| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1864 | -0.0381 | -0.0281 | -0.1964 | 0.0437 | 0.0957 | 0.0045 |
| (p-val) | (0.7127 ) | (0.4157 ) | (0.5816 ) | (0.6974 ) | (0.8869 ) | (0.0538 ) | (0.9883 ) |
| Estimates ( 2 ) | 0.2014 | -0.0379 | -0.0275 | -0.2115 | 0.0482 | 0.0955 | 0 |
| (p-val) | (0.6888 ) | (0.4186 ) | (0.5964 ) | (0.6735 ) | (0.3011 ) | (0.0432 ) | (NA ) |
| Estimates ( 3 ) | 0 | -0.0396 | -0.0317 | -0.011 | 0.0479 | 0.0952 | 0 |
| (p-val) | (NA ) | (0.3876 ) | (0.4926 ) | (0.8098 ) | (0.3039 ) | (0.0438 ) | (NA ) |
| Estimates ( 4 ) | 0 | -0.0395 | -0.0314 | 0 | 0.0469 | 0.0954 | 0 |
| (p-val) | (NA ) | (0.3895 ) | (0.4972 ) | (NA ) | (0.312 ) | (0.0434 ) | (NA ) |
| Estimates ( 5 ) | 0 | -0.0391 | 0 | 0 | 0.0468 | 0.0941 | 0 |
| (p-val) | (NA ) | (0.3946 ) | (NA ) | (NA ) | (0.3128 ) | (0.0462 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.0471 | 0.0919 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.3107 ) | (0.0513 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0.0932 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0482 ) | (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 |
| 0.00129979934279841 |
| 0.0147175499170170 |
| 0.00785598948266035 |
| 0.009546518865005 |
| 0.00178997228718845 |
| 0.0156125360604767 |
| 0.0150158109207540 |
| 0.00192490199272127 |
| -0.00309620434225667 |
| -0.0170250821835946 |
| 0.0129516670857597 |
| 0.000583965792380373 |
| 0.00768475006031044 |
| -0.00258739396537797 |
| 0.00640092091657296 |
| 0.0173987390108614 |
| -0.00358187645287411 |
| 0.0151910548019909 |
| 0.0142121086265763 |
| -0.0231964095683617 |
| 0.000318781127175871 |
| -0.00849768332609147 |
| -0.00797233210048898 |
| -0.000914510812752845 |
| -0.0069341691423499 |
| 0.0120833869874530 |
| 0.0112377719468335 |
| -0.0108756023193413 |
| 0.00878204642357017 |
| -0.0170349823750937 |
| -0.00141654118931056 |
| 0.00530114080129129 |
| 0.0187032715059166 |
| 0.00250205901256217 |
| -0.0140516422028407 |
| -0.0117706371460378 |
| 0.0108057527399172 |
| -0.00737598069545453 |
| 0.00759803577150242 |
| -0.0105648902124709 |
| -0.00768080786833969 |
| -0.00548711990967377 |
| 0.00163370964208132 |
| -0.00784834077385521 |
| -0.00592569607980131 |
| -0.0146738635195649 |
| 0.00337200918240055 |
| -0.00499814358650474 |
| -0.0099455425592898 |
| 0.00503690790652356 |
| -0.0251082791063073 |
| -0.00284162713323277 |
| -0.00078143978225964 |
| 0.00279522518409214 |
| -0.0086742262906121 |
| -0.0133759903629977 |
| -0.00341175578541941 |
| -0.00599562573176704 |
| -0.00109037775568099 |
| -0.00128725197256863 |
| 0.00593683994447969 |
| 0.0132772218248138 |
| -0.00152669848715381 |
| -0.00081956740672573 |
| -0.00162426317480890 |
| -0.0120807469997104 |
| 0.00259688285971293 |
| 0.00196589637673861 |
| -0.00136139327783247 |
| -0.0072261560778677 |
| -2.33846853232578e-05 |
| 0.0100301152180766 |
| 0.000173887636283787 |
| 0.0112439311719494 |
| 0.00486177178511937 |
| -0.00147649047636977 |
| -0.00382514166429448 |
| -0.00143463636500440 |
| -0.00111676919216053 |
| 0.0218923145040653 |
| 0.0116767852853727 |
| 0.0128294322342437 |
| -0.0074933943055533 |
| 4.40063585809281e-05 |
| 0.00217800952260094 |
| -0.000712397000258269 |
| -0.0157549778096084 |
