| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1415 | -0.1462 | -0.1039 | 0.1752 | 0.4182 | 0.0958 | -0.4662 |
| (p-val) | (0.8704 ) | (0.6044 ) | (0.5827 ) | (0.8402 ) | (0.3606 ) | (0.0598 ) | (0.31 ) |
| Estimates ( 2 ) | 0 | -0.1013 | -0.133 | 0.3171 | 0.4551 | 0.0947 | -0.5013 |
| (p-val) | (NA ) | (0.0425 ) | (0.0054 ) | (0 ) | (0.3466 ) | (0.0601 ) | (0.3031 ) |
| Estimates ( 3 ) | 0 | -0.0932 | -0.1299 | 0.3193 | 0 | 0.0644 | -0.0482 |
| (p-val) | (NA ) | (0.0581 ) | (0.0062 ) | (0 ) | (NA ) | (0.1972 ) | (0.3253 ) |
| Estimates ( 4 ) | 0 | -0.0891 | -0.1296 | 0.3187 | 0 | 0.0617 | 0 |
| (p-val) | (NA ) | (0.0696 ) | (0.0064 ) | (0 ) | (NA ) | (0.2144 ) | (NA ) |
| Estimates ( 5 ) | 0 | -0.0871 | -0.1231 | 0.3178 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0758 ) | (0.0091 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | -0.125 | 0.3482 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0079 ) | (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 |
| 1.26228765295085e-06 |
| 6.49399252779119e-05 |
| 2.44252094582669e-05 |
| -6.24515495385942e-05 |
| -5.55610531888904e-05 |
| 1.27452807551831e-05 |
| -2.14778632198584e-05 |
| 5.64193990641645e-06 |
| -2.51236076547111e-05 |
| -1.43447394704324e-05 |
| -3.83921648037401e-05 |
| -1.35633315595163e-05 |
| 2.05139045478378e-05 |
| 2.04759483249573e-05 |
| -4.62297544173827e-06 |
| 1.08024145256517e-05 |
| -2.64564536501986e-05 |
| -2.33370619360678e-05 |
| -4.77727910096828e-05 |
| -3.28394849073901e-05 |
| 6.33933105921624e-07 |
| -2.67422217254188e-05 |
| -9.96089874185442e-06 |
| 8.44717126829769e-07 |
| -6.27541886186384e-06 |
| 5.7062846904707e-06 |
| -1.18570311645316e-05 |
| 1.55056082941816e-05 |
| 2.91908516370180e-05 |
| 3.01897077191031e-05 |
| 2.17071223485607e-06 |
| -1.64908914479392e-05 |
| -2.11153852991890e-05 |
| 2.03287036145282e-05 |
| -2.45106307432651e-05 |
| 1.04643312280328e-05 |
| -2.08770601319804e-05 |
| 9.59787687908721e-06 |
| 7.82878686237222e-07 |
| 8.62607765588722e-06 |
| -3.02211894282487e-07 |
| -1.67059925112577e-06 |
| -5.7786470079545e-06 |
| 2.32654928446641e-05 |
| -8.09876310754916e-07 |
| -8.23680728494528e-06 |
| 2.68431193439305e-05 |
| -7.18548873130222e-06 |
| 2.86529165495399e-06 |
| -8.15431182819219e-06 |
| 1.42872521603481e-05 |
| -2.32500243337970e-05 |
| 2.41489425701661e-05 |
| -2.61632665087108e-05 |
| -1.18574729163446e-05 |
| 1.07698326153841e-05 |
| 1.48052690800019e-06 |
| 4.51333816130824e-07 |
| -6.8463349306247e-06 |
| 3.93892948829621e-06 |
| 2.49272951929600e-05 |
| -1.41222827830620e-05 |
| 8.91341298363095e-07 |
| 9.02045563416537e-06 |
| -2.06601866313267e-06 |
| 7.99891767291633e-07 |
| 2.60803213143236e-06 |
| 1.25331328131673e-05 |
| -1.04202588502617e-05 |
| 1.02214418009512e-05 |
| 5.79662635026177e-06 |
| 7.65327287994156e-06 |
| 1.34574826981138e-06 |
| 1.79292473978701e-05 |
| -8.99283435209825e-06 |
| -1.31863729980483e-05 |
| 1.57315777746594e-05 |
| -6.11253410281315e-06 |
| -1.81920213507204e-06 |
| 7.58894540461548e-06 |
| 6.3691257290307e-06 |
| -1.36425264587094e-05 |
| 8.84808985251095e-06 |
| 4.25864615768577e-06 |
| -1.31999902802671e-05 |
| 1.46218387209593e-05 |
| 1.82035742816306e-07 |
