ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.0097 | -0.0393 | -0.0355 | 0.0455 | 0.0552 | 0.0441 |
(p-val) | (0.8337 ) | (0.3947 ) | (0.4612 ) | (0.987 ) | (0.8222 ) | (0.9874 ) |
Estimates ( 2 ) | -0.0095 | -0.0394 | -0.0358 | 0.0896 | 0.0513 | 0 |
(p-val) | (0.8341 ) | (0.3946 ) | (0.4376 ) | (0.052 ) | (0.2791 ) | (NA ) |
Estimates ( 3 ) | 0 | -0.0392 | -0.0355 | 0.0896 | 0.0515 | 0 |
(p-val) | (NA ) | (0.3966 ) | (0.4408 ) | (0.0521 ) | (0.2774 ) | (NA ) |
Estimates ( 4 ) | 0 | -0.0387 | 0 | 0.0887 | 0.0503 | 0 |
(p-val) | (NA ) | (0.3513 ) | (NA ) | (0.0352 ) | (0.2576 ) | (NA ) |
Estimates ( 5 ) | 0 | 0 | 0 | 0.0891 | 0.0442 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.0534 ) | (0.3458 ) | (NA ) |
Estimates ( 6 ) | 0 | 0 | 0 | 0.092 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) | (0.046 ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
0.00164575503529101 |
0.0355959800251472 |
0.0191489774664029 |
0.0234085733032598 |
0.00440606854431308 |
0.0386574990310776 |
0.0343940313367198 |
0.00499213676742217 |
-0.00897885554677462 |
-0.0418685958126822 |
0.0290557142723267 |
-0.00143610172309305 |
0.0199389193188173 |
-0.00321029901084602 |
0.0212003881371894 |
0.0399633515336886 |
-0.0091520857414864 |
0.0407459509834669 |
0.0421330702204279 |
-0.05938936071309 |
-0.00439170133897959 |
-0.0231357946592201 |
-0.0223978067337076 |
-0.00358452940342824 |
-0.0092018404217935 |
0.0257145706311039 |
0.0329731050374324 |
-0.0252478482972904 |
0.0192181995262943 |
-0.0358470095393595 |
-0.00303159105246009 |
0.00776194348110537 |
0.0526159349507551 |
0.00122811017113067 |
-0.0327020713019135 |
-0.0331161858133084 |
0.0241025876454601 |
-0.0191704241898436 |
0.0233596550853581 |
-0.0241163992238467 |
-0.0164489139153225 |
-0.0217317231038447 |
0.00452202688396697 |
-0.0219847365447148 |
-0.00506132213535704 |
-0.0345416099624896 |
0.00475154081967433 |
-0.0158918215721640 |
-0.0212913390754317 |
0.0122159735891676 |
-0.0554773618204567 |
-0.0106799731360077 |
-0.00218142586794201 |
0.00717794073071176 |
-0.0219530805233992 |
-0.0262709334072364 |
-0.0108404374600033 |
-0.0169713685521029 |
-0.00177667738362741 |
-0.00277562633732398 |
0.0166926067966300 |
0.0323954032747169 |
-0.00777387222601233 |
-0.00378527947326446 |
-0.00294659738344438 |
-0.0278707310250015 |
0.00247202364692223 |
0.00470852716949888 |
-0.00426968017840879 |
-0.0182167684563066 |
0.00156907667532580 |
0.0200608063185983 |
0.00179802970611731 |
0.0301917208980709 |
0.0123459966317987 |
-0.00347375101643399 |
-0.0116730283139468 |
-0.0052685429399657 |
-0.00456533657561309 |
0.0539070033490621 |
0.0287416144949160 |
0.0291408002264701 |
-0.0184298402340568 |
0.000830534923705217 |
8.64003542688785e-05 |
0.00135066280277263 |
-0.0381591080430783 |
-0.00896853448831858 |
0.00981850089039416 |
-0.0214313077684278 |
0.00829604877539869 |
-0.0225975321279519 |
-0.00633214775596769 |
-0.0121778078012447 |
-0.00643041001977451 |
0.00537795998509671 |
0.0307760069762759 |
0.0115357586985718 |
-0.04057560271691 |
-0.0280664544540812 |
-0.0324360408408988 |
-0.000623279026507495 |
0.0146488864743142 |
0.00956180207907864 |
-0.0187920263075034 |
0.00531962165903122 |
-0.0124485198730278 |
0.00214702818840729 |
-0.049531690412995 |
-0.00979835833179887 |
-0.0154910400794428 |
0.0331689760420297 |
-0.0113387998595167 |
-0.00301723308397817 |
0.00418088858243881 |
-0.00160941123112912 |
0.0281238463596898 |
-0.00363086396353296 |
0.000830137661506747 |
-0.0193216928086259 |
-0.00333926572459786 |
-0.00619559719045704 |
-0.0268523320795073 |
-0.0179687437636009 |
-0.00618527364809229 |
-0.0146784749743045 |
0.00262669418199146 |
0.0252906778974673 |
0.0488781794563016 |
-0.00982638970409022 |
-0.0127551003859534 |
0.0343715811876069 |
0.0168919963124805 |
-0.0329573762386843 |
0.0137081208156327 |
-0.0176907519042722 |
