| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.6335 | 0.2212 | 0.0763 | 0.8507 | 0.2743 | 0.0164 | -0.2572 |
| (p-val) | (1e-04 ) | (0.0018 ) | (0.1503 ) | (0 ) | (0.7813 ) | (0.771 ) | (0.7945 ) |
| Estimates ( 2 ) | -0.6267 | 0.2193 | 0.0773 | 0.8433 | 0.0168 | 0.0154 | 0 |
| (p-val) | (1e-04 ) | (0.002 ) | (0.1429 ) | (0 ) | (0.7539 ) | (0.7696 ) | (NA ) |
| Estimates ( 3 ) | -0.6267 | 0.2185 | 0.0773 | 0.8421 | 0.0172 | 0 | 0 |
| (p-val) | (2e-04 ) | (0.0022 ) | (0.1436 ) | (0 ) | (0.7482 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | -0.616 | 0.2164 | 0.0766 | 0.832 | 0 | 0 | 0 |
| (p-val) | (5e-04 ) | (0.0028 ) | (0.1469 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.2699 | 0.0352 | 0 | -0.056 | 0 | 0 | 0 |
| (p-val) | (0.5211 ) | (0.7459 ) | (NA ) | (0.8933 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.214 | 0.0473 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.3639 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.2247 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (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 |
| 0.000128583319362804 |
| 0.00115822116758264 |
| -0.00595033185372356 |
| 0.00213543386749890 |
| -0.0025338576136847 |
| 0.00293818678333686 |
| 0.00748629476772346 |
| 0.00557392734073345 |
| 0.00244697420875342 |
| -0.00138664738637725 |
| 0.00530420982620516 |
| -0.00751949571258606 |
| 0.00109863445246991 |
| 0.00160917308174369 |
| -0.000658198064832194 |
| -0.00101014720395362 |
| 0.00126724356249014 |
| 0.00679935921343147 |
| -0.00570060640963596 |
| -0.00139691393994890 |
| -0.000279004923863069 |
| -0.00422282800782006 |
| -0.00191249057990806 |
| 0.00165474329177245 |
| -0.00089526461892775 |
| -0.00386750193540233 |
| 0.00455924691274998 |
| 0.000723270039616919 |
| 0.00130086495202625 |
| -0.00204524024268776 |
| 0.00434599492316964 |
| -0.00153758762213074 |
| -0.00166328819684483 |
| -0.00139675264407058 |
| 0.00177849998557242 |
| 0.00148257116769526 |
| 0.00185932050099069 |
| 0.00063639916153263 |
| 0.000375949453433194 |
| -7.04543990917572e-05 |
| -0.00198731088942175 |
| 0.00119575233345520 |
| -0.000739860458460112 |
| -0.000542432909908214 |
| -0.00124322457383078 |
| -0.00322968730630538 |
| -0.000804995200745007 |
| 0.00014899001828661 |
| 0.00143968220303264 |
| -0.00123476547661344 |
| -0.000772365900580774 |
| -0.0005488444198814 |
| 0.000378139271218242 |
| 0.00119992645867323 |
| 0.000975566413112056 |
| -0.00105020079107385 |
| 0.00204232338296431 |
| 0.00127930229014145 |
| -0.002112530348264 |
| 0.000123988296666017 |
| -0.00178466980794514 |
| 0.00111254618858864 |
| 0.000889967726039359 |
| 2.76146849653713e-06 |
| -0.000596251942252629 |
| 0.0003997064701384 |
| 0.00273346519024853 |
| -2.50879280473126e-05 |
| -0.000315645473974530 |
| -0.00304628594625517 |
| -0.00463422742669448 |
| -0.0108845183481631 |
| -0.00549373338296651 |
| 0.00408650937522498 |
| -0.00214011972847773 |
| 0.00304599436447754 |
| 0.00283257602739849 |
| 0.00792862748298494 |
| -0.000876217702530407 |
| -0.00113869229060681 |
| -0.00695749839014957 |
| 0.00745262609037035 |
| 0.00575460102900688 |
| 0.00600516370599743 |
| 0.00367328480471585 |
| -0.000524769322049173 |
| 0.00918375876471753 |
| -0.00467101556599706 |
| -0.00541639984324283 |
| 0.00833051428236248 |
| 0.00197669654283031 |
| -0.00251125350685347 |
| -0.00519532073969578 |
