| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5683 | -0.0041 | 0.0453 | -0.8499 | 0.059 | 0.0683 | -0.0392 |
| (p-val) | (0 ) | (0.9515 ) | (0.5008 ) | (0 ) | (0.9257 ) | (0.231 ) | (0.9504 ) |
| Estimates ( 2 ) | 0.5658 | 0 | 0.0432 | -0.8501 | 0.0131 | 0.0689 | 0.0069 |
| (p-val) | (0 ) | (NA ) | (0.5163 ) | (0 ) | (0.983 ) | (0.218 ) | (0.991 ) |
| Estimates ( 3 ) | 0.5686 | 0 | 0.0445 | -0.8518 | 0.0203 | 0.0689 | 0 |
| (p-val) | (0 ) | (NA ) | (0.5 ) | (0 ) | (0.7207 ) | (0.211 ) | (NA ) |
| Estimates ( 4 ) | 0.5568 | 0 | 0.0406 | -0.8429 | 0 | 0.0686 | 0 |
| (p-val) | (0 ) | (NA ) | (0.5435 ) | (0 ) | (NA ) | (0.2137 ) | (NA ) |
| Estimates ( 5 ) | 0.5114 | 0 | 0 | -0.7981 | 0 | 0.0684 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.2157 ) | (NA ) |
| Estimates ( 6 ) | 0.4904 | 0 | 0 | -0.7819 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (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 |
| 0.00999999441741765 |
| 2.18466871311649e-06 |
| 1.60358108020423e-06 |
| 1.21778698489518e-06 |
| 9.42865414664583e-07 |
| -0.0594269157011813 |
| 0.102776269776958 |
| 0.0203675520303013 |
| 0.0161785913104872 |
| 0.0128733066649317 |
| 0.0102544613006946 |
| 0.00817403703887163 |
| 0.00651858798917304 |
| 0.00519993732323023 |
| 0.00414892600253484 |
| 0.00331101649987624 |
| 0.00264310127126963 |
| 0.00211115500282611 |
| 0.00168853928987249 |
| 0.00135489182465135 |
| -0.118624009464853 |
| -0.033422881169734 |
| -0.0266276879964830 |
| -0.0211632890860420 |
| -0.0167279226306115 |
| -0.0134365812118422 |
| 0.109266277486939 |
| 0.0258233304433997 |
| -0.099387927663909 |
| 0.106155140151518 |
| 0.0130380310071018 |
| 0.0146044036050458 |
| 0.131654351925100 |
| 0.143700837259228 |
| 0.0635436470079612 |
| -0.0492872241937609 |
| 0.111805056625835 |
| 0.0380888968968041 |
| 0.0303979002778869 |
| -0.0757400700794453 |
| 0.0906936645616727 |
| 0.0212404649160439 |
| -0.083048431858437 |
| -0.0151389782796319 |
| -0.00387057511315093 |
| 0.0927115859236417 |
| 0.0228509404526591 |
| -0.0817631497113515 |
| -0.0141132274718329 |
| -0.0112634667413033 |
| -0.0172006541993972 |
| -0.00952808793501963 |
| 0.00060735645576289 |
| 0.0880738088323331 |
| 0.0233490194617765 |
| 0.0186343560932779 |
| -0.0933398373893489 |
| -0.025995882012764 |
| -0.0172472704183547 |
| 0.0930782541741359 |
| -0.0871988520419995 |
| -0.0149518561670927 |
| 0.088067241422673 |
| -0.074012676230925 |
| -0.0182701644668412 |
| -0.0110815394727555 |
| 0.097998992979995 |
| 0.0235712190738143 |
| 0.0188116888914163 |
| 0.0081702749517715 |
| 0.0100200131850174 |
| 0.0148396936024177 |
| -0.0916562464028246 |
| -0.0220086982787698 |
| -0.0175646742592913 |
| -0.0140179931555796 |
| -0.0111874623582009 |
| -0.0157714099711741 |
| -0.00908733662565624 |
| -0.00725241019220842 |
| 0.00105493966346692 |
| 0.0973424344998113 |
| 0.0265467241281758 |
| 0.0143434421512687 |
| 0.0217896207784722 |
| 0.0138903427423767 |
| 0.00424265320286565 |
| 0.0137283958303485 |
| 0.00745685046803857 |
| -0.0940488461510824 |
| 0.0692388846474081 |
