| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.3972 | -0.2384 | -0.3375 | -0.1811 | -0.0638 | 0.038 | -0.0954 | -0.1173 | -0.0331 | -0.07 | 0.1377 |
| (p-val) | (0.0038 ) | (0.0983 ) | (0.0236 ) | (0.2367 ) | (0.6819 ) | (0.8358 ) | (0.5993 ) | (0.5126 ) | (0.8494 ) | (0.6807 ) | (0.3852 ) |
| Estimates ( 2 ) | 0.4018 | -0.2391 | -0.3377 | -0.1807 | -0.0582 | 0.0444 | -0.0918 | -0.1289 | 0 | -0.0825 | 0.1433 |
| (p-val) | (0.0029 ) | (0.0971 ) | (0.0235 ) | (0.2381 ) | (0.7038 ) | (0.8053 ) | (0.6113 ) | (0.4449 ) | (NA ) | (0.5994 ) | (0.3587 ) |
| Estimates ( 3 ) | 0.4019 | -0.2465 | -0.3444 | -0.1872 | -0.0448 | 0 | -0.0781 | -0.1368 | 0 | -0.0916 | 0.146 |
| (p-val) | (0.0028 ) | (0.0804 ) | (0.0191 ) | (0.2154 ) | (0.7543 ) | (NA ) | (0.6497 ) | (0.4097 ) | (NA ) | (0.5494 ) | (0.3491 ) |
| Estimates ( 4 ) | 0.4092 | -0.2346 | -0.3336 | -0.1995 | 0 | 0 | -0.0758 | -0.1199 | 0 | -0.0822 | 0.1434 |
| (p-val) | (0.0021 ) | (0.0841 ) | (0.0195 ) | (0.1724 ) | (NA ) | (NA ) | (0.6594 ) | (0.4448 ) | (NA ) | (0.5838 ) | (0.3576 ) |
| Estimates ( 5 ) | 0.4069 | -0.2295 | -0.3179 | -0.1851 | 0 | 0 | 0 | -0.1367 | 0 | -0.0591 | 0.1512 |
| (p-val) | (0.0022 ) | (0.0896 ) | (0.0215 ) | (0.1944 ) | (NA ) | (NA ) | (NA ) | (0.3694 ) | (NA ) | (0.6743 ) | (0.3293 ) |
| Estimates ( 6 ) | 0.412 | -0.2287 | -0.3295 | -0.1904 | 0 | 0 | 0 | -0.143 | 0 | 0 | 0.1283 |
| (p-val) | (0.0019 ) | (0.0923 ) | (0.0155 ) | (0.1815 ) | (NA ) | (NA ) | (NA ) | (0.3478 ) | (NA ) | (NA ) | (0.3765 ) |
| Estimates ( 7 ) | 0.4112 | -0.2398 | -0.34 | -0.1904 | 0 | 0 | 0 | -0.2056 | 0 | 0 | 0 |
| (p-val) | (0.0021 ) | (0.0793 ) | (0.013 ) | (0.1841 ) | (NA ) | (NA ) | (NA ) | (0.1374 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0.4796 | -0.2132 | -0.4209 | 0 | 0 | 0 | 0 | -0.132 | 0 | 0 | 0 |
| (p-val) | (2e-04 ) | (0.1189 ) | (9e-04 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.3072 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | 0.4683 | -0.2574 | -0.4112 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (2e-04 ) | (0.0512 ) | (0.0013 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0.319 | 0 | -0.5658 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0014 ) | (NA ) | (0 ) | (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 |
| 0.00989998945130415 |
| -0.0685084322356305 |
| -0.348802671747223 |
| -0.645968002186173 |
| -0.00150177033689962 |
| 0.177503089557444 |
| 1.17742372545926 |
| -0.184461277906198 |
| 0.166822145684922 |
| 0.155120615428002 |
| -0.142154007765614 |
| 0.0607595050584404 |
| -0.275994110410386 |
| -0.369456218099904 |
| -0.0696144798437182 |
| -0.204068885404926 |
| 0.00270663274755911 |
| 0.0495865763067194 |
| 0.837209656641447 |
| -0.371646189635477 |
| 0.130586062919724 |
| -0.0493676945235411 |
| -0.0625104364969236 |
| 0.0917713298378402 |
| -0.29650880088551 |
| -0.18557349797579 |
| -0.133140771236523 |
| -0.0652170692444791 |
| 0.0421847535311191 |
| -0.133718457526959 |
| 0.717759439394886 |
| -0.174650601811845 |
| -0.0877510627655944 |
| -0.0258972102047359 |
| -0.0350807101843245 |
| -0.070441327230279 |
| -0.182818246895550 |
| -0.170192166134154 |
| 0.0257389484609210 |
| 0.141120280302557 |
| -0.446831325226478 |
| -0.286935750633159 |
| 0.272321112591277 |
| -0.640007188741316 |
| -0.439368477372426 |
| 0.351228735825717 |
| -0.319979285204318 |
| -0.0130032242883891 |
| -0.0645907646213644 |
| -0.2274297263126 |
| -0.344124692478921 |
| -0.184180499552918 |
| -0.411561607532836 |
| 0.257675728783891 |
| 0.912097012803642 |
| -0.129212275008236 |
| -0.135069174930198 |
| 0.450583687143775 |
| -0.110029091424973 |
| 0.219888385852009 |