| -0.00313733399196695 |
| -0.00195722545407592 |
| 0.000669923346835438 |
| -0.000339870014631288 |
| -0.00451667556561564 |
| 0.00200820497549867 |
| 0.000191987214595207 |
| -0.000953628349630697 |
| -0.00199606628359958 |
| 0.00152575547543288 |
| 0.00424098008750476 |
| -0.00353793121480656 |
| 0.00221987173337154 |
| -0.00100009141515892 |
| -0.00510763892585894 |
| -0.000537738516961622 |
| 0.00516838800013522 |
| -0.00162474537357526 |
| -0.00149947684158147 |
| 0.00207330157249710 |
| 0.00642283402533003 |
| 0.0211000168492628 |
| 0.00201700942086033 |
| -0.00300391243709497 |
| 0.00973866267669699 |
| -0.00525981289846181 |
| -0.00165189717912068 |
| -0.00261445210806621 |
| -0.00634415679116765 |
| -0.00576999567248881 |
| 0.00208794393787698 |
| 0.00152038111702599 |
| 0.00249238444056718 |
| 0.000716412753016815 |
| -0.00622155770423555 |
| 0.000834197266519676 |
| 0.00280525956687178 |
| 0.00446568632343622 |
| -0.00505071444772573 |
| 0.00329545840086296 |
| -0.00286199753667024 |
| -0.00257366342515072 |
| 0.00177071123623976 |
| 0.00336651416474668 |
| 0.000837163678040792 |
| 0.0016614005814706 |
| 0.00045095125316999 |
| -0.00499428762262466 |
| 0.00713893031553256 |
| 7.57769329213231e-05 |
| 0.00259303150655704 |
| 0.00131032078562507 |
| 0.00471087051947064 |
| -0.00363812597010368 |
| 0.00541452332532991 |
| 0.00529815757823618 |
| 0.000887382909804224 |
| 0.000123305761250053 |
| 0.00738024902316431 |
| -0.0021763035453754 |
| -0.0123550115400312 |
| -0.00414277370872837 |
| -0.00832556593637937 |
| 0.0112080415135186 |
| -6.29830864148639e-05 |
| 0.00473534091623914 |
| 0.00645333735553025 |
| -0.00798261589473315 |
| 0.000303255645785677 |
| -0.0102855304756316 |
| -0.00250765612187490 |
| -0.00137693366014824 |
| 0.00518092256492861 |
| -0.00266667493250528 |
| -0.00240855806506968 |
| 0.00312454966815118 |
| -0.00472185405495626 |
| -0.00196027869084034 |
| -0.00200622856363691 |
| -0.0187690641479281 |
| -0.00454456473312351 |
| -0.0186014948259306 |
| 0.0094683511545138 |
| -0.00492275883505602 |
| 0.00568698754431439 |
| 0.00359961265137693 |
| 0.00295233692181573 |
| -0.00255739643502068 |
| 0.00120604278728020 |
| -0.00295270466882788 |
| 0.00210599316629989 |
| 0.000990498911931231 |
| 0.00509695024258960 |
| 0.00186594515032243 |
| -0.00370330770435148 |
| 0.00807964943583275 |
| 0.00139271501218907 |
| 2.49106599918003e-05 |
| 0.00989106724050526 |
| -0.00536163477273063 |
| -0.00720179245441571 |
| 0.00401854257679932 |
| -0.00158553724549232 |
| -0.00282897640978763 |
| 0.00100763062486570 |
| 0.00356556761512317 |
| -0.00173464425005773 |
| 0.00427715430236952 |
| -0.00419104846797433 |
| 0.00100787411940237 |
| 0.00238428106016683 |
| -0.00848561373853812 |
| -0.0112759333982029 |
| -0.00427365546267273 |
| -0.000371929409155355 |
| -0.0107587257118845 |
| 0.0124335429638102 |
| 0.0047394730020357 |
| -0.00145090347552437 |
| -0.000162524523322979 |
| 0.00670732294121704 |
| 0.000985698777419414 |
| -0.0072209132916887 |
| 0.00101954078848743 |
| 0.000111449589269647 |
| 0.00667744558607641 |
| 0.00135375518075140 |
| 0.0041052413196031 |
| 0.00454758777650208 |
| 0.00242006898388872 |
| -0.00417819788796520 |
| 0.0067222719099159 |
| -0.000619170512895922 |
| -0.00483625050433775 |
| 0.000457625048159271 |
| 0.00271653954688603 |
| 0.00423966908425155 |
| -0.00112081107586329 |