0.0280876157078647 |
0.0290788364882542 |
-0.0370752601853321 |
-0.0152491975753268 |
0.0386804879101867 |
-0.0225253443041125 |
0.0294191219078213 |
0.0267889126766763 |
0.0239800424376073 |
0.000457804711749388 |
0.0646886547818102 |
-0.0574681531391299 |
-0.00479732467112592 |
0.045403651711116 |
0.0378611202717007 |
0.0313143790084380 |
0.0221569949949625 |
-0.0150539058471653 |
-0.0078932640937952 |
0.00736188049220843 |
0.00153527027509059 |
-0.00179349719952082 |
0.00837716893469498 |
0.0065520620554742 |
0.0252566451611989 |
-0.0156863238899876 |
0.0249948010919481 |
0.00227195374813416 |
0.0171385180085974 |
-0.0110010369844824 |
0.00135895341625170 |
-0.0521549059672624 |
-0.0221755959384566 |
0.00886499905216853 |
0.0132939016972156 |
0.0183886324845357 |
0.00605681811503755 |
0.00257838918588171 |
-0.0044836491776008 |
-0.0300770830224819 |
-0.000873076339588108 |
-0.00246914875391546 |
0.045730506073159 |
-0.0121785545747066 |
0.0211710627121551 |
0.0272173411022001 |
0.0245016302757153 |
-0.0123755292071734 |
-0.00335875498935767 |
0.0147497672349299 |
-0.029796070672933 |
-0.0137669003204852 |
-0.0145040593818118 |
0.0272600409204522 |
-0.0222752292297459 |
0.0227745064099949 |
-0.00680862614930389 |
-0.0217435240699844 |
-0.00788511127762681 |
0.0123558580697156 |
-0.0209211394607527 |
0.0155815269125608 |
0.0101614405426393 |
0.0116273054628617 |
-0.0268771121199689 |
0.0128290599045022 |
0.0389756236700101 |
-0.0190447466318768 |
-0.0113846632840089 |
-0.00687491949620567 |
0.0365177357584823 |
0.00135808645804136 |
0.00645976901988798 |
-0.0210673069237477 |
0.00599550563325257 |
0.0357259425032754 |
0.0327825878966252 |
-0.0116510320094947 |
-0.00376344398542816 |
0.0136065287290139 |
0.00333238485431098 |
0.0154484550694076 |
0.00421163484088538 |
0.0186002525618285 |
-0.00554166737067097 |
-0.0208808579758351 |
0.0143729754200066 |
0.0385407164438931 |
0.0223762483858718 |
0.00108668306046811 |
0.0308649117040114 |
0.0180700399375464 |
-0.0253602507812185 |
0.00961715499219196 |
-0.0672056082602457 |
0.0062943654840999 |
0.00947668900437337 |
0.0245136307921621 |
-0.0161521266536011 |
0.0104228394940082 |
-0.0199396307883675 |
0.0230568456761175 |
-0.0085948267076339 |
-0.00115081018267515 |
-0.0294833334806202 |
0.0020227570561846 |
0.0206001142318681 |
-0.0085668786851516 |
0.00236014285253772 |
0.0600890475605234 |
-0.00433784038795171 |
0.0251121385325623 |
0.0306192458206156 |
-0.00733435778927216 |
0.00654026639965188 |
0.00203578775928115 |
-4.50017026105698e-05 |
0.0742928083703296 |
0.0148902374566187 |
-0.0117136444391948 |
-0.00432107586811448 |
-0.0155620684048530 |
-0.0368177476367446 |
0.0409042774055819 |
0.00358303713619978 |
-0.0309269605289391 |
0.000819536613720473 |
-0.0424269738942273 |
0.00864528246567398 |
0.0256576052821291 |
-0.0193480957567811 |
0.0251556281045562 |
-0.0214370219919973 |
0.0116753089354438 |
0.0290071453317013 |
-0.0160609624357364 |
0.00274562038068149 |
-0.0290405830890301 |
-0.00052696434180266 |
-0.0326188822069207 |
-0.0249774101186460 |
0.0291429540787522 |
0.0116947256025774 |
-0.00401361458008598 |
0.000357268072760153 |
0.0274358589332446 |
0.0366043931712681 |
0.00106869131633358 |
-0.00524763852751464 |
-0.0202288626989842 |
0.0127145626722398 |
-0.0193382270520011 |
-0.0136831689749677 |
-0.000725799484070588 |
0.00657552531039363 |
-0.00689842564159004 |
-0.0272518320889441 |
-0.00286963433864162 |
0.00386885796623115 |
-0.0180338690422577 |
0.00733720328141052 |
-0.0254053542154327 |
-0.020120588026018 |
0.000279627833146279 |
0.0292147007176133 |
-0.0255681150804214 |
0.0306950889893689 |
0.00741888446877015 |
0.0261651633997051 |
0.00239591895386093 |
0.00109464892615385 |
-0.0339729565231015 |
0.0130700550406919 |
-0.000491927084919741 |
-0.0126010053604468 |
-0.0148846249052146 |
-0.0116095642179577 |
