| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | -0.5623 | -0.3844 | 0.0316 | 0.0553 | 0.1437 | 0.1887 | -0.0249 | -0.0421 | -0.2475 | -0.5368 | -0.5061 |
| (p-val) | (0 ) | (5e-04 ) | (0.776 ) | (0.6271 ) | (0.2299 ) | (0.1153 ) | (0.8447 ) | (0.7527 ) | (0.0676 ) | (0 ) | (0 ) |
| Estimates ( 2 ) | -0.5655 | -0.3855 | 0.033 | 0.0579 | 0.1518 | 0.2011 | 0 | -0.0269 | -0.2384 | -0.5375 | -0.5073 |
| (p-val) | (0 ) | (4e-04 ) | (0.7665 ) | (0.608 ) | (0.1764 ) | (0.0486 ) | (NA ) | (0.8063 ) | (0.0636 ) | (0 ) | (0 ) |
| Estimates ( 3 ) | -0.5607 | -0.3847 | 0.0347 | 0.057 | 0.1456 | 0.2019 | 0 | 0 | -0.2223 | -0.524 | -0.5058 |
| (p-val) | (0 ) | (5e-04 ) | (0.7554 ) | (0.614 ) | (0.1827 ) | (0.0476 ) | (NA ) | (NA ) | (0.0459 ) | (0 ) | (0 ) |
| Estimates ( 4 ) | -0.5711 | -0.4008 | 0 | 0.0404 | 0.1357 | 0.2033 | 0 | 0 | -0.2192 | -0.5242 | -0.5052 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0.6838 ) | (0.1929 ) | (0.0458 ) | (NA ) | (NA ) | (0.0484 ) | (0 ) | (0 ) |
| Estimates ( 5 ) | -0.5627 | -0.4043 | 0 | 0 | 0.1187 | 0.185 | 0 | 0 | -0.2172 | -0.5163 | -0.5044 |
| (p-val) | (0 ) | (0 ) | (NA ) | (NA ) | (0.2152 ) | (0.0428 ) | (NA ) | (NA ) | (0.0498 ) | (0 ) | (0 ) |
| Estimates ( 6 ) | -0.5647 | -0.3741 | 0 | 0 | 0 | 0.1363 | 0 | 0 | -0.2109 | -0.527 | -0.4814 |
| (p-val) | (0 ) | (1e-04 ) | (NA ) | (NA ) | (NA ) | (0.1018 ) | (NA ) | (NA ) | (0.0573 ) | (0 ) | (0 ) |
| Estimates ( 7 ) | -0.5915 | -0.393 | 0 | 0 | 0 | 0 | 0 | 0 | -0.1569 | -0.5227 | -0.4922 |
| (p-val) | (0 ) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1539 ) | (0 ) | (0 ) |
| Estimates ( 8 ) | -0.5678 | -0.3556 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -0.4226 | -0.4108 |
| (p-val) | (0 ) | (1e-04 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (1e-04 ) |
| 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 |
| 0.0141999839978062 |
| -0.466262332021041 |
| -1.30482992729826 |
| 1.25651169620269 |
| 1.29329455690839 |
| 0.214314467103281 |
| 0.425657989264161 |
| -0.731488086035056 |
| 0.260664881207224 |
| 1.89627497874234 |
| 0.0475601880379774 |
| -0.824323798399137 |
| 1.08456453790871 |
| -0.75888299421062 |
| 0.999442410061244 |
| 0.795384259178794 |
| 0.932107980623606 |
| 0.914478995667736 |
| 0.552535222059852 |
| 0.211619012699458 |
| 0.274410166437599 |
| 0.98350378127629 |
| 0.618737054377398 |
| -0.509899696736621 |
| -0.209910384257476 |
| -1.17612225397734 |
| 0.533984908330687 |
| 1.54118332147055 |
| 0.274841427362585 |
| 1.9045773822869 |
| 0.92022355308703 |
| 1.13912591726865 |
| -0.655447007772519 |
| 2.50380517226216 |
| -2.08729016098987 |
| -0.240948901904364 |
| -1.36787931721248 |
| -0.447868493832328 |
| -0.088866560270187 |
| 1.44729771062258 |
| 2.84680630429249 |
| 0.714002499832642 |
| -1.48508878302991 |
| 1.07057739685619 |
| -0.843626409645601 |
| 1.11498524865990 |
| -0.599550871095612 |
| -0.0893683530602267 |
| -0.468396158598779 |
| 1.31146670830234 |
| -0.477879955740825 |
| 0.411171598497972 |
| 2.34315161203158 |
| 0.864843649522474 |
| -0.440208588383712 |
| 1.99507532151492 |
| -0.166559234344806 |
| 1.29126776114182 |
| 2.34330741119775 |
| -1.15787711929764 |
| 1.27123984135785 |
| -0.147914527697516 |
| -0.275400887584976 |
| 1.98835108991627 |
| -0.227125841790848 |
| -2.18047015991271 |
| -3.09251462914564 |
| -2.85716219847092 |
| -0.537353428498328 |
| 0.862826235806644 |
| -0.824576184095928 |
| -0.753375222124419 |
| -0.0755635942294504 |
