| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4323 | 0.047 | -0.1803 | 0.72 | 0.4434 | 0.0757 | -0.4761 |
| (p-val) | (0.0324 ) | (0.5288 ) | (4e-04 ) | (3e-04 ) | (0.3821 ) | (0.133 ) | (0.3486 ) |
| Estimates ( 2 ) | -0.3054 | 0 | -0.1657 | 0.5895 | 0.446 | 0.0832 | -0.4875 |
| (p-val) | (0.1151 ) | (NA ) | (0.0087 ) | (8e-04 ) | (0.3666 ) | (0.0879 ) | (0.3237 ) |
| Estimates ( 3 ) | -0.2745 | 0 | -0.1553 | 0.5603 | 0 | 0.0534 | -0.0463 |
| (p-val) | (0.1503 ) | (NA ) | (0.0104 ) | (0.0012 ) | (NA ) | (0.275 ) | (0.3442 ) |
| Estimates ( 4 ) | -0.3014 | 0 | -0.1665 | 0.5813 | 0 | 0.0503 | 0 |
| (p-val) | (0.1289 ) | (NA ) | (0.0088 ) | (0.0011 ) | (NA ) | (0.3007 ) | (NA ) |
| Estimates ( 5 ) | -0.3161 | 0 | -0.1651 | 0.5915 | 0 | 0 | 0 |
| (p-val) | (0.1327 ) | (NA ) | (0.0135 ) | (0.0017 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | -0.1034 | 0.3053 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0264 ) | (0 ) | (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 |
| 0.0407818775096867 |
| -1.13348990183653 |
| -0.412679368702411 |
| 1.00041926790722 |
| 1.09816392580918 |
| -0.180026619301274 |
| 0.342978588889824 |
| -0.121650883817690 |
| 0.455917976847342 |
| 0.321489575392424 |
| 0.783485350025662 |
| 0.327753527279602 |
| -0.462023801313505 |
| -0.434697501276122 |
| 0.0607636602577623 |
| -0.202735716826520 |
| 0.537593044338965 |
| 0.531500535249298 |
| 1.08098201754232 |
| 0.831636032592093 |
| -0.0331694218650732 |
| 0.635509874357756 |
| 0.258189879779192 |
| -0.0212552335078817 |
| 0.160407867476834 |
| -0.155841747041783 |
| 0.303856475966096 |
| -0.389819040839615 |
| -0.74938963883583 |
| -0.729132079165322 |
| -0.0848945558792947 |
| 0.399966711124918 |
| 0.551373114801016 |
| -0.4718501149896 |
| 0.557601971487706 |
| -0.237452054235824 |
| 0.493594758458237 |
| -0.199462830235916 |
| -0.0544935844480747 |
| -0.195928485298396 |
| -0.0219928168983543 |
| 0.062078314215519 |
| 0.136402065928920 |
| -0.551512515114744 |
| -0.00948598227339659 |
| 0.204377173745975 |
| -0.63196168847341 |
| 0.158497138590207 |
| -0.0637250976154959 |
| 0.189411468857472 |
| -0.313930581182717 |
| 0.5204162150036 |
| -0.536643492720529 |
| 0.579308195582058 |
| 0.335511179270938 |
| -0.274794895646743 |
| -0.0309000054789408 |
| -0.0376151199270041 |
| 0.174563226051298 |
| -0.0861042462451493 |
| -0.594580080479624 |
| 0.30719505601774 |
| -0.00415168192301962 |
| -0.210270335500155 |
| 0.0501722014521917 |
| -0.0282942310497916 |
| -0.0550238603925166 |
| -0.291515312313827 |
| 0.228319162463201 |
| -0.221485620308208 |
| -0.141783619272864 |
| -0.169844068998309 |
| -0.0439775201602117 |
| -0.384535094446093 |
| 0.178956722969964 |
| 0.312137655550309 |
| -0.341203570874498 |
| 0.126396250491887 |
| 0.0372029957826072 |
| -0.167447874928477 |
| -0.13849064956095 |
| 0.288514143162033 |
| -0.176594651827514 |
| -0.102238335959498 |
| 0.288707050516585 |
| -0.315372502702026 |
| -0.0108725628737787 |
| -0.0201082456638275 |
| 0.242289627505485 |
| -0.0532027609654833 |
| -0.264922847542437 |
