| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.809 | -0.0725 | -0.051 | 0.7316 | 0.0921 | -0.0148 | -0.1148 |
| (p-val) | (0 ) | (0.005 ) | (0.0095 ) | (0 ) | (0.9367 ) | (0.4977 ) | (0.9212 ) |
| Estimates ( 2 ) | -0.8307 | -0.074 | -0.0498 | 0.7534 | 0 | -0.0156 | -0.0238 |
| (p-val) | (0 ) | (0.0042 ) | (0.013 ) | (0 ) | (NA ) | (0.398 ) | (0.2168 ) |
| Estimates ( 3 ) | -0.825 | -0.073 | -0.05 | 0.7486 | 0 | 0 | -0.0237 |
| (p-val) | (0 ) | (0.0044 ) | (0.012 ) | (0 ) | (NA ) | (NA ) | (0.2235 ) |
| Estimates ( 4 ) | -0.7694 | -0.0687 | -0.0517 | 0.6929 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0064 ) | (0.0073 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 2.75398911851362e-05 |
| 0.000156024849719762 |
| -6.64646758104498e-05 |
| -9.88844069876596e-05 |
| -0.000113249592949976 |
| -0.000110040081276539 |
| -0.000105673267388187 |
| 0.00029588317855826 |
| 8.2834822185178e-05 |
| 2.32879314619291e-05 |
| -0.000111626836396778 |
| -1.037732639027e-05 |
| 3.06378330232884e-05 |
| -6.40437539618648e-05 |
| 4.51417941431015e-05 |
| 2.93141409978115e-05 |
| -4.0548709336335e-05 |
| -2.28296863793799e-05 |
| 8.21468673423583e-05 |
| -0.000150017439552668 |
| -0.000101229095318672 |
| -0.000146666436418963 |
| 8.49795111984726e-05 |
| -3.32506583857666e-05 |
| -5.70021240506026e-05 |
| -6.24126712810464e-05 |
| 0.000117684666692340 |
| 2.2280491502261e-05 |
| -2.0251082698406e-05 |
| -5.85946352285368e-05 |
| -7.46788097587651e-05 |
| -5.08704513736044e-06 |
| 0.000129654057579801 |
| 9.06660654832979e-06 |
| -0.000112531261337047 |
| -0.000204485543744922 |
| -6.65066407194831e-06 |
| 4.34576095343501e-05 |
| -8.10514518271132e-06 |
| 6.60838195983077e-06 |
| -4.31375573885333e-05 |
| -8.96321315150176e-05 |
| 2.91883087107034e-05 |
| -6.26359714524435e-05 |
| -8.21157674096719e-05 |
| -0.000118774518128961 |
| 8.27425279560647e-05 |
| -0.000136925628234859 |
| 3.13400840183787e-05 |
| 9.44276422071728e-05 |
| 0.000105453695164078 |
| 0.000226620915977488 |
| 2.13829384321585e-05 |
| -3.62909697203329e-05 |
| -9.55484103448108e-05 |
| -1.09212425510874e-05 |
| 6.78835606252245e-05 |
| -1.72301679700303e-05 |
| -3.55897474602074e-06 |
| 2.91383151789122e-05 |
| 1.70922470852861e-06 |
| -2.10403861201532e-05 |
| -2.57135819256883e-05 |
| 7.46874751458362e-05 |
| -1.17902703749631e-05 |
| 6.14838541985324e-06 |
| -9.01316279175203e-05 |
| 3.34683043164627e-05 |
| -1.70569068952929e-05 |
| -8.6045283900351e-05 |
| 8.6066528947805e-05 |
| -0.000188123143609803 |
| -8.2040603330117e-05 |
| 1.30002729135589e-06 |
| -3.26949250579536e-05 |
| 6.53856673538712e-05 |
| -2.87818937311467e-05 |
| 7.60147454815716e-06 |
| 7.6924842183454e-05 |
| 1.22500592345913e-05 |
| -0.000105513066592674 |
| -9.26717253423651e-05 |
| -3.76039872905867e-05 |
| 4.28331340565288e-06 |
| 8.2014898649653e-05 |
| 4.44717238170071e-05 |
| 0.000183606069553588 |
| 4.24298447004555e-05 |
| 0.000108041031339472 |
| 1.55602339605258e-05 |
| -8.56173974984192e-07 |
| 7.91519278287405e-05 |
| 3.03498642269563e-05 |
| -4.29882717905075e-05 |
| -6.94001784354477e-05 |
| 9.35817056658336e-05 |
| 7.92312236360879e-05 |
| -9.07016678633153e-05 |
| -6.18789917352716e-05 |
| 2.56234662992794e-05 |