| 0.00761736880654062 |
| 0.0060792601227515 |
| 0.00485172827766078 |
| -0.0961279387943658 |
| 0.0744225390779078 |
| 0.0150977768722011 |
| 0.00854972436872714 |
| -0.0931766467220694 |
| -0.0232220974545516 |
| 0.081466937651637 |
| 0.0138768275577110 |
| 0.0110748010952868 |
| 0.00883856333806143 |
| 0.00705386951953102 |
| -0.00121339075396953 |
| 0.00253110905303977 |
| -0.0979799756683341 |
| 0.0729444678173827 |
| 0.00707522554439599 |
| 0.00564658710952592 |
| 0.144506421143099 |
| 0.0437312178488352 |
| 0.0417438894484565 |
| 0.0229724863277170 |
| 0.0218333434348388 |
| 0.0174247272858530 |
| 0.01390630445092 |
| 0.0179412600511828 |
| 0.00397611377618467 |
| 0.00667274230570669 |
| -0.0746746262077202 |
| -0.0118411348331691 |
| -0.0129496484252147 |
| 0.0628222267873788 |
| 0.0127244112960749 |
| 0.0101550821736893 |
| 0.00810455521711795 |
| -0.0735319267590473 |
| 0.0622278952325423 |
| 0.00875059749497353 |
| 0.0138265999240588 |
| 0.00069229099370105 |
| 0.00405199314694293 |
| 0.00323380959770780 |
| -0.00699927300449765 |
| -0.00068668441277353 |
| -0.000548028233042785 |
| -0.000437369683403688 |
| -0.000349055447195212 |
| -0.000278573732565235 |
| -0.000222323774341504 |
| -0.000177431878384482 |
| -0.000141604610485402 |
| -0.000113011629551352 |
| 0.00538415507994294 |
| -0.0785026126178874 |
| -0.0217391034899599 |
| -0.0228238636483073 |
| -0.0154156480761483 |
| 0.0676970989595222 |
| 0.0131154527310873 |
| -0.0640584887101525 |
| -0.0184854948325697 |
| -0.0119532881446389 |
| 0.0704603348217745 |
| 0.0153207325348852 |
| 0.0122271509646072 |
| -0.0702417707266374 |
| -0.0151463011765536 |
| -0.0120879410053956 |
| -0.00964712876409024 |
| -0.00769916839843887 |
| 0.0738554573617609 |
| 0.0180303076642225 |
| 0.0143896052781276 |
| -0.0685159619061206 |
| 0.0662310301577324 |
| 0.0119454143844759 |
| 0.0095333812976115 |
| 0.0130827362225734 |
| 0.00764146134397236 |
| 0.0060984878647421 |
| 0.0048670735298213 |
| -0.00159003933402069 |
| 0.00153061574351909 |
| 0.006695899147946 |
| 0.00254426243915518 |
| 0.00203052176952312 |
| -0.00385383099757952 |
| -0.0802760682619432 |
| -0.0231544607412886 |
| -0.0130047356660441 |
| 0.0668216045687977 |
| 0.0124167392681578 |
| 0.00990953566836516 |
| 0.00790858977078024 |
| 0.000837330124641156 |
| 0.00346784771009467 |
| 0.00276761554168736 |
| 0.00768312239206814 |
| -0.00214220293424105 |
| 0.00108994571147747 |
| 0.000869862503448004 |
| 0.00069421877340936 |
| 0.000554041246109804 |
| 0.000442168541313848 |
| -0.0796471146863151 |
| -0.0226525062621903 |
| 0.0619215162745092 |
| 0.00850608296123845 |
| 0.136788523998296 |
| 0.0426857485608814 |
| 0.0340665885591793 |
| 0.0326621674377669 |
| 0.0232673891985442 |
| 0.0185692087264808 |
| 0.00934534350133198 |
| 0.0102579123319284 |
| 0.00818662178055795 |
| 0.00653356882075329 |
| -0.0547856976076648 |
| -0.0130391784979942 |
| 0.0495937088134397 |
| 0.00889556260697866 |
| 0.00709935942442641 |
| 0.00566584784616531 |
| 0.00452179272758713 |
| 0.00360874665653199 |
| -0.0571199360042378 |
