.1164 | 0 | 0.2155 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0578 ) | (0.0472 ) | (0.4226 ) | (NA ) | (0.1589 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0 | 0.2281 | 0.2982 | 0 | 0 | 0.1784 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0791 ) | (0.038 ) | (NA ) | (NA ) | (0.2227 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0 | 0.233 | 0.3688 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0834 ) | (0.0077 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | 0 | 0 | 0.3811 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.008 ) | (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 |
| 0.102099935079023 |
| 0.673920456716653 |
| 0.0237138379740826 |
| 0.485302247474377 |
| 0.97945188900274 |
| -0.810343334802411 |
| -0.373427688359229 |
| -0.0382488328123429 |
| 1.11097531709947 |
| -0.353646375304734 |
| 0.77037105443992 |
| -1.05771306634684 |
| 1.04116435451236 |
| -0.118577284434778 |
| -0.223972636991121 |
| 1.27447984141082 |
| -1.12930884865811 |
| -0.166583917397887 |
| 0.120257635471887 |
| -0.276885141309137 |
| 0.51450853347707 |
| 1.45938350963658 |
| 1.63262944100964 |
| 0.128414864210200 |
| 0.249424661292096 |
| -0.62165896932234 |
| 0.060547138567955 |
| 1.02427592081797 |
| 0.665961275443166 |
| -1.01606655838303 |
| 0.286197137369683 |
| -1.23860947261622 |
| -0.104023711356390 |
| 0.380140371675949 |
| 0.216816660077470 |
| -0.0200858011955063 |
| 1.39784883945840 |
| -0.158278105476754 |
| -0.564305208444736 |
| -0.194989120708499 |
| -0.0966408078348309 |
| -1.15419290511905 |
| -0.652766795303606 |
| -0.276964182159702 |
| 0.24551882425456 |
