| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.3113 | -0.014 | 0.1529 | 0.073 | 0.2837 | -0.2341 | -0.054 | 0.0428 | -0.0012 | -0.2355 | 0.2898 |
| (p-val) | (0.0081 ) | (0.9028 ) | (0.1959 ) | (0.5339 ) | (0.0192 ) | (0.0543 ) | (0.644 ) | (0.7144 ) | (0.9919 ) | (0.0424 ) | (0.0125 ) |
| Estimates ( 2 ) | 0.3112 | -0.014 | 0.1531 | 0.0727 | 0.2837 | -0.2343 | -0.0539 | 0.0425 | 0 | -0.2358 | 0.2898 |
| (p-val) | (0.008 ) | (0.9034 ) | (0.1899 ) | (0.5221 ) | (0.0191 ) | (0.0497 ) | (0.6434 ) | (0.7078 ) | (NA ) | (0.0362 ) | (0.0124 ) |
| Estimates ( 3 ) | 0.3076 | 0 | 0.1491 | 0.0746 | 0.281 | -0.2345 | -0.0573 | 0.0453 | 0 | -0.2369 | 0.2898 |
| (p-val) | (0.0066 ) | (NA ) | (0.1829 ) | (0.5077 ) | (0.0182 ) | (0.0495 ) | (0.6116 ) | (0.6834 ) | (NA ) | (0.0348 ) | (0.0124 ) |
| Estimates ( 4 ) | 0.3036 | 0 | 0.1592 | 0.0791 | 0.2907 | -0.2389 | -0.0486 | 0 | 0 | -0.2373 | 0.2974 |
| (p-val) | (0.0071 ) | (NA ) | (0.1451 ) | (0.4819 ) | (0.0128 ) | (0.0451 ) | (0.6616 ) | (NA ) | (NA ) | (0.0347 ) | (0.0094 ) |
| Estimates ( 5 ) | 0.3099 | 0 | 0.1547 | 0.0654 | 0.2946 | -0.2496 | 0 | 0 | 0 | -0.2464 | 0.2925 |
| (p-val) | (0.0058 ) | (NA ) | (0.1554 ) | (0.5459 ) | (0.0117 ) | (0.0328 ) | (NA ) | (NA ) | (NA ) | (0.0259 ) | (0.0103 ) |
| Estimates ( 6 ) | 0.3219 | 0 | 0.1722 | 0 | 0.3115 | -0.2564 | 0 | 0 | 0 | -0.2502 | 0.2929 |
| (p-val) | (0.0036 ) | (NA ) | (0.1022 ) | (NA ) | (0.0062 ) | (0.0281 ) | (NA ) | (NA ) | (NA ) | (0.0239 ) | (0.0104 ) |
| Estimates ( 7 ) | 0.3348 | 0 | 0 | 0 | 0.3224 | -0.2296 | 0 | 0 | 0 | -0.2721 | 0.3206 |
| (p-val) | (0.003 ) | (NA ) | (NA ) | (NA ) | (0.0053 ) | (0.05 ) | (NA ) | (NA ) | (NA ) | (0.015 ) | (0.0054 ) |
| Estimates ( 8 ) | 0.2773 | 0 | 0 | 0 | 0.2629 | 0 | 0 | 0 | 0 | -0.2794 | 0.2448 |
| (p-val) | (0.0131 ) | (NA ) | (NA ) | (NA ) | (0.0215 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0146 ) | (0.027 ) |
| Estimates ( 9 ) | 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 ( 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 |
| 2.35043842922852 |
| 77.6825390151194 |
| -50.6179202174643 |
| 65.0258622545062 |
| -76.209907155657 |
| 53.0172587436735 |
| -33.1908930945907 |
| 66.5465721801016 |
| 106.991995351432 |
| 87.5112010093511 |
| 42.0447019074353 |
| 67.798502610418 |
| -18.7095713395409 |
| 69.8845013884693 |
| -47.6189740822861 |
| 33.8998200996898 |
| -81.3213693818061 |
| 68.2346624285115 |
| 58.6055238389176 |
| 71.1683872110943 |
| -20.9001668797760 |
| 23.3620696898593 |
| 30.8859543005306 |
| 102.20825818732 |
| 88.6025411238038 |
| 99.0231548387742 |
| 34.6737570952341 |
| -47.0810724944900 |
| -107.176445506046 |
| -219.821762191900 |
| 176.207476149051 |
| 114.969535052720 |
| 98.1844662455642 |
| 171.021537910666 |
| 62.9101638283682 |
| -40.4690369504742 |
| 82.626583831393 |
| -30.1145810047428 |
| -213.362574030137 |
| 269.42978786789 |
| 121.757131860338 |
| -137.791842831922 |
| -39.2328829707503 |
| -269.013761858775 |
| 68.276222510196 |
| 132.172349512106 |
| -315.452335316906 |
| 90.4415656470455 |
| -231.785579903673 |
| -34.9640858506777 |
| -74.745253269944 |
| 282.632166353595 |
| -189.101258029113 |
| -266.629993101652 |
| -254.024702518114 |
| 166.648781073467 |
| -293.581384058718 |
| -566.906400321864 |
| 77.4896716585081 |
| 47.405633168685 |
| 7.28414561768477 |
| -13.2664201783434 |
| 43.5880176829316 |
| 62.5167670728283 |
| 96.0405482057015 |
| 21.4300921367321 |
| 61.2825787922613 |
| 51.6500177798498 |
| 175.554723579172 |
| 21.4231163679915 |