| -0.00488083779140869 |
| 0.00482998909270549 |
| -0.00754462279860779 |
| 0.00407920113145832 |
| -0.0123478650395485 |
| -0.00377898292732448 |
| -0.00559123084138391 |
| -0.00278518187422572 |
| 0.00298879655375628 |
| 0.0109048585141918 |
| 0.00464209514515357 |
| -0.0156796670670485 |
| -0.0118652203551466 |
| -0.0136215682559606 |
| 0.000880696060971076 |
| 0.00559141899127513 |
| 0.00303519477287728 |
| -0.00817813112868637 |
| 0.00222019687769071 |
| -0.00386613417830506 |
| 0.00143771249644176 |
| -0.0233445026107604 |
| -0.00620346301920272 |
| -0.00528144235638828 |
| 0.0151924721019163 |
| -0.00304247028904525 |
| -0.00330756916928032 |
| 0.00133777646611954 |
| -0.00124318745066043 |
| 0.0144983169205963 |
| -0.00267378305350308 |
| -0.000247056955061886 |
| -0.00860567755328545 |
| 7.9782368985759e-05 |
| -0.000314911491601011 |
| -0.0121548600647161 |
| -0.00940659731396765 |
| -0.00304403189353719 |
| -0.00610119289592159 |
| 0.00170668216814240 |
| 0.0102618397471632 |
| 0.0201516081562321 |
| -0.00443950480908573 |
| -0.00605258156095556 |
| 0.0163104485080006 |
| 0.00779464407773811 |
| -0.0132925386457223 |
| 0.00554260647547977 |
| -0.00761101773930761 |
| 0.0143181536013683 |
| 0.0136097766099483 |
| -0.0168185843344590 |
| -0.00672132451687024 |
| 0.0136340650573668 |
| -0.00703574569381549 |
| 0.0142344025558041 |
| 0.00745822764176096 |
| 0.00995926102379618 |
| 0.00268686122361039 |
| 0.0258601788393207 |
| -0.0211377902572021 |
| -0.00383213309061592 |
| 0.0179937341157725 |
| 0.0175323652170054 |
| 0.015431789917002 |
| 0.00497253262322483 |
| -0.00412452921663387 |
| -0.00232498033642381 |
| 0.00269980977377782 |
| 0.00141362186645777 |
| -0.00181142758790109 |
| -5.32281863980799e-05 |
| 0.00572733544505333 |
| 0.0115263999481314 |
| -0.00742247821792619 |
| 0.00863752807656981 |
| -0.000422479504990303 |
| 0.00626049776504245 |
| -0.00281769010873334 |
| -0.000230622424863380 |
| -0.0202595173980780 |
| -0.00956961022844638 |
| 0.0044495650110834 |
| 0.00500854244283011 |
| 0.00703806675583674 |
| 5.19480976244324e-05 |
| 0.00174216053306875 |
| -0.00163263577811645 |
| -0.0120897685402424 |
| -0.000616109037981927 |
| -0.00184467245028275 |
| 0.0180298557427465 |
| -0.00296662294354988 |
| 0.00856061422287069 |
| 0.0113508303883347 |
| 0.00907115867082653 |
| -0.00387708860602798 |
| -0.00275281421426521 |
| 0.006198292672704 |
| -0.0110612220200723 |
| -0.00414242515665597 |
| -0.00577930894646106 |
| 0.0108207309064980 |
| -0.00957896332989172 |
| 0.0087588585309637 |
| -0.00289954515019053 |
| -0.0101082876179595 |
| -0.00293299003751102 |
| 0.00430923535655303 |
| -0.0075581074539135 |
| 0.00484383058153459 |
| 0.00411973351622885 |
| 0.0057696187400984 |
| -0.0101046218685159 |
| 0.00362314081505954 |
| 0.0170164718090289 |
| -0.00876339284000305 |
| -0.00409299620083381 |
| -0.00287576222897412 |
| 0.0153149004058204 |
| 0.00156051478834707 |
| 0.00199632728831522 |
| -0.008670779007649 |
| 0.00152188846874668 |
| 0.0153143107878142 |
| 0.0139964789486431 |
| -0.00524471500854395 |
| -0.00395556162126409 |
| 0.0064077195425436 |
| 0.00361075440278436 |
| 0.00688763447222174 |
| -0.000686623290870214 |
| 0.00661894839257005 |
| -0.0016708966213681 |
| -0.00656811658599787 |