| 0.227703140522955 |
| -0.280875138377091 |
| -0.128773975412287 |
| 0.0328975784819576 |
| -0.0571027672816768 |
| 0.0561881705491558 |
| 0.098139456364315 |
| -0.0367888108075363 |
| 0.141165973489528 |
| -0.241985319997887 |
| -0.00483368755185865 |
| 0.132121879030464 |
| 0.00224582686246322 |
| 0.0658543406997865 |
| 0.0475443249339804 |
| 0.0208281577562062 |
| -0.0609637707825854 |
| -0.0342898432167473 |
| -0.0123789274402171 |
| 0.119524879800593 |
| -0.408496365538184 |
| 0.230697513939276 |
| -0.178062108845339 |
| 0.00390004541709033 |
| 0.071836752178541 |
| 0.0817073706951632 |
| -0.0472458730498602 |
| 0.0266505434575279 |
| 0.524352847230482 |
| -0.271297824551752 |
| -0.147692016743569 |
| 0.405723394236887 |
| -0.179721277786015 |
| 0.0986985347029048 |
| 0.0138540437191352 |
| -0.0957820450509885 |
| 0.0234225810896405 |
| 0.00626327271655214 |
| 0.240948654991797 |
| -0.00271144896579756 |
| 0.420204217539023 |
| 0.798301790016453 |
| 0.305909402041813 |
| -0.662036782649899 |
| 0.0298673714768896 |
| 0.00448708320592317 |
| -0.242468152664230 |
| -0.767083884304455 |
| 0.329462512878948 |
| -0.0198267949857112 |
| 0.0204588213389840 |
| -0.222649490794161 |
| -0.180845581343149 |
| 0.0897799328527142 |
| 0.244389746868791 |
| 0.205181909316330 |
| 0.0118826969309609 |
| -0.0360411696267349 |
| 0.434966282667098 |
| -0.0740711424580951 |
| 0.101407446015159 |
| 0.517120608718358 |
| -0.582563603136961 |
| 0.97985890071464 |
| 0.0648869010781326 |
| -0.687792743784122 |
| 0.0268911207740032 |
| 0.304781737097571 |
| -0.553402807900568 |
| 0.111624356735369 |
| 0.141903564680511 |
| 0.0760029418779098 |
| -0.348312080723368 |
| 0.0216915249981326 |
| -0.0251270438538427 |
| 0.216604694031005 |
| 0.0910990797563187 |
| 0.111017776800090 |
| 0.118839949696245 |
| -0.188554662968443 |
| 0.0231376493327176 |
| -0.222188302785526 |
| 0.0058903191282127 |
| 0.247839489992877 |
| -0.265948485141990 |
| -0.140020476994238 |
| -0.108008990963015 |
| 0.0989900380727562 |
| 0.117801705518978 |
| -0.207143594907464 |
| -0.236273264321724 |
| -0.0357297544857502 |
| 0.000993250860979344 |
| -0.0283041493769218 |
| -0.142219824615296 |
| -0.103482386939959 |
| -0.105888603862290 |
| -0.0247147897287618 |
| -0.248152371266137 |
| 0.152280875457201 |
| -0.313555704670954 |
| 0.250704423732223 |
| -0.0312383739763291 |
| -0.0642613592392252 |
| -0.142750240154747 |
| 0.0177927288168149 |
| -0.0587851377297426 |
| -0.0784910498459368 |
| 0.322160777058059 |
| -0.168451413841140 |
| -0.00369007961796797 |
| -0.0226162815172728 |
| 0.0294000600619952 |
| -0.118794150498218 |
| -0.0210275691407986 |
| 0.0208142682467738 |
| -0.0975216955819036 |
| -0.121298275338553 |
| 0.0174350432633403 |
| -0.164263279025455 |
| -0.0112568981746932 |
| -0.193512180145007 |
| 0.163011122920643 |
| -0.153354336546698 |
| 0.179672343085500 |
| 0.0110309903063524 |
| -0.165654819541082 |
| 0.0719842511794013 |
| -0.101640479007173 |
| 0.0731876663278186 |
| -0.0971542111803885 |
| -0.0558800119800509 |
| 0.0447231398077435 |