| 0.000139508494320244 |
| -8.69604117511545e-05 |
| 0.000110287537406974 |
| -0.000141487683074391 |
| -3.99152415846843e-05 |
| 0.000191021732454274 |
| 0.000173794925397569 |
| 0.000172993723489029 |
| 5.08339788339897e-05 |
| -6.00677152917638e-05 |
| -7.40956053976935e-05 |
| -3.77217320096934e-05 |
| -1.3000247673485e-05 |
| -6.98695793002573e-05 |
| 9.67196101833122e-05 |
| -1.26600382356831e-05 |
| -3.74647800896362e-05 |
| -4.23931702167833e-05 |
| 8.68873248928703e-05 |
| 2.92631328614214e-05 |
| -4.21330807169398e-05 |
| -0.000122138918167147 |
| -3.34164167465276e-05 |
| -0.000133780286297590 |
| -1.64354832032851e-05 |
| 1.57429179039152e-05 |
| 0.000262028605452221 |
| -2.54466688615028e-05 |
| -2.86683404697487e-05 |
| -1.62964552948321e-05 |
| 3.79378193980061e-05 |
| 3.79504943986975e-06 |
| 0.000127251683338332 |
| -4.45962120036100e-05 |
| -1.68871738957382e-05 |
| 0.000175382292594416 |
| 0.000150931007228575 |
| 1.24236022548963e-05 |
| 0.000115082181953916 |
| 6.6536367271823e-05 |
| 1.89055762028975e-05 |
| 4.48794504168022e-05 |
| -7.14905220864995e-05 |
| -1.98888065815195e-06 |
| -1.61969902658828e-05 |
| 5.75901212235136e-05 |
| 5.95777346729699e-05 |
| 3.51876276952837e-05 |
| 1.03376437824779e-05 |
| -3.91524733363291e-08 |
| -0.000122160495534776 |
| -0.000238288142543317 |
| 8.54841769329373e-06 |
| -0.000110824225049287 |
| -7.33410321798085e-05 |
| 9.24460612898963e-05 |
| 0.000137782201609080 |
| 4.37267473985571e-05 |
| -2.01445095220354e-05 |
| 3.62335898698024e-06 |
| -2.46457199267261e-06 |
| -3.47153696476713e-05 |
| 2.92807167988872e-05 |
| 4.09763481223312e-05 |
| 6.5530609158107e-05 |
| 8.49520684008467e-05 |
| 5.08674016834812e-06 |
| -8.35201933667845e-05 |
| -8.10882245877095e-05 |
| 1.84359543221012e-05 |
| -2.82048885802411e-05 |
| -2.93435795716418e-05 |
| -0.000251971116767200 |
| 3.48051983060232e-06 |
| 1.58915426297090e-05 |
| -7.38713806752375e-06 |
| 1.03276009304383e-05 |
| 0.000108895257341844 |
| 1.30216940207421e-05 |
| -0.000217527092596898 |
| -8.75270233682245e-05 |
| -7.15843999065206e-05 |
| -0.000192081518837265 |
| -0.00071975679312785 |
| -0.000856981600574416 |
| 0.000291795622190366 |
| 0.000190587891237225 |
| -0.000273904405017754 |
| -0.000488118534631633 |
| 2.77417339460961e-05 |
| 0.000166913166277583 |
| -0.000139832779828479 |
| 0.000125400182064188 |
| -0.000197113381462444 |
| 0.000164426623785279 |
| -2.63497145591499e-05 |
| 0.000239350001417626 |
| -1.23926285550691e-05 |
| 0.000256696830323578 |
| -3.77828506148044e-05 |
| 1.223613903302e-05 |
| 2.55563771056691e-05 |
| -1.51300322578374e-05 |
| 0.000183477095263045 |
| 0.000298253974289512 |
| -0.000435226364972025 |
| -1.36644760746103e-05 |
| 0.000249158960552911 |
| -1.74287025282369e-06 |
| -5.59140603241873e-06 |
| -0.000103402557057285 |
| 0.000140228893229743 |
| -9.66358378799333e-05 |
| -4.84427424561097e-05 |
| -5.58222201993489e-05 |
| -3.76679062306547e-05 |
| 5.10864777100023e-05 |
| -5.56270323812912e-05 |
| 2.88823611657475e-05 |
| -7.89685015041494e-05 |
| -2.08461375794007e-05 |
| -6.21380102316938e-07 |
| -7.36512072712497e-06 |
| -0.000242334247857197 |
| -2.3535105140627e-05 |
| 0.000105950356548173 |
| 5.21533012285969e-05 |
| -1.48418176606040e-05 |