0.00744027454182339 |
-0.0143965238413273 |
-0.00531532758103603 |
-0.0115370043326619 |
-0.0350868782683689 |
-0.0191643327181354 |
0.0202167627202703 |
-0.0290727702853089 |
0.0264608085681757 |
-0.00705250212370268 |
0.0253451618840024 |
-0.0263205298270279 |
0.00347749347211312 |
0.0125362505858087 |
0.0023862369643155 |
0.000473421058221346 |
-0.0213880302782237 |
-0.0327931636387873 |
-0.0051973098387601 |
-0.0069903416393331 |
0.0565381835261562 |
0.00288300225637705 |
-0.0290910942968505 |
-0.00141159128966328 |
0.0100488340712699 |
0.0353501568943748 |
0.00445227237687518 |
0.0149139860601624 |
-0.00663897540094394 |
-0.0217962275464256 |
-0.049210143283108 |
-0.0222895044450526 |
0.0136623806493090 |
0.0331510485519513 |
0.0119365365267092 |
-0.00893144110467525 |
0.00233157122399108 |
-0.0115467939803418 |
0.0057462029054558 |
-0.00155561513759195 |
-0.0301055982969374 |
0.0112864330622748 |
-0.0103190526973731 |
-0.0274500650193241 |
-0.00443319742403103 |
-0.0155310862699702 |
0.0218637743841925 |
-0.0214259372341403 |
0.0321555193040863 |
-0.0308578699144 |
0.0318672428679871 |
0.00781566684665091 |
0.0146475602900333 |
0.00826418949545782 |
-0.0166962639412360 |
0.00809963070067599 |
-0.0420965500948223 |
0.022793501634202 |
-0.0153358934576240 |
-0.0275645123299939 |
0.0167591166494652 |
5.36837857205708e-05 |
-0.0229925351903191 |
0.0134826821985634 |
-0.00659564676084345 |
0.0373032499264374 |
-0.00694470376692857 |
0.0350947756260309 |
-0.0374080371576118 |
-0.0215183378418751 |
0.0757491694057542 |
-0.0203370138818542 |
0.0269317719294999 |
0.0108088105772075 |
-0.00212636581158221 |
-0.040581998421974 |
-0.0598558511557912 |
0.00737507455601571 |
0.00269733621493451 |
0.0276352561762874 |
-0.0104826613182145 |
-0.0447887628346189 |
-0.0227812077788283 |
-0.0201278271081362 |
-0.0316008141232071 |
0.00824834919569195 |
0.01854924365122 |
0.0163449633980384 |
0.0167564067087491 |
-0.0258931119027594 |
-0.0371883397294448 |
-0.0140587166247574 |
-0.0105331120015326 |
0.0194992044711051 |
-0.0405036484336441 |
0.0157689282380973 |
-0.00133634306437158 |
-0.0662778497220313 |
0.0296820523356405 |
0.0312165195493082 |
-0.0437122946423827 |
-0.0239056121634089 |
0.00278195604283193 |
0.00440429926263342 |
0.0217863446271227 |
0.036874375186317 |
-0.00329798266806014 |
0.0284275313964819 |
-0.00288244487908762 |
-0.013408493359361 |
0.00484007997581415 |
0.0610856673057876 |
-0.0197112426258388 |
-0.00845888370743686 |
-0.0359657019924295 |
0.0131991931779176 |
-0.0332045202588211 |
0.0254146657400094 |
0.0781684250461772 |
-0.0245671340111089 |
0.00162116266060375 |
0.0126019751988735 |
-0.00369382913591410 |
0.0240506000432623 |
-0.129666552064708 |
-0.0463067222143752 |
0.0241571647910246 |
-0.0338049312753492 |
-0.0354221451300485 |
0.0141206858915583 |
0.00318840932384679 |
-0.0539723835313675 |
0.0248059328598011 |
-0.022848580171722 |
0.0058284926039518 |
0.0160886198549839 |
-0.000939135247430167 |
0.0107580474842111 |
0.0359858170610294 |
0.00304010903830543 |
-0.00879990750886628 |
0.0109555650799364 |
-0.0507152117368881 |
0.0249239546295015 |
-0.0258651424231462 |
0.00895498912582315 |
0.0303198551810804 |
0.0176047478341728 |
-0.00144665344305683 |
0.0272081268896132 |
0.00649637367304989 |
0.00673833038773575 |
-0.0497331559811944 |
0.00644200241261883 |
-0.00371740933072751 |
0.00635935226032447 |
-0.0233665671525138 |
0.0171842023820854 |
0.0699949104478372 |
0.0354352248158210 |
-0.0219671947276272 |
-0.0430748817444686 |
-0.045512503842617 |
0.0384681673036087 |
-0.0208607178943003 |
0.0063318384328499 |
0.065769874236389 |
0.0250687345942131 |
-0.0522106596051384 |
0.0213385378209217 |
0.0222376819030066 |
0.0290218773576929 |
0.0725147959703123 |
-0.0148225403079909 |
-0.00663509207828983 |
-0.0674548963587835 |
0.0564646671535554 |
0.064344598517319 |