| ARIMA Parameter Estimation and Backward Selection | |||||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ar5 | ar6 | ar7 | ar8 | ar9 | ar10 | ar11 |
| Estimates ( 1 ) | 0.2798 | -0.1666 | 0.0844 | -0.1664 | -0.0622 | 0.1386 | -0.0408 | -0.1624 | 0.1015 | 0.1745 | 0.3055 |
| (p-val) | (0.0458 ) | (0.2359 ) | (0.5395 ) | (0.2559 ) | (0.6651 ) | (0.3428 ) | (0.7782 ) | (0.256 ) | (0.4919 ) | (0.238 ) | (0.0388 ) |
| Estimates ( 2 ) | 0.2747 | -0.1647 | 0.0885 | -0.1723 | -0.056 | 0.1226 | 0 | -0.1792 | 0.1073 | 0.172 | 0.3132 |
| (p-val) | (0.0475 ) | (0.24 ) | (0.5173 ) | (0.2348 ) | (0.6935 ) | (0.3623 ) | (NA ) | (0.1688 ) | (0.462 ) | (0.2435 ) | (0.031 ) |
| Estimates ( 3 ) | 0.2878 | -0.1708 | 0.0995 | -0.1974 | 0 | 0.0999 | 0 | -0.1801 | 0.1158 | 0.1729 | 0.3012 |
| (p-val) | (0.0333 ) | (0.222 ) | (0.4585 ) | (0.1318 ) | (NA ) | (0.4123 ) | (NA ) | (0.1657 ) | (0.4248 ) | (0.2432 ) | (0.0342 ) |
| Estimates ( 4 ) | 0.2783 | -0.125 | 0 | -0.1691 | 0 | 0.1028 | 0 | -0.1894 | 0.1357 | 0.1691 | 0.2785 |
| (p-val) | (0.0396 ) | (0.319 ) | (NA ) | (0.1806 ) | (NA ) | (0.4053 ) | (NA ) | (0.1454 ) | (0.3459 ) | (0.256 ) | (0.0456 ) |
| Estimates ( 5 ) | 0.2688 | -0.1492 | 0 | -0.1559 | 0 | 0 | 0 | -0.1888 | 0.13 | 0.1459 | 0.2872 |
| (p-val) | (0.0461 ) | (0.2297 ) | (NA ) | (0.2158 ) | (NA ) | (NA ) | (NA ) | (0.152 ) | (0.3689 ) | (0.319 ) | (0.042 ) |
| Estimates ( 6 ) | 0.2504 | -0.1389 | 0 | -0.1647 | 0 | 0 | 0 | -0.1476 | 0 | 0.1982 | 0.2791 |
| (p-val) | (0.0627 ) | (0.2628 ) | (NA ) | (0.1987 ) | (NA ) | (NA ) | (NA ) | (0.2338 ) | (NA ) | (0.1481 ) | (0.0477 ) |
| Estimates ( 7 ) | 0.1963 | 0 | 0 | -0.1584 | 0 | 0 | 0 | -0.1714 | 0 | 0.2337 | 0.2754 |
| (p-val) | (0.1183 ) | (NA ) | (NA ) | (0.2125 ) | (NA ) | (NA ) | (NA ) | (0.1712 ) | (NA ) | (0.0826 ) | (0.0551 ) |
| Estimates ( 8 ) | 0.2093 | 0 | 0 | 0 | 0 | 0 | 0 | -0.149 | 0 | 0.2146 | 0.3017 |
| (p-val) | (0.1017 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2302 ) | (NA ) | (0.1187 ) | (0.0376 ) |
| Estimates ( 9 ) | 0.2134 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2088 | 0.301 |
| (p-val) | (0.0961 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1328 ) | (0.0428 ) |
| Estimates ( 10 ) | 0.2285 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3679 |
| (p-val) | (0.08 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0109 ) |
| Estimates ( 11 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.4385 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0018 ) |
| 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 |
| 0.117089926342097 |
| -0.285324063623552 |
| 2.5028345186741 |
| 2.2207039139313 |
| 0.705225822775908 |
| -5.74912151876951 |
| -3.5191712000166 |
| 2.10795022037682 |
| 0.382668385045776 |
| 3.79430103589439 |
| 0.489598403140761 |
| -2.32243984511871 |
| 0.665311253264908 |
| -1.49996984873660 |
| -1.19175835981089 |
| -0.0161617320235337 |
| 4.84920291298384 |
| 5.07946921637239 |
| 5.20808414698325 |
| -2.71333187871082 |
| 0.27201658545286 |
| 2.00134563978133 |
| 0.708029370063599 |
| 4.80257231350387 |
| -4.91434297938912 |
| -3.78029012044200 |
| -1.80960725000725 |
| 4.56204252379268 |
| 1.83634988339736 |
| 4.6363330167205 |
| -2.91817619336612 |
| 4.28353522173225 |
| 5.36616159028839 |
| 0.338101934348799 |
| 3.69040207473932 |
| -1.89948673640924 |
| -7.50989778067205 |
| 0.792185253380126 |
| 2.42701351278529 |
| -2.59192219434925 |
| -1.85408456131105 |
| 6.34092647701723 |
| -1.21056437954491 |
| -3.77991697175534 |
| 1.18822393955895 |
| -2.47416552683038 |
| -9.752630915651 |
| 0.0181771797384727 |
| 2.83770401188565 |
| -0.0798349113391055 |