| 9.07435153983888e-07 |
| -1.12786906155825e-05 |
| 3.36539967669774e-06 |
| 1.16470342182407e-05 |
| -1.08485684554662e-05 |
| 1.31710599946639e-05 |
| 5.72145506809473e-06 |
| -1.55069132698232e-06 |
| 2.57067137408883e-06 |
| -2.30446030111218e-06 |
| -4.57514328798298e-06 |
| 1.91671403664559e-06 |
| -6.71624795183e-06 |
| 1.14739115930633e-05 |
| -3.62254565249801e-07 |
| -6.00161804430307e-06 |
| 5.18697526824628e-08 |
| -2.75929183135831e-06 |
| -2.33314114663364e-06 |
| -9.35435472440094e-07 |
| 2.79181114467403e-06 |
| 1.42111733185055e-06 |
| 5.2945429709168e-07 |
| -5.52565300020245e-06 |
| 1.93764879304328e-05 |
| -1.16883742508728e-05 |
| 9.05395581905213e-06 |
| -7.41076515913463e-07 |
| -2.79025770167306e-06 |
| -4.20264383602402e-06 |
| 2.81705029899241e-06 |
| -1.74473434614501e-06 |
| -2.39224561423320e-05 |
| 1.32389961330045e-05 |
| 6.14115204292066e-06 |
| -1.90242208760497e-05 |
| 8.73070577425738e-06 |
| -4.49349661019388e-06 |
| -5.60227883414539e-07 |
| 4.03731107029293e-06 |
| -9.47792446520353e-07 |
| -4.53922001258629e-07 |
| -1.06947276569613e-05 |
| 5.821181442104e-07 |
| -1.87386123266979e-05 |
| -3.30268804398163e-05 |
| -1.12620034697000e-05 |
| 2.68575836564005e-05 |
| -2.82513178948918e-06 |
| -3.95086778903547e-07 |
| 1.04233866490553e-05 |
| 3.41325991004583e-05 |
| -1.63533489826960e-05 |
| 2.09805269322464e-06 |
| -9.24576325799604e-07 |
| 1.05995277102054e-05 |
| 6.9401344329552e-06 |
| -3.8837047629883e-06 |
| -1.09445619297418e-05 |
| -8.01429052531364e-06 |
| -4.75985555313573e-07 |
| 1.32543889044389e-06 |
| -1.92200929060883e-05 |
| 4.03875371865698e-06 |
| -4.66851807862708e-06 |
| -2.14561142802443e-05 |
| 2.47494727263675e-05 |
| -4.15737219104993e-05 |
| -5.44270237472482e-07 |
| 2.70640398867992e-05 |
| -1.46224772691649e-06 |
| -1.36730334366999e-05 |
| 2.43498854535869e-05 |
| -5.48377489754492e-06 |
| -5.61655392436358e-06 |
| -3.17332629718348e-06 |
| 1.5227850539065e-05 |
| -2.02250639081986e-06 |
| 1.40028635988278e-06 |
| -9.3175199450022e-06 |
| -2.84868695106348e-06 |
| -4.87544289996876e-06 |
| -4.62441200979494e-06 |
| 7.50427574951217e-06 |
| -1.20070542591281e-06 |
| 9.2079651005648e-06 |
| -5.74893792179305e-07 |
| -1.00254231040150e-05 |
| 1.14344388275223e-05 |
| 5.5846137681705e-06 |
| 4.27097715354667e-06 |
| -4.46426522690752e-06 |
| -4.35357510724819e-06 |
| 8.89577003239362e-06 |
| 9.84063555749628e-06 |
| 1.01801786121835e-06 |
| 2.03835430669791e-08 |
| 1.52249647762518e-06 |
| 6.3014502262029e-06 |
| 4.25947700716614e-06 |
| 4.58093015180986e-06 |
| 9.9403955484685e-07 |
| 1.13510129234498e-05 |
| -7.30205666588319e-06 |
| 1.47531774872570e-05 |
| -1.21132345555467e-05 |
| 2.34397060665747e-06 |
| 2.42150637299395e-06 |
| 6.86255874983227e-06 |
| -1.62561562771363e-06 |
| 3.2106521044926e-06 |
| 3.35523328423223e-06 |
| -1.45939884945332e-05 |
| 8.16083803139482e-06 |
| -1.6880407218171e-07 |
| 1.01097812607869e-06 |
| -1.66054259400088e-06 |
| 5.88696169123845e-06 |
| 5.56927906729399e-07 |
| -7.9380354896263e-07 |
| 4.44166910714772e-06 |
| 5.68186500707704e-06 |
| -1.11381583376346e-06 |
| 7.89469546633539e-06 |
| 2.89339532855929e-07 |
| 9.39779450303342e-06 |