| 0.00197416982796036 |
| -0.00598750854921704 |
| 0.00380309848722926 |
| 0.00847223048792514 |
| 0.000375882289262552 |
| 0.00437129256354471 |
| -0.00990073145682982 |
| -0.0117351123545347 |
| -0.00149339077676619 |
| 0.00904345610509802 |
| 0.00307438281573683 |
| 0.00105441279677654 |
| 0.00294613353371082 |
| -0.000325810931619097 |
| 0.00552560869333935 |
| -0.00173072394421464 |
| 0.00869979180633354 |
| -0.00121330651526014 |
| -0.00203392473316738 |
| 0.0051200900986508 |
| 0.00560551121289804 |
| -0.00219430875242071 |
| -0.00241656071419813 |
| 0.00163775600239524 |
| 0.000341646849363164 |
| -0.00394915441286289 |
| 0.00673309328301319 |
| 0.00548937461563007 |
| -0.00329265148887400 |
| 0.00266508905403356 |
| 0.00115088049542136 |
| -0.00379922700803212 |
| 0.0052831978485583 |
| -0.00329299018028303 |
| -0.00391040829741582 |
| -0.00602637671903977 |
| 0.00238638718273687 |
| 0.00928348544082575 |
| 0.00260060740294685 |
| 0.00168965598108015 |
| 0.000789500648382624 |
| -0.00869747929790354 |
| -0.0065678511235534 |
| -0.00464806181566479 |
| 0.00886988477083042 |
| -0.00277307664432272 |
| -0.00266851896238776 |
| 0.00759438344725086 |
| -0.0057445719627284 |
| -0.000371136003960271 |
| 0.0061835682963556 |
| -0.00236850544126802 |
| -0.00160805506959949 |
| -0.00183915280629099 |
| 0.00402054949635064 |
| -0.0003666545027389 |
| -0.00323148459184086 |
| -0.00876435917860122 |
| -0.00139198999679913 |
| 0.00123951859528368 |
| 0.00307967342033760 |
| -0.0020186917713943 |
| -0.00544642487844826 |
| 0.00863006784681841 |
| -0.000540795039796316 |
| -0.0076611331709818 |
| 0.00250840177468625 |
| -0.0076571858179609 |
| -0.00716772202445992 |
| -0.000446766545050437 |
| -0.00694070503143898 |
| -0.00374516541954359 |
| 0.0041109217401471 |
| 0.000906370105567877 |
| 0.00255643258064839 |
| 0.00539377951795758 |
| -0.00142781100026831 |
| 0.0059339075131486 |
| -0.00621143403000671 |
| -0.000810020612100226 |
| 0.00394684184225141 |
| -0.0120042653895566 |
| 0.00509124737207153 |
| 0.00321519658247973 |
| -0.00216931494982919 |
| 0.00381389699376075 |
| 0.00329606890192752 |
| -0.00199694286400556 |
| -0.00535611891163079 |
| 0.00271737536168509 |
| -0.00092995482398836 |
| -0.0063226078686957 |
| -0.00148562184196538 |
| 0.00341140749148258 |
| 0.000606835278228329 |
| 0.00250056191422821 |
| 0.000391913860546073 |
| 0.000740634485060426 |
| -0.00346866606357432 |
| 0.00157266800340522 |
| -0.00339875170270454 |
| -0.00135529784579769 |
| -0.00223613591028157 |
| 0.00251506871666562 |
| -0.00285527218274534 |
| -0.00057383049981416 |
| -0.00664404327066481 |
| 0.00508727275519863 |
| 0.00354864195500848 |
| -0.00182009695495941 |
| -0.00170235157910145 |
| -8.12310056750587e-05 |
| 2.50625358005074e-05 |
| 0.00205537084743315 |
| 0.00792460663072084 |
| -0.00140898138586809 |
| 0.00123472085492154 |
| -0.0056761078833425 |
| 0.000833930094590624 |
| 0.000632066128317899 |
| -0.0030200308221692 |
| -0.00450138662303365 |
| 0.00242165684916110 |
| 0.00267679299410015 |
| -0.00422220836511397 |
| 0.00108784012456031 |
| -0.00220830175310621 |
| 0.00107919329799624 |
| -0.00199034169039428 |
| 0.000892589744374728 |
| -0.000684446441348019 |
| -0.00178754315584917 |
| -0.00233191294183979 |
| -0.000188112192542056 |
| -0.00496720300027897 |
| -0.00166156674282891 |
| -0.000846503442948926 |
| -0.00148915784684867 |
