| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | -0.8513 | -0.3326 | -0.3549 | -0.3623 | -0.1603 | -0.1841 | -0.246 | -0.0635 | 0.2242 | 0.2362 | 0.1549 |
| (p-val) | (0 ) | (0.0669 ) | (0.054 ) | (0.0574 ) | (0.3898 ) | (0.3192 ) | (0.1834 ) | (0.7261 ) | (0.2123 ) | (0.1859 ) | (0.2559 ) |
| Estimates ( 2 ) | -0.8394 | -0.3121 | -0.3321 | -0.3333 | -0.1291 | -0.1563 | -0.2024 | 0 | 0.2638 | 0.2539 | 0.165 |
| (p-val) | (0 ) | (0.0688 ) | (0.0529 ) | (0.05 ) | (0.4279 ) | (0.3475 ) | (0.1369 ) | (NA ) | (0.0598 ) | (0.1395 ) | (0.2173 ) |
| Estimates ( 3 ) | -0.819 | -0.2686 | -0.2837 | -0.2514 | 0 | -0.0788 | -0.1834 | 0 | 0.2831 | 0.2757 | 0.1735 |
| (p-val) | (0 ) | (0.0973 ) | (0.0724 ) | (0.0611 ) | (NA ) | (0.5582 ) | (0.1699 ) | (NA ) | (0.0397 ) | (0.1018 ) | (0.1916 ) |
| Estimates ( 4 ) | -0.8234 | -0.2639 | -0.2671 | -0.2601 | 0 | 0 | -0.1359 | 0 | 0.2962 | 0.2969 | 0.1803 |
| (p-val) | (0 ) | (0.1027 ) | (0.0845 ) | (0.0515 ) | (NA ) | (NA ) | (0.2007 ) | (NA ) | (0.0301 ) | (0.0716 ) | (0.1735 ) |
| Estimates ( 5 ) | -0.8096 | -0.2751 | -0.2615 | -0.212 | 0 | 0 | 0 | 0 | 0.2449 | 0.3169 | 0.2096 |
| (p-val) | (0 ) | (0.0941 ) | (0.0967 ) | (0.0978 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0644 ) | (0.0582 ) | (0.1129 ) |
| Estimates ( 6 ) | -0.7687 | -0.1974 | -0.2369 | -0.2209 | 0 | 0 | 0 | 0 | 0.2258 | 0.1558 | 0 |
| (p-val) | (0 ) | (0.2206 ) | (0.1466 ) | (0.0914 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0932 ) | (0.2491 ) | (NA ) |
| Estimates ( 7 ) | -0.7303 | -0.1785 | -0.2542 | -0.2382 | 0 | 0 | 0 | 0 | 0.1184 | 0 | 0 |
| (p-val) | (0 ) | (0.2737 ) | (0.1234 ) | (0.072 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2228 ) | (NA ) | (NA ) |
| Estimates ( 8 ) | -0.6437 | 0 | -0.1508 | -0.2137 | 0 | 0 | 0 | 0 | 0.1235 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0.2671 ) | (0.1039 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2065 ) | (NA ) | (NA ) |
| Estimates ( 9 ) | -0.6757 | 0 | 0 | -0.1198 | 0 | 0 | 0 | 0 | 0.1312 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0.235 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1843 ) | (NA ) | (NA ) |
| Estimates ( 10 ) | -0.6449 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1355 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1784 ) | (NA ) | (NA ) |
| Estimates ( 11 ) | -0.6442 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (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 |
| 10.2844905616232 |
| 1850.84869368271 |
| 1662.04487752885 |
| 1045.24777269575 |
| 2107.33245589759 |
| -3061.78630323041 |
| -374.473573343553 |
| 382.058354313643 |
| 1996.99681526058 |
| -423.451648401412 |
| -2535.56929115658 |
| 1154.54777964560 |
| -1660.21665755246 |
| 941.734914174654 |
| -444.964629258311 |
| -1495.37287716536 |
| -30.6702782551838 |
| 4458.28420751795 |
| -1589.48797986238 |
| 2038.40210235074 |
| -3195.83320313618 |
| -2209.24635587723 |
| 156.416589193459 |
| -2485.82861891137 |
| -952.58466659375 |
| 948.486818985855 |
| 1809.46282864082 |
| 3098.12011394089 |
| -2112.02993118701 |
| 276.061715757714 |
| -811.115963911507 |
| -996.446554950175 |
| -1107.64899303698 |
| 394.359432405878 |
| 2169.54778521545 |
| -423.501203515332 |
| -2101.48111166327 |
| 1358.45650484533 |
| 841.757360091564 |
| -991.93265195378 |
| -2482.40076500923 |
| -344.664671691007 |
| -208.325663207601 |
| -344.095725800966 |
| 2424.24963408702 |
| -528.707966134645 |
| -1517.12066147995 |
| -459.517719037472 |
| -1358.53951465198 |
| 417.493996337433 |
| 106.155300851481 |
| -922.802031093877 |
| -598.755774015899 |
| 827.194287046844 |
| -74.9824813225869 |
| 422.320600625075 |
| -710.52319210476 |
| -263.709217338956 |
| 1660.34592360269 |
| 1719.96838395424 |