| -8.23649721318881e-06 |
| 7.98838353991793e-06 |
| -9.06655445037652e-06 |
| 1.80863070562733e-07 |
| 7.4422503516631e-06 |
| -3.43331158045128e-06 |
| 4.67874275440002e-06 |
| -3.45512834221671e-06 |
| 4.87526516501136e-06 |
| 2.40559798714702e-06 |
| -2.1044392228282e-06 |
| 8.93696101267804e-06 |
| -7.59033660188355e-06 |
| 8.80639496185368e-07 |
| -6.19382743876902e-06 |
| -1.09842175487814e-06 |
| -2.12778703741570e-06 |
| -1.38464662528437e-05 |
| -1.35832125246027e-05 |
| 5.39883127622211e-06 |
| -1.41316130385489e-05 |
| 5.25578307439376e-06 |
| -1.07196803053457e-05 |
| 6.09557061377174e-06 |
| -8.08840935620221e-06 |
| 2.64282371040606e-06 |
| -4.12227104225474e-05 |
| 2.07822507528274e-05 |
| -9.02934259668325e-06 |
| 1.93231442811672e-05 |
| 8.20176689800885e-06 |
| 3.92818115756101e-06 |
| -3.00902284569799e-06 |
| -1.34266672921404e-06 |
| 1.04892240710369e-05 |
| 3.71880397078794e-06 |
| 7.69080014853584e-06 |
| 1.97922921231044e-05 |
| 1.76681940227080e-05 |
| -4.99470787131834e-06 |
| -2.15987060818389e-05 |
| 1.5332950907619e-06 |
| 1.31066565943864e-05 |
| -8.53697756024842e-06 |
| 6.01980519999903e-06 |
| 1.20935134858980e-05 |
| 7.73475507567767e-06 |
| 4.75139042874521e-06 |
| -5.39018503660179e-06 |
| 2.3485363739471e-07 |
| -1.65118997076826e-05 |
| 2.19663828062509e-05 |
| -3.80573986899155e-07 |
| -2.18076730846748e-06 |
| 1.1809922676293e-05 |
| 1.53399907878082e-05 |
| 3.45701961521495e-06 |
| -1.49289834588955e-05 |
| -1.34546563004402e-05 |
| -2.54646649325979e-06 |
| 2.81015763202636e-06 |
| 3.37835093917557e-06 |
| 4.89924529643664e-06 |
| 4.28938920456266e-06 |
| 1.04328414979322e-05 |
| 7.49297938115018e-06 |
| 8.18704423088588e-06 |
| -3.10406703563711e-06 |
| 4.48477870648094e-06 |
| -3.56009930609362e-06 |
| 1.05916520735515e-05 |
| 7.55670706121267e-06 |
| 1.34662810122122e-05 |
| -4.80221992684316e-06 |
| 3.04317974019093e-06 |
| -7.30885236145456e-07 |
| 1.98879834668749e-05 |
| 3.81262523166132e-06 |
| -1.22039898530109e-05 |
| 1.08126509671667e-05 |
| 2.55909244119019e-06 |
| 3.29336941116910e-06 |
| -7.71412333905341e-06 |
| 1.39516258007026e-05 |
| -2.59156380644893e-06 |
| -9.67397435882211e-06 |
| 4.50577002990087e-06 |
| 7.91838564944596e-06 |
| -9.14673404548913e-06 |
| 1.61589875374718e-05 |
| 2.35452198434375e-06 |
| 1.78048411230173e-06 |
| -1.94736335097537e-06 |
| 3.69943903827798e-06 |
| -1.46175797721996e-07 |
| 6.99485989795229e-06 |
| 8.50805633957358e-06 |
| 1.44448132556960e-05 |
| -1.94252718385645e-05 |
| 1.30917262112034e-05 |
| 1.21375200207426e-05 |
| -7.81481013287406e-07 |
| 3.14050919608612e-06 |
| -1.60753442693614e-05 |
| 1.45865983893487e-05 |
| -7.68525651412082e-06 |
| 6.88314298757258e-06 |
| 1.86436888898287e-05 |
| 2.46462511766313e-06 |
| -2.49973927422993e-07 |
| 1.46980401203971e-06 |
| -1.15114697914185e-05 |
| -3.32897515359972e-06 |
| 9.03492559664295e-07 |
| 7.15166529872188e-06 |
| -8.28440102147244e-07 |
| 2.92579427443591e-06 |
| 1.29242238213530e-06 |
| 1.68437931825167e-05 |
| -1.52128916559770e-06 |
| 6.46685049460454e-06 |
| 6.0343519940444e-06 |
| -2.37989855979542e-06 |
| -1.56417265289449e-07 |
| 4.66621360466581e-06 |
| -7.01927990710513e-06 |