| 5.3053677386769e-05 |
| 0.000261238964000959 |
| 0.000178643618604101 |
| 9.34866522898648e-05 |
| -0.000119585229417050 |
| 0.000125952415181960 |
| -3.47883385127985e-05 |
| -5.85968360871485e-05 |
| -3.87219044280067e-05 |
| -1.05778580941178e-05 |
| 5.57885270231762e-06 |
| 2.37823524659106e-05 |
| -0.000195857554696369 |
| -2.57499284882640e-05 |
| -8.13463347796618e-05 |
| 1.37377011984463e-05 |
| 5.18320024398e-06 |
| -5.16485951719895e-06 |
| -3.65934363662883e-05 |
| -0.000107400176563740 |
| -4.80242357813604e-06 |
| -6.59605245425729e-06 |
| 0.000457856272563222 |
| 0.000170337679369591 |
| 5.78750576015405e-05 |
| -9.74606905418188e-05 |
| -7.81817540842222e-05 |
| 7.58059317536759e-05 |
| -5.46125111108853e-06 |
| -7.94139606345723e-06 |
| -0.000136612251234701 |
| -0.000199745657146363 |
| -0.000102530265069206 |
| -4.21567964695377e-05 |
| 3.31339834694355e-06 |
| 8.77866858206775e-05 |
| -9.10984007103342e-05 |
| -9.21779447703164e-05 |
| 0.000132919573490736 |
| -9.31443535530513e-05 |
| -0.000100511099690320 |
| 8.76979181356139e-06 |
| -0.000134488998480065 |
| 2.94113130946475e-05 |
| -5.67805996899116e-05 |
| 7.26092314007922e-05 |
| -0.00100956773842353 |
| 0.000398894885810991 |
| -1.46601207805241e-08 |
| -0.000252354748295779 |
| -0.000144218360789313 |
| 0.000247403526161188 |
| -3.57099998488895e-05 |
| 0.000216031820557225 |
| -3.42187930306367e-05 |
| 6.35639383713867e-05 |
| 3.17511931296546e-05 |
| -2.03688216420701e-05 |
| 0.000100210745664433 |
| 1.62816089873188e-06 |
| 1.34046712956699e-05 |
| -2.34556018048684e-05 |
| 1.18517370843001e-05 |
| -3.48298290131395e-05 |
| 0.000181923293003091 |
| -4.8206766620703e-05 |
| 8.83912741643858e-06 |
| -3.006037104673e-05 |
| -0.000192007062157541 |
| 0.000173379387025958 |
| -4.57966539784728e-05 |
| 0.000115355325016907 |
| -8.78605803036371e-05 |
| 6.32060107159938e-05 |
| 6.86952288715612e-05 |
| 7.21053019089035e-05 |
| 9.06691996457668e-05 |
| -1.47785516716355e-05 |
| -0.000244417928524629 |
| 9.51013832698744e-05 |
| 0.000149802284570268 |
| 7.4001707911494e-05 |
| 6.03248343883159e-05 |
| -5.12938735378957e-05 |
| 9.53577321640802e-05 |
| -8.12880713792902e-06 |
| -0.000161915910418298 |
| 0.000101186895372508 |
| -8.979052274731e-05 |
| 9.9102555103866e-05 |
| -7.4537989731692e-05 |
| -3.73720278091308e-05 |
| 6.46266387713812e-05 |
| -1.89240338777513e-05 |
| -3.18033412340969e-05 |
| 5.09878795802027e-06 |
| -4.96909835078462e-05 |
| -6.02015121331512e-05 |
| -3.27832593732709e-05 |
| -4.42608307755672e-05 |
| -1.72499232179574e-05 |
| -0.000106837494633236 |
| 5.5203976125684e-05 |
| -0.000128121452187498 |
| 5.36826430129374e-05 |
| -0.000209407314208012 |
| -0.000101220389092278 |
| -4.91995125427441e-05 |
| 0.000141732421917364 |
| 5.3650698540568e-06 |
| 6.96711123321162e-05 |
| 1.69582992453725e-05 |
| -2.23433596442182e-05 |
| 0.000135659177003197 |
| -3.54316677812841e-05 |
| -0.000101365878713258 |
| 4.54783696808431e-05 |
| -5.6531109218657e-05 |
| 5.63285826292621e-05 |
| 0.000136483290130305 |
| 9.61048144403412e-06 |
| -5.71106963113931e-05 |
| 0.000221662863733627 |
| 5.62437169154551e-05 |
| 3.10876254329094e-05 |
| 2.92418875958954e-05 |
| -0.000179328118867828 |
| -0.000114720273244877 |
