| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | -0.041 | -0.0319 | 0.2576 | 0.1222 | 0.1593 | -0.0598 | -0.0529 | -0.1748 | 0.0491 | -0.018 | 0.3694 |
| (p-val) | (0.7564 ) | (0.8193 ) | (0.0685 ) | (0.4072 ) | (0.268 ) | (0.6763 ) | (0.7197 ) | (0.2291 ) | (0.7238 ) | (0.8995 ) | (0.0122 ) |
| Estimates ( 2 ) | -0.0439 | -0.0331 | 0.2576 | 0.1234 | 0.1581 | -0.0624 | -0.0585 | -0.174 | 0.0524 | 0 | 0.3709 |
| (p-val) | (0.7365 ) | (0.8123 ) | (0.0685 ) | (0.4016 ) | (0.2691 ) | (0.6599 ) | (0.6771 ) | (0.2305 ) | (0.7007 ) | (NA ) | (0.0115 ) |
| Estimates ( 3 ) | -0.0404 | 0 | 0.2601 | 0.1232 | 0.1481 | -0.0655 | -0.0624 | -0.1742 | 0.0493 | 0 | 0.3722 |
| (p-val) | (0.7544 ) | (NA ) | (0.0654 ) | (0.402 ) | (0.2786 ) | (0.6428 ) | (0.6546 ) | (0.2304 ) | (0.7162 ) | (NA ) | (0.0111 ) |
| Estimates ( 4 ) | 0 | 0 | 0.2605 | 0.1104 | 0.1426 | -0.0721 | -0.06 | -0.1744 | 0.0525 | 0 | 0.376 |
| (p-val) | (NA ) | (NA ) | (0.0651 ) | (0.4336 ) | (0.2902 ) | (0.6051 ) | (0.6662 ) | (0.2291 ) | (0.6973 ) | (NA ) | (0.0099 ) |
| Estimates ( 5 ) | 0 | 0 | 0.2605 | 0.1165 | 0.1489 | -0.0569 | -0.0616 | -0.1809 | 0 | 0 | 0.3746 |
| (p-val) | (NA ) | (NA ) | (0.0648 ) | (0.4073 ) | (0.2673 ) | (0.6704 ) | (0.6588 ) | (0.2092 ) | (NA ) | (NA ) | (0.0103 ) |
| Estimates ( 6 ) | 0 | 0 | 0.2421 | 0.1128 | 0.1444 | 0 | -0.0553 | -0.1751 | 0 | 0 | 0.3712 |
| (p-val) | (NA ) | (NA ) | (0.0693 ) | (0.4212 ) | (0.2785 ) | (NA ) | (0.6905 ) | (0.2199 ) | (NA ) | (NA ) | (0.0106 ) |
| Estimates ( 7 ) | 0 | 0 | 0.2352 | 0.0904 | 0.1417 | 0 | 0 | -0.1673 | 0 | 0 | 0.3684 |
| (p-val) | (NA ) | (NA ) | (0.0746 ) | (0.4807 ) | (0.2867 ) | (NA ) | (NA ) | (0.238 ) | (NA ) | (NA ) | (0.0111 ) |
| Estimates ( 8 ) | 0 | 0 | 0.2305 | 0 | 0.1355 | 0 | 0 | -0.1588 | 0 | 0 | 0.3715 |
| (p-val) | (NA ) | (NA ) | (0.0835 ) | (NA ) | (0.3134 ) | (NA ) | (NA ) | (0.2632 ) | (NA ) | (NA ) | (0.011 ) |
| Estimates ( 9 ) | 0 | 0 | 0.2239 | 0 | 0 | 0 | 0 | -0.1189 | 0 | 0 | 0.3673 |
| (p-val) | (NA ) | (NA ) | (0.1002 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.395 ) | (NA ) | (NA ) | (0.0136 ) |
| Estimates ( 10 ) | 0 | 0 | 0.2109 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3279 |
| (p-val) | (NA ) | (NA ) | (0.1231 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0224 ) |
| Estimates ( 11 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3519 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.016 ) |
| 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 |
| -1065.25564549465 |
| -2161.58294920739 |
| -13050.0771152725 |
| 756.638724381125 |
| 1059.57329373629 |
| 5581.89163416498 |
| -2107.74643374352 |
| -3456.85714039018 |
| 1743.69429870749 |
| 2595.46110174637 |
| 9918.0498241372 |
| -10344.6856940666 |
| 1435.22180532577 |
| -2812.14549921963 |
| -4583.58120968328 |
| -3593.79028328171 |
| -4689.64910157397 |
| 3452.45096982618 |
| -1384.05757121851 |
| -1243.3492511534 |
| -907.50695309854 |
| -9104.15830395027 |
| -10202.7641030364 |
| 14008.9374130753 |
| 4823.74435255759 |
| -4075.39028198255 |
| 5945.26842109684 |
| 4548.46837342239 |
| 6701.5599042009 |
| 511.588224187144 |
| 822.49115321826 |
| 98.0980772509356 |
| 3594.54861373693 |
| 2575.16291794716 |
| 3655.51914057639 |
| -4616.95868967072 |
| 1389.15044561582 |
| -2097.17853297829 |
| 421.865070494648 |
| 3232.19582081725 |
| 3193.67202225357 |
| 1828.79378204694 |
| 4890.49110798922 |
| 4611.98493144874 |
| 1775.41057574051 |
| -1196.92666687554 |
| 1107.66100716445 |
| 229.830703228188 |
| 657.098194870924 |
| 337.907934079762 |