| 0.00649765211595832 |
| 0.0129226178720330 |
| 0.00767959059335266 |
| 0.000621433618936962 |
| 0.0114958853382707 |
| 0.00754694514769283 |
| -0.00882329841291085 |
| 0.00333730136078425 |
| -0.0260429906579436 |
| 0.00246983242494614 |
| 0.00422004069807724 |
| 0.00949026865361424 |
| -0.00553916628593121 |
| 0.000127686209879796 |
| -0.00642731647659178 |
| 0.00930816987306704 |
| -0.004045905330337 |
| -0.00184065851014181 |
| -0.0111969010389081 |
| -0.000211995663316866 |
| 0.0115638139055509 |
| -0.0038319656940482 |
| 0.000308946353900108 |
| 0.0208873199346125 |
| -0.000838770755340112 |
| 0.0104296276087228 |
| 0.0112062273183331 |
| -0.00342732099587773 |
| 0.00402912891358831 |
| -0.000356767416950232 |
| 0.00251077013902434 |
| 0.0275736353855416 |
| 0.00386434315272544 |
| -0.00258801284833532 |
| -0.00183396060575913 |
| -0.00712279133729776 |
| -0.0103865336550628 |
| 0.0130034355390891 |
| -5.57557086793281e-05 |
| -0.0110106621928485 |
| -0.000373988357871946 |
| -0.0151151651605810 |
| 0.00517459486800886 |
| 0.00609723362453929 |
| -0.00873442538545866 |
| 0.00981217995201544 |
| -0.00954823025355056 |
| 0.00658871879299627 |
| 0.0122392414725629 |
| -0.00894862449707756 |
| 0.00207555834284268 |
| -0.0115756687319737 |
| 0.00096563149080442 |
| -0.00944779938928653 |
| -0.0112823327209211 |
| 0.0108700931873407 |
| 0.00346900371830916 |
| -0.00145315686095948 |
| 0.000568048755127615 |
| 0.00890244847445643 |
| 0.0139276495891425 |
| 0.000216162682023402 |
| -0.00229720307249903 |
| -0.0067221688285739 |
| 0.00496815914425897 |
| -0.00474449525499909 |
| -0.00463558152946963 |
| -0.00155253784680420 |
| 0.00153674902160827 |
| -0.00121796208808189 |
| -0.0101077038063035 |
| -0.00206864945891416 |
| 0.000197803645112460 |
| -0.0068856636772292 |
| 0.00290383558896612 |
| -0.00979387597738368 |
| -0.00789372444822956 |
| 0.000757733597086085 |
| 0.0107892116817803 |
| -0.00902935833467589 |
| 0.0098119884387291 |
| 0.0026550457716521 |
| 0.0110816993887632 |
| 0.0016284615348221 |
| -0.000908868593139989 |
| -0.0111234624460834 |
| 0.00396737543883763 |
| 0.00158018885418443 |
| -0.00383501615935566 |
| -0.00608896652445257 |
| -0.00594180046732395 |
| 0.0047380812050124 |
| -0.00604950427362749 |
| -0.00251676919216037 |
| -0.00560783986156443 |
| -0.0141555386604362 |
| -0.00653714712632802 |
| 0.0082660806654371 |
| -0.0117014282545331 |
| 0.00944388745779778 |
| -0.00359257526645962 |
| 0.0104243867260514 |
| -0.00882044589621112 |
| -0.000446826246909726 |
| 0.00639152423214906 |
| -0.00033091852093059 |
| 0.00134801785576721 |
| -0.00781852603995836 |
| -0.0120232428237119 |
| -0.00178039145325148 |
| -0.0020970768159545 |
| 0.0213407035113578 |
| 0.000253104503982193 |
| -0.0127362347214071 |
| 0.00109881432866632 |
| 0.003633378212341 |
| 0.0151401198308752 |
| 0.000264555681682266 |
| 0.00394036498820305 |
| -0.00122155380678479 |
| -0.00687708976191903 |
| -0.0165682937812819 |
| -0.00896280902834734 |
| 0.00299831213896362 |
| 0.0123209688392378 |
| 0.00525290061785078 |
| -0.00378208304430738 |
| 0.000645524117747875 |
| -0.00482471106237736 |
| 0.00284052644724686 |
| -0.00155585629909383 |
| -0.0126492433800593 |
| 0.0049421462150665 |
| -0.00259281178096193 |