| -0.185064189209349 |
| 0.152705079907534 |
| -0.0106382384260826 |
| 0.127184650757748 |
| 0.0316491430840955 |
| 0.0382930931810535 |
| 0.297928171603047 |
| 0.303465020647813 |
| -0.107387356356085 |
| 0.296974536496919 |
| -0.108585967438138 |
| 0.226336717716720 |
| -0.120305893449711 |
| 0.164173969842189 |
| -0.0434310982754198 |
| 0.936733498538295 |
| -0.435285760194972 |
| 0.169229880215546 |
| -0.431436398923339 |
| -0.226122952502607 |
| -0.0667635682713978 |
| 0.0497816053426519 |
| 0.0567706055213506 |
| -0.242339530935631 |
| -0.0854244782345859 |
| -0.175779017233864 |
| -0.424905990209133 |
| -0.375809005774840 |
| 0.0909990595695547 |
| 0.465461975052307 |
| -0.00072042889291879 |
| -0.284919632835312 |
| 0.160342722712642 |
| -0.125154221366444 |
| -0.252041735551195 |
| -0.161441067629916 |
| -0.105395130282652 |
| 0.112441217642875 |
| 0.00462981260572803 |
| 0.342245194165528 |
| -0.439947831219349 |
| -0.0158901602160739 |
| 0.0482396615149128 |
| -0.242072225050599 |
| -0.296610729288837 |
| -0.0843537182360663 |
| 0.295239088701599 |
| 0.289957788426264 |
| 0.0664367246331068 |
| -0.0649510344211919 |
| -0.0795999155708316 |
| -0.103952029900412 |
| -0.0867435865143804 |
| -0.205078125845617 |
| -0.151145323106235 |
| -0.159548442677632 |
| 0.0554745467316664 |
| -0.0769578392210164 |
| 0.0654715537658177 |
| -0.196142650381319 |
| -0.153922318018786 |
| -0.249806505283594 |
| 0.0763141648128993 |
| -0.0421194388556856 |
| 0.0110331880571266 |
| -0.356125999949306 |
| -0.087446652647671 |
| 0.222277358107618 |
| -0.184773580776806 |
| -0.0456317132389543 |
| -0.0637428881517295 |
| 0.132614641520455 |
| -0.236181339157049 |
| 0.0334574379637402 |
| 0.177769961503223 |
| -0.0767929845340518 |
| -0.137956320320363 |
| 0.150459683362079 |
| -0.277130551116201 |
| -0.0513559133260699 |
| -0.0275052543500180 |
| 0.0292516652978065 |
| -0.053391557876914 |
| -0.00438943403703718 |
| -0.117296863462137 |
| -0.152735408979510 |
| -0.243669396735854 |
| 0.315747855442915 |
| -0.199000075571618 |
| -0.212981909710017 |
| 0.0104679854244480 |
| -0.0592555493156084 |
| 0.275959641604743 |
| -0.231688188515086 |
| 0.115361384445166 |
| -0.108263507178165 |
| -0.315724112398712 |
| -0.0414287399856832 |
| -0.00181136688707539 |
| -0.014567182834206 |
| 0.188204793198842 |
| 0.0623584880412835 |
| -0.0161107699966507 |
| -0.118952916039213 |
| 0.00433848955981375 |
| -0.0440998281239473 |
| -0.0221068454237354 |
| -0.266125291241707 |
| 0.0118549339286105 |
| -0.0963232789007762 |
| -0.0985261774937527 |
| 0.0408432165600559 |
| 0.00122385271773595 |
| -0.0686063705830975 |
| 0.105333479353007 |
| -0.0905756813551903 |
| -0.215436566068348 |
| 0.0359955365580404 |
| 0.0638037593498311 |
| 0.238518014898247 |
| -0.085325185274094 |
| -0.426597720375163 |
| -0.210577547048501 |
| -0.300526858890009 |
| 0.0129439140436958 |
| -0.169013883427318 |
| -0.0074738992551886 |
| 0.176214399663372 |
| 0.713133077079235 |
| 0.307494681901346 |
| -0.594677771326204 |
| 0.346989864581609 |
| -0.324002386629381 |