| 2.56243708174828e-05 |
| 6.19717096492153e-05 |
| -6.91782121731502e-06 |
| -0.000189805158414227 |
| 0.000206900177894123 |
| -0.000235533165739370 |
| 3.40432887265957e-05 |
| 0.000158638236885805 |
| -3.33769997965701e-05 |
| -3.52330684846927e-05 |
| -8.03420086387813e-05 |
| -4.38412188288537e-06 |
| -1.79835190725411e-05 |
| 5.39730291356753e-05 |
| 2.61346667755277e-06 |
| -0.000157598442457971 |
| 0.000200537373677551 |
| -8.47248864219337e-05 |
| -3.26964848003514e-05 |
| 0.000115272889827166 |
| 0.000112310000015489 |
| -2.15584879217981e-05 |
| 8.6605740564627e-06 |
| 4.59032246181365e-05 |
| -3.23230025045182e-06 |
| -7.29074060139556e-05 |
| -8.31528053254344e-06 |
| -4.2383384585995e-05 |
| -4.14141790704911e-05 |
| -0.000131141344672403 |
| 0.000126217988402649 |
| 6.56122925699852e-05 |
| 6.87848256457e-05 |
| 2.80346932442083e-05 |
| -4.25875000317905e-05 |
| -6.07886271881651e-05 |
| 2.89616656639798e-05 |
| 1.57914006161386e-05 |
| -0.000106663303549866 |
| -8.24165047316576e-05 |
| 6.66862790489296e-05 |
| 2.48382484315177e-05 |
| -7.26386368710558e-05 |
| 1.26478548153862e-05 |
| 6.40194558930857e-05 |
| 5.71314915855763e-05 |
| -0.000176139058965755 |
| 5.10770423264653e-05 |
| 1.72448534183321e-05 |
| -5.23875659044076e-06 |
| -8.42427738446082e-05 |
| 3.71975707207997e-05 |
| -5.16203795108625e-06 |
| 7.18273287149164e-05 |
| -2.66945722201400e-06 |
| -4.36993955139596e-05 |
| -6.87102078424443e-06 |
| -8.34629142671406e-05 |
| -1.96209299963800e-05 |
| -0.000129504219439205 |
| 0.000115526895453893 |
| 3.33701167385195e-05 |
| -0.000167584678205615 |
| -0.000125251474883074 |
| 3.10595252143997e-05 |
| -6.01225504515551e-05 |
| -1.87960653516769e-05 |
| 3.76775753994640e-05 |
| 5.86149728860584e-05 |
| -4.2806709542622e-05 |
| -0.000126373979990890 |
| -9.84806383954456e-06 |
| -6.36848370847952e-05 |
| 0.000115589725275894 |
| 5.45922420894345e-05 |
| 0.000135423790229097 |
| -5.5417072062889e-05 |
| 0.000103359782913773 |
| -9.70524334373245e-05 |
| 5.97957066375381e-05 |
| 4.1176332733428e-05 |
| -2.22573706989068e-05 |
| 3.27195659458809e-05 |
| -6.57192715786473e-06 |
| -7.74774998089575e-06 |
| -2.66368269422855e-05 |
| 0.000102056229459507 |
| -0.000129441064971234 |
| -3.45336971479607e-05 |
| -0.000193501569333440 |
| -2.53118732042312e-05 |
| 3.14082214267555e-06 |
| 2.60031314344850e-05 |
| -9.71552625915855e-05 |
| -1.30613404601236e-05 |
| -5.5279191495082e-05 |
| 2.20817332607579e-05 |
| -4.02322043334437e-05 |
| 5.15686424920683e-05 |
| 7.97767440265905e-05 |
| 0.000168781790642700 |
| 2.98195938155631e-05 |
| 0.00012388068459002 |
| 0.000144980020635351 |
| -1.83368353043022e-05 |
| -1.87137044058705e-05 |
| -4.24414950738125e-05 |
| -1.72823135384838e-05 |
| 4.85392425301941e-05 |
| 1.46316605970850e-05 |
| -7.27357894912302e-05 |
| -2.6911923913641e-05 |
| -7.4682107517994e-05 |
| -4.43747499504731e-05 |
| -2.53416530123368e-05 |
| -3.89299553308319e-05 |
| 9.26636911853518e-06 |
| -3.83380552091174e-05 |
| -1.64936279298603e-05 |
| -1.43348191787920e-06 |
| 0.000147018764122975 |
| 0.000150166773773219 |
| -6.47398926901417e-05 |
| 0.000140785062501387 |
| -4.20288515150004e-05 |
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