| 0.0450979154564042 |
| 0.0107819127546307 |
| 0.00580522304261244 |
| -0.000841322150025192 |
| 0.00212815101265029 |
| -0.00719738221094346 |
| -0.0611947402013317 |
| -0.0181540991555362 |
| 0.0455115993640813 |
| 0.00563771782849365 |
| 0.00449934275844122 |
| -0.0564091701866278 |
| 0.0456651625467526 |
| 0.00576027334030371 |
| 0.00459715170726405 |
| 0.00777464950071938 |
| 0.00410508824896816 |
| -0.000829576774410867 |
| 0.00143762666308866 |
| 0.00114733928030475 |
| 0.000915667090719552 |
| -0.0592692255591522 |
| -0.0166173868501112 |
| -0.0091562227663129 |
| 0.0464871585463289 |
| 0.00851598512697293 |
| 0.00679642670627878 |
| -0.0545759163167734 |
| 0.0471282434909632 |
| 0.00692792714129453 |
| 0.00963479182952653 |
| 0.0855896283007063 |
| 0.02328933961393 |
| 0.0206864211389064 |
| 0.016509392981499 |
| 0.017281556044205 |
| -0.0524134121705728 |
| 0.0509537863343876 |
| 0.00998101156539732 |
| 0.00796563316484544 |
| 0.00635720250408767 |
| -0.0549264518159909 |
| -0.0131515114396592 |
| -0.0104959417194514 |
| 0.0516234120250303 |
| 0.0146211860393315 |
| 0.00956916352420123 |
| 0.00763694599778475 |
| -0.058010876181477 |
| 0.0464865692920942 |
| 0.00641582060318946 |
| -0.0507739095127313 |
| 0.0439570896054295 |
| 0.00649679088669686 |
| 0.00518495070495106 |
| -0.00133634831763629 |
| -0.058266918848993 |
| 0.0441825328293213 |
| -0.0254229819210483 |
| 0.095052519636864 |
| 0.0288249521969881 |
| 0.0167991269219918 |
| 0.0155067203513592 |
| 0.0123755838874082 |
| 0.00987669043382588 |
| 0.0119881371316897 |
| 0.00746778316150376 |
| 0.00595987899917638 |
| 0.000650692296202848 |
| -0.097381002057606 |
| -0.0265775040762257 |
| -0.0212109410475332 |
| -0.0128222407264911 |
| 0.0835613875405361 |
| 0.0176480577450047 |
| -0.0818096998125384 |
| 0.0796441665508265 |
| 0.0145218069411452 |
| 0.0115895454309349 |
| 0.00924936985046543 |
| 0.0114874859090097 |
| 0.00296246361857477 |
| 0.00651685371586019 |
| -0.00269181877783176 |
| 0.00135120707401093 |
| 0.00107836964327745 |
| 0.00086062388948882 |
| 0.000686845631992838 |
| 0.0005481568986756 |
| 0.00043747236870928 |
| 0.100349137398156 |
| 0.0289463097981226 |
| 0.0231014345406795 |
| 0.0252796979157352 |
| -0.0833243008826425 |
| -0.0153591496705658 |
| -0.0122578108639644 |
| 0.133374367638682 |
| -0.066767567363744 |
| 0.00469736147982758 |
| -0.00659356014920931 |
| -0.00176268977550542 |
| -0.00140676524048722 |
| -0.00112270943494508 |
| -0.000896010534692237 |
| -0.0007150869613195 |
| -0.000570695703288493 |
| -0.000455460109565209 |
| -0.000363493031768414 |
| 0.099709903938086 |
| 0.0284361511617703 |
| 0.0226942877774068 |
| 0.0181118286646384 |
| 0.0144546654556734 |
| 0.00469302716458841 |
| 0.00724489564162667 |
| 0.0057819972074622 |
| 0.00461448906386153 |
| 0.0105256597060865 |
| -0.0950991851524492 |
| -0.0247564345086051 |
| 0.0699780147530475 |
| 0.0167999321166601 |
| 0.00990817828676249 |
| 0.00790750647337823 |
| -0.0936891871727781 |
| -0.0236311450932334 |
| -0.0188595145737036 |
| -0.0150513776862056 |
| -0.0120121845855277 |