| -0.468631788949764 |
| 0.255299317805971 |
| -0.0332386730552017 |
| -0.0307597910765267 |
| 0.0712461656677874 |
| -0.0927808401412236 |
| -0.209092900991202 |
| 0.278131520307319 |
| -0.0689563255865338 |
| 0.0680501666402762 |
| 0.0436449555595715 |
| -0.0103573594198707 |
| 0.355058713671433 |
| -0.0486562456252315 |
| -0.0857643655716487 |
| -0.0702405900505951 |
| 0.176650062730175 |
| -0.318715879909924 |
| -0.0418333592566569 |
| 0.0566145011744652 |
| 0.122617774858689 |
| 0.0387276966907351 |
| -0.0402917018035325 |
| -0.092857726579247 |
| 0.177742196632387 |
| 0.233900562970213 |
| 0.433545405885916 |
| -0.115009196863348 |
| 0.167095233134326 |
| 0.0521874585783735 |
| -0.0325785669542853 |
| -0.086119462669231 |
| -0.237562578782679 |
| -0.0191729139459866 |
| 0.126909109747622 |
| 0.247191982021675 |
| 0.267309859184863 |
| -0.0101052200998666 |
| -0.166022792345686 |
| -0.156434939986866 |
| 0.112906761562748 |
| -0.068232846893217 |
| 0.0458120663314148 |
| 0.171328298147252 |
| -0.104373224863579 |
| 0.204738513308470 |
| -0.0783456519195411 |
| 0.0391916511110608 |
| -0.0400262445340331 |
| -0.0545495084991572 |
| -0.00895499647776887 |
| 0.0386886335532992 |
| 0.273046070767741 |
| -0.241692912349102 |
| -0.00575242880129423 |
| -0.159440547161402 |
| -0.0618970052644698 |
| 0.0108285528743934 |
| -0.0493798934790917 |
| 0.0585548278491856 |
| -0.0880369837236543 |
| -0.144126854909061 |
| 0.0320939969759380 |
| 0.0196822118828166 |
| 0.0402440126093992 |
| 0.0551267936440354 |
| -0.0239787640426243 |
| -0.0467407032166562 |
| 0.116079867386169 |
| 0.212955259729490 |
| -0.0258680725647977 |
| 0.0354097175088981 |
| 0.076782427143776 |
| -0.208165455634621 |
| 0.0397218373760566 |
| 0.0247845348266793 |
| -0.0250741667807048 |
| 0.0632381881098851 |
| 0.210680669924969 |
| 0.490278092931312 |
| 0.377455227900846 |
| -0.134631015200711 |
| 0.201862608788488 |
| 0.227102698803940 |
| 0.586843032249845 |
| -0.227932673903283 |
| 0.161944376695018 |
| -0.131491513902326 |
| -0.0598443740933305 |
| 0.237688024239105 |
| 0.224689399367143 |
| 0.0637413616989875 |
| 0.0375612439893374 |
| -0.132511966736054 |
| -0.235834844359751 |
| 0.266242475030793 |
| -0.098340387058876 |
| -0.000197309511179355 |
| 0.134831172426907 |
| 0.281986237163373 |
| 0.246411321327365 |
| 0.216799879979064 |
| -0.204198888047749 |
| 0.039412868858669 |
| 0.400987566468203 |
| 0.164370353274514 |
| -0.56318143722909 |
| 0.245273582342428 |
| -0.271022154326317 |
| 0.0410472581820471 |
| 0.221175266034564 |
| 0.114848335948047 |
| 0.147909019283304 |
| 0.253596348082816 |
| -0.00263838947041961 |
| 0.27775383186421 |
| -0.165677914009777 |
| -0.429480747251048 |
| 0.0241489972436071 |
| -0.491602049572563 |
| -0.282198213712753 |
| 0.283070251673578 |
| -0.132457373785087 |
| 0.152843149272933 |
| -0.0140722806842959 |
| 0.0850208691875451 |
| 0.0656844117768998 |
| -0.0672893775305923 |
| -0.0724945088189415 |
| -0.470528460662315 |
| -0.0472016363536483 |
| -0.153191595412096 |
| -0.407325615499026 |
| -0.109380499203645 |