| -0.00883991000722006 |
| -0.00221934521022571 |
| -0.008520705502715 |
| 0.00912994653444499 |
| -0.00870217920040983 |
| 0.0119745452163338 |
| -0.0113895770269559 |
| 0.0109811607094967 |
| 0.00440336101055072 |
| 0.00544852648079108 |
| 0.00385113499605416 |
| -0.00777840492201887 |
| 0.00527484724992489 |
| -0.0159799593019230 |
| 0.00939194915888986 |
| -0.0061392061388903 |
| -0.0113607670390892 |
| 0.00667302475186493 |
| -0.000257447168561686 |
| -0.00829538083678605 |
| 0.00421354410569741 |
| -0.00419201712093353 |
| 0.0156153905893028 |
| -0.00314965708984594 |
| 0.0130071893749288 |
| -0.0124896789044349 |
| -0.0103533228392891 |
| 0.0317569897446237 |
| -0.00782167593978955 |
| 0.0106845230071118 |
| 0.00258445775036953 |
| -0.000391783049386252 |
| -0.0122219578490279 |
| -0.0252957708255999 |
| 0.00347036374845144 |
| 0.000494679411411125 |
| 0.00883165643586925 |
| -0.00240091369198514 |
| -0.0186711103062158 |
| -0.0098198128264002 |
| -0.00725804658528428 |
| -0.0128623882251464 |
| 0.00163509533835349 |
| 0.00484425874049688 |
| 0.00806718329658018 |
| 0.00860549662798205 |
| -0.0109465837948839 |
| -0.0144090836962254 |
| -0.00725046774846105 |
| -0.00396247307932107 |
| 0.00966515974886417 |
| -0.0175378215985087 |
| 0.00642984465696572 |
| 0.000885727778080492 |
| -0.0273288511278897 |
| 0.0130793102335254 |
| 0.00976735841553333 |
| -0.0179044886497302 |
| -0.00954281474972363 |
| -8.811472581427e-05 |
| 0.00525919899927607 |
| 0.00895101157598477 |
| 0.0125519919429493 |
| 0.000210885178614895 |
| 0.0103067147965132 |
| -0.000146692896950684 |
| -0.00184151519469045 |
| 0.000744616861084069 |
| 0.0224671400802261 |
| -0.00531891692009001 |
| -0.00283794772388002 |
| -0.0144480106311791 |
| 0.00608512242383408 |
| -0.01245855263618 |
| 0.00779752985177984 |
| 0.0317455000010294 |
| -0.0120914419521032 |
| 0.00201458728644877 |
| 0.00519429832999552 |
| -0.000579456087502539 |
| 0.00950487798045097 |
| -0.0549155395443284 |
| -0.0179649510811000 |
| 0.0112807882709067 |
| -0.0145098576029303 |
| -0.0112006261075699 |
| -0.00111161329483722 |
| -0.000622039864501156 |
| -0.0198767126728698 |
| 0.00870995367405913 |
| -0.0101241044210667 |
| 0.000661508317423065 |
| 0.00485981336297203 |
| 0.00308672427480516 |
| 0.00755381767323104 |
| 0.0124432311648119 |
| 0.00304391041862573 |
| -0.00206944411894283 |
| 0.00318089994710213 |
| -0.0205830196971202 |
| 0.0131778822413389 |
| -0.0124041787625802 |
| 0.00468555328809828 |
| 0.013250578137592 |
| 0.00508381448832207 |
| 0.00214869104088367 |
| 0.00952237284587865 |
| 0.00214447823169461 |
| 0.00380169881564374 |
| -0.0215223008914684 |
| 0.00270537423263018 |
| 0.000755587156220594 |
| 0.00155808320602135 |
| -0.00803458671332913 |
| 0.00505779433454201 |
| 0.0292934921906662 |
| 0.0142116086443780 |
| -0.00864015387748385 |
| -0.0195109812497436 |
| -0.0193477583804367 |
| 0.0182596362988612 |
| -0.00683954182556956 |
| 0.000995550676308854 |
| 0.0257057853682883 |
| 0.00938088744308385 |
| -0.0167643699747460 |
| 0.00739592324607186 |
| 0.00653671613089046 |
| 0.0117363534910169 |
| 0.0286046671320788 |
| -0.00542285181240709 |
| 0.000462874547435765 |
| -0.0284512855004908 |
| 0.0252613763857017 |
| 0.02759503495787 |
