| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.0987 | 0.1581 | 0.159 | 0.2726 | -0.145 | -0.0156 | 0.1084 | -0.1139 | -0.228 | -0.2004 | 0.1279 |
| (p-val) | (0.4327 ) | (0.2007 ) | (0.212 ) | (0.0466 ) | (0.2993 ) | (0.911 ) | (0.4316 ) | (0.4108 ) | (0.1072 ) | (0.1713 ) | (0.3844 ) |
| Estimates ( 2 ) | 0.1 | 0.1538 | 0.1594 | 0.2711 | -0.1477 | 0 | 0.1068 | -0.1154 | -0.2291 | -0.2053 | 0.1301 |
| (p-val) | (0.4246 ) | (0.1901 ) | (0.2105 ) | (0.0465 ) | (0.2834 ) | (NA ) | (0.436 ) | (0.4023 ) | (0.1046 ) | (0.1424 ) | (0.3727 ) |
| Estimates ( 3 ) | 0.0969 | 0.1451 | 0.1902 | 0.2842 | -0.1361 | 0 | 0 | -0.1043 | -0.2224 | -0.1929 | 0.1568 |
| (p-val) | (0.4386 ) | (0.2164 ) | (0.1168 ) | (0.0355 ) | (0.3228 ) | (NA ) | (NA ) | (0.4481 ) | (0.1177 ) | (0.1673 ) | (0.2716 ) |
| Estimates ( 4 ) | 0.0901 | 0.1519 | 0.2048 | 0.2497 | -0.1519 | 0 | 0 | 0 | -0.242 | -0.2093 | 0.141 |
| (p-val) | (0.4735 ) | (0.1958 ) | (0.0884 ) | (0.0468 ) | (0.2672 ) | (NA ) | (NA ) | (NA ) | (0.0851 ) | (0.1306 ) | (0.3181 ) |
| Estimates ( 5 ) | 0 | 0.1557 | 0.2178 | 0.2597 | -0.1219 | 0 | 0 | 0 | -0.2506 | -0.2345 | 0.1251 |
| (p-val) | (NA ) | (0.1849 ) | (0.0676 ) | (0.0372 ) | (0.3517 ) | (NA ) | (NA ) | (NA ) | (0.0739 ) | (0.0782 ) | (0.3688 ) |
| Estimates ( 6 ) | 0 | 0.1159 | 0.2084 | 0.291 | -0.1245 | 0 | 0 | 0 | -0.2289 | -0.2058 | 0 |
| (p-val) | (NA ) | (0.2891 ) | (0.0797 ) | (0.0175 ) | (0.346 ) | (NA ) | (NA ) | (NA ) | (0.0997 ) | (0.1115 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0.104 | 0.1922 | 0.2662 | 0 | 0 | 0 | 0 | -0.2741 | -0.1951 | 0 |
| (p-val) | (NA ) | (0.3453 ) | (0.1051 ) | (0.0273 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0386 ) | (0.134 ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0.2114 | 0.2762 | 0 | 0 | 0 | 0 | -0.258 | -0.2057 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0748 ) | (0.0206 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0504 ) | (0.1159 ) | (NA ) |
| Estimates ( 9 ) | 0 | 0 | 0.1916 | 0.2744 | 0 | 0 | 0 | 0 | -0.3131 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1086 ) | (0.0247 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0154 ) | (NA ) | (NA ) |
| Estimates ( 10 ) | 0 | 0 | 0 | 0.3207 | 0 | 0 | 0 | 0 | -0.304 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0079 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0208 ) | (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 |
| 0.0120999920919794 |
| -0.0874672984252074 |
| -0.172300269820245 |
| 0.789881451792659 |
| -0.385024615947624 |
| -0.284942309456941 |
| -0.0315472179501235 |
| 0.0811414149389064 |
| 0.739930314564109 |
| -0.263812734502036 |
| -0.216233600421215 |
| 0.159250353301633 |
| 0.221235586535379 |
| 0.203680951127803 |
| -0.0744447810929643 |
| -0.878457023512786 |
| 0.155616273053571 |
| 0.582515496486792 |
| 0.000588320508226658 |
| 0.169066204932955 |
| -0.597993412889776 |
| 0.262788774060519 |
| 0.262623914477599 |
| -0.153729246772707 |
| -0.262481384108682 |
| -0.216776622175615 |
| -0.240845306187547 |
| -0.0985134651048973 |
| 0.346602044519312 |
| 0.0162096990807576 |
| -0.126663591630384 |
| 0.160029006859148 |
| -0.195422406611504 |
| 0.0178849948989654 |
| -0.440702775818629 |
| -0.152690074143097 |
| -0.0626239144775997 |
| 0.0897348683734744 |
| 0.368523183178283 |
| 0.6747521710448 |
| 0.750471756570217 |
| 0.189122646525066 |
| 0.191837114972884 |
| -0.410216343017078 |
| 0.569584685021894 |
| -0.431523687701455 |
| 0.839759262678198 |
| 0.581903274638382 |
| 0.188437094401474 |
| -0.390087557078864 |
| -0.245917132721273 |
| -0.78600768669149 |
| -1.50033129129202 |
| -0.131452915481534 |
| -0.58725952158439 |
| 0.61177207800592 |
| -0.545941379664981 |
| 0.383481979166774 |
| -0.85358671640379 |
| -0.46472616107701 |
| -0.581594312560361 |
| 0.644004632974042 |
| -0.0563011848516108 |
| 0.265784813390278 |
| 0.837873808523522 |