| 6.11783517602332e-06 |
| 1.36268584661379e-05 |
| -2.74791538195165e-06 |
| -4.08532478578228e-06 |
| -1.48095460749459e-05 |
| 6.18935913090381e-06 |
| 2.70808938928893e-05 |
| 1.31462421731538e-05 |
| 1.98799922957800e-05 |
| -1.23407669402843e-06 |
| 1.25687185927026e-05 |
| 1.32942689153211e-07 |
| -1.17996551614174e-05 |
| -4.74480726913563e-05 |
| -1.69785293160538e-05 |
| 3.76463307262213e-05 |
| -2.47199655215068e-05 |
| 2.16364181859984e-05 |
| 3.09349552241457e-05 |
| -1.76084909547193e-05 |
| 2.5114763162349e-06 |
| 2.90547103468358e-06 |
| -4.95579646382529e-06 |
| 6.08659626764158e-06 |
| 1.42170495292364e-05 |
| -1.96993622368776e-05 |
| 5.76876060723384e-06 |
| -4.85658081713909e-06 |
| -2.57908636917543e-06 |
| 1.93577158026561e-07 |
| -2.33396539519835e-05 |
| 3.95397304172132e-06 |
| 5.33404954943689e-06 |
| 4.28180922654067e-06 |
| -1.23034760763725e-05 |
| 2.21730561778500e-05 |
| 1.86266265068654e-06 |
| -3.59310321256879e-06 |
| -8.34019734614107e-06 |
| -1.52542610836956e-06 |
| 2.26603393523256e-06 |
| 6.13616453409697e-06 |
| -1.24495810668534e-05 |
| -1.45505777723199e-05 |
| -2.70792855493964e-05 |
| 8.24329312334527e-06 |
| -1.17664930204253e-05 |
| -3.01392037740217e-06 |
| 1.57803366606746e-06 |
| 5.80728172414882e-06 |
| 1.44364508291553e-05 |
| 9.6744549288384e-07 |
| -8.13405171742865e-06 |
| -1.48524528053439e-05 |
| -1.56909518288057e-05 |
| 8.5827757375181e-07 |
| 9.64164416880956e-06 |
| 9.0754197178992e-06 |
| -7.55386729170155e-06 |
| 4.95229758058226e-06 |
| -2.88505770472359e-06 |
| -1.03610512595428e-05 |
| 6.5844146435953e-06 |
| -1.28241086016635e-05 |
| 5.17875613385952e-06 |
| -2.84120656338853e-06 |
| 2.76829732811091e-06 |
| 2.87076694850501e-06 |
| 7.86254598168518e-07 |
| -2.61085061264792e-06 |
| -1.62716184693497e-05 |
| 1.52754333044411e-05 |
| -4.07192049948872e-07 |
| 9.85055613525877e-06 |
| 3.19096254922558e-06 |
| -1.60316830378040e-07 |
| 2.93237755926638e-06 |
| -3.39196494024202e-06 |
| 5.48479829499526e-06 |
| 8.92648117001597e-06 |
| -2.37539362452619e-06 |
| -1.0905769609053e-06 |
| -2.29755370953618e-06 |
| -3.27828270937848e-06 |
| 1.47540932634487e-06 |
| 2.82693949416285e-06 |
| -7.49784413396626e-06 |
| -1.28490435849133e-05 |
| 2.15324110611681e-06 |
| -2.45524593101248e-06 |
| -4.86576374513219e-06 |
| 1.28079079865281e-05 |
| -2.86950127225435e-06 |
| -1.38994749360405e-06 |
| 1.62755436777079e-06 |
| -3.7058120207524e-06 |
| -1.29373347570634e-05 |
| -2.85305752212868e-05 |
| -2.05096153673755e-05 |
| 7.81885762330932e-06 |
| -1.25919372049464e-05 |
| -1.27191506689216e-05 |
| -3.15122700776517e-05 |
| 1.37155871482982e-05 |
| -1.01679468463571e-05 |
| 7.36769915242745e-06 |
| 2.21555892977125e-06 |
| -1.21168025862984e-05 |
| -1.17364671250017e-05 |
| -2.44557789945616e-06 |
| -2.40899584654365e-06 |
| 6.79001807766698e-06 |
| 1.19859216592697e-05 |
| -1.44946834341091e-05 |
| 5.98363111079967e-06 |
| -1.17348369480614e-07 |
| -6.97505172606396e-06 |
| -1.46977523866054e-05 |
| -1.15956074458489e-05 |
| -1.07325271374557e-05 |
| 1.02732363031828e-05 |
| -2.90193103920995e-06 |
| -1.98005992086139e-05 |
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