| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.5306 | 0.2879 | -0.3404 | 0.1865 | -0.3111 | -0.1047 | 0.3497 | -0.2165 | -0.113 | 0.0227 | 0.0661 |
| (p-val) | (2e-04 ) | (0.0558 ) | (0.0431 ) | (0.2928 ) | (0.0681 ) | (0.5551 ) | (0.0392 ) | (0.2183 ) | (0.5112 ) | (0.8929 ) | (0.6604 ) |
| Estimates ( 2 ) | 0.5295 | 0.2846 | -0.3325 | 0.1831 | -0.3192 | -0.0945 | 0.341 | -0.2104 | -0.1045 | 0 | 0.0774 |
| (p-val) | (2e-04 ) | (0.0552 ) | (0.0346 ) | (0.2963 ) | (0.0465 ) | (0.5561 ) | (0.0292 ) | (0.2146 ) | (0.5134 ) | (NA ) | (0.535 ) |
| Estimates ( 3 ) | 0.5517 | 0.264 | -0.3181 | 0.1742 | -0.3554 | 0 | 0.3101 | -0.2354 | -0.0904 | 0 | 0.0943 |
| (p-val) | (0 ) | (0.067 ) | (0.0409 ) | (0.3207 ) | (0.0165 ) | (NA ) | (0.0357 ) | (0.1551 ) | (0.569 ) | (NA ) | (0.4377 ) |
| Estimates ( 4 ) | 0.5689 | 0.2392 | -0.3288 | 0.2254 | -0.3822 | 0 | 0.3098 | -0.2914 | 0 | 0 | 0.0562 |
| (p-val) | (0 ) | (0.0814 ) | (0.034 ) | (0.1388 ) | (0.0073 ) | (NA ) | (0.036 ) | (0.029 ) | (NA ) | (NA ) | (0.58 ) |
| Estimates ( 5 ) | 0.5659 | 0.236 | -0.335 | 0.2253 | -0.397 | 0 | 0.3133 | -0.2899 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0873 ) | (0.0309 ) | (0.1404 ) | (0.0048 ) | (NA ) | (0.0346 ) | (0.0308 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.5149 | 0.2846 | -0.2298 | 0 | -0.2887 | 0 | 0.2574 | -0.2352 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (0.0394 ) | (0.1007 ) | (NA ) | (0.0177 ) | (NA ) | (0.0779 ) | (0.0734 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.4759 | 0.1856 | 0 | 0 | -0.3586 | 0 | 0.202 | -0.1638 | 0 | 0 | 0 |
| (p-val) | (2e-04 ) | (0.1428 ) | (NA ) | (NA ) | (0.0021 ) | (NA ) | (0.1591 ) | (0.1939 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0.4708 | 0.2073 | 0 | 0 | -0.334 | 0 | 0.0933 | 0 | 0 | 0 | 0 |
| (p-val) | (3e-04 ) | (0.1037 ) | (NA ) | (NA ) | (0.0042 ) | (NA ) | (0.4329 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0.4532 | 0.1839 | 0 | 0 | -0.2914 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (4e-04 ) | (0.1389 ) | (NA ) | (NA ) | (0.0046 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0.5593 | 0 | 0 | 0 | -0.2673 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0091 ) | (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 |
| 0.226899809575995 |
| 6.94661833839625 |
| -23.082850606556 |
| 17.6996136148547 |
| -26.8728339698970 |
| -9.2281578412807 |
| 7.04346560785011 |
| -5.60849186265148 |
| 14.5426701693496 |
| -12.8762981535567 |
| 25.6164361884793 |
| 31.8352770959839 |
| 52.3014266446983 |
| -3.8027127034714 |
| 16.1566579799203 |
| -27.9530321800904 |
| -16.2132968489848 |
| 0.565970922356371 |
| 18.4732723296291 |
| 6.16013686141514 |
| -6.49313450798155 |
| -7.45005010514774 |
| 2.54847740899186 |
| -25.6734702528547 |
| -12.629923629192 |
| -9.3713597973198 |
| 15.6501197287116 |
| -12.9111912653178 |
| -9.69040851087195 |
| 0.891757375966023 |
| -16.0193063380503 |
| -0.243162238539099 |
| -8.20491266135954 |
| 21.2208619750019 |
| -14.3967303824621 |
| -5.13481157708569 |
| 7.60399457338971 |
| 16.9841661591495 |
| -4.71744160388508 |
| -19.6444461082044 |
| 7.7839478719325 |
| -2.3014969359472 |
| -10.8724013569582 |
| 7.1553408134817 |
| 4.56183624965249 |
| -16.0512856798888 |
| -0.350296524617477 |
| 6.75779450868529 |
| 5.43407364166225 |
| -3.58361947051193 |
| -18.1663280871065 |
| -1.41383735902397 |
| -6.66432968732991 |
| 16.7406570263564 |
| -0.0332975369297515 |
| -22.3219741325435 |
| 2.32051318521999 |
| -9.45680355626442 |
| 15.0067641610166 |
| 7.27420050584058 |
