| ARIMA Parameter Estimation and Backward Selection | |||
| Iteration | ar1 | ar2 | sar1 |
| Estimates ( 1 ) | -0.0172 | 0.0223 | 0.1287 |
| (p-val) | (0.786 ) | (0.7216 ) | (0.0411 ) |
| Estimates ( 2 ) | 0 | 0.0223 | 0.1258 |
| (p-val) | (NA ) | (0.7208 ) | (0.0429 ) |
| Estimates ( 3 ) | 0 | 0 | 0.1239 |
| (p-val) | (NA ) | (NA ) | (0.0453 ) |
| Estimates ( 4 ) | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00321486616938156 |
| 0.00635268854201554 |
| 0.00158176224292197 |
| -0.00728190928055009 |
| 0.0212322918846433 |
| 0.0167746476139755 |
| -0.0198215128598677 |
| -0.000761906266485178 |
| -0.00466242640691158 |
| -0.0146363127304741 |
| 0.00488701710228592 |
| 0.000309237856741927 |
| -0.0377200880360597 |
| -0.0205247320657338 |
| -0.0173240076586746 |
| 0.00437900666494617 |
| -0.0113643146461864 |
| -0.0139821862992827 |
| -0.0203860210629919 |
| 0.00752516023291124 |
| 0.00511514796922667 |
| 0.0197538656096163 |
| -0.00201949404637883 |
| -0.0538566345666434 |
| -0.0185107284671553 |
| 0.020983718512475 |
| 0.0228757903696535 |
| 0.00507040452999372 |
| 0.00694594267206939 |
| 0.00270582315044909 |
| -0.0135357026216257 |
| 0.0197850389677095 |
| 0.0161773726343427 |
| 0.00297828700473966 |
| 0.0054709771941518 |
| 0.00751002398657796 |
| -0.0253550514795195 |
| -0.009062760581585 |
| -0.0182825109123385 |
| 0.00446780180637193 |
| 0.026965251060176 |
| 0.00590545756088409 |
| 0.0291857297986564 |
| 0.00703707501980973 |
| 0.0148920942626869 |
| -0.0104856916579368 |
| -0.00568816872662893 |
| 0.0101928518707152 |
| -0.0106367866170735 |
| 0.0161720585354502 |
| -0.0153786771667276 |
| 0.0170903392912223 |
| 0.0109832749938495 |
| 0.00498030897836837 |
| -0.0106943698880915 |
| 0.00152508684384619 |
| 0.00821957584918115 |
| 0.0374526163031148 |
| 0.00859262682253593 |
| -0.0028811393073025 |
| 0.00625554345619307 |
| -0.00462188082548218 |
| 0.00517687363415715 |
| 0.0357700340520172 |
| 0.0165548833044287 |
| -0.000838962657226227 |
| -0.0291496154830362 |
| 0.0391059482858703 |
| 0.00224859236396429 |
| -0.0254703901346132 |
| 0.00407173755425148 |
| -8.52346475854562e-05 |
| -0.0154374297445959 |
| -0.00710746973912443 |
| 0.00182391911649746 |
| -0.0174050594925484 |
| -0.00690712817517445 |
| 0.0456613088230593 |
| 0.0183189890919394 |
| -0.0135279986118039 |
| -0.0160477061042965 |
| 0.0377390848029247 |
| -0.0228501869919558 |
| -0.0123979716339994 |
| -0.0487257384704988 |
| -0.0361135213004145 |
| 0.0210672165092541 |
| -0.0408546316956701 |
| 0.084883456203317 |
| -0.033010468714535 |
| 0.0312630009080394 |
| 0.000960400782011633 |
| -0.00106535073719615 |
| -0.0476762909089525 |
| 0.0355708013777278 |
| -0.0443863675154798 |
| -0.0452630267988256 |
| 0.0165101419203807 |
| -0.0015480002617593 |
| -0.0427221822424283 |
| 0.0318288614354148 |
| 0.0432072807307505 |
| -0.0200087395652214 |
| 0.000366466095043467 |
| -0.00131439311350743 |
| -0.000286038262189873 |
| 0.0185314253834188 |
| -0.0240788775205749 |
| -0.011020366998374 |
| -0.0100684467037505 |
| 0.034279217952988 |
| 0.0352160666665448 |
| 0.00415873895426238 |
| 0.0145524341629925 |
| 0.00445284017289998 |
| -0.00087911886705239 |
| 0.00627409018093109 |
| 0.0188700880959196 |
| 0.0155671438825596 |
| -0.0125845207358521 |
| -0.0231748287063334 |
| -0.0249539285987421 |
| -0.0212260700284032 |
| 0.0175149373589692 |
| -0.0618213514746822 |
| -0.00877020855688114 |
| -0.0373964458098009 |
| 0.0196453908792444 |
| -0.010208545115948 |
| 0.0374665785649998 |
| -0.0125053127094837 |
| 0.0177764659966942 |
| 0.00876695884008688 |
| -0.00698138960594941 |
| 0.0421655026517971 |
| -0.00483240707890766 |
| -0.012993934098054 |
| -0.0101891893499407 |
| -0.0027344562961438 |
| 0.00686083900040388 |
| 0.0431700172897673 |
| 0.0238975133695183 |
| 0.0237805232430346 |
| 0.00370290370361753 |
| -0.0241277817334609 |
| -0.0022753562374175 |
| -0.00490607979969384 |
| -0.0130841790842614 |
| 0.0449685711768396 |
| -0.00165738907047713 |
| 0.00886358233872071 |
| 0.0218417124922883 |
| 0.0281465565198036 |
| -0.000672547736432361 |
| -0.00879752702326364 |
| -0.0406266782052846 |
| -0.0119251912762987 |
| 0.0108690232728445 |
| 0.00250495149447204 |
| 0.0473582514152284 |
| -0.0155135798629654 |
| -0.0194342599102774 |
| -0.0265115247013308 |
| -0.0105872279802588 |
| -0.0359877153885506 |
| -0.00172223847637768 |
| 0.0423719124258156 |
| 0.0109196469049415 |
| -0.000139889658389308 |
| 0.00221056506297855 |
| 0.0526034484945333 |
| 0.0123333296805171 |
| -0.0149537992930109 |
| 0.0103259797793409 |
| -0.000222333504361218 |
| 0.0177965761240893 |
| 0.0293997826657046 |
| 0.0070005662346758 |
| 0.0145652055998906 |
| 0.0149702571456381 |
| -0.0144765975189818 |
| -0.0201528938739596 |
| 0.00435404457556901 |
| 0.0119206619105734 |
| -0.00393470073239699 |
| -0.00931713205046564 |
| -0.00202168608685327 |
| 0.00514548939650375 |
| 0.000704944356502894 |
| 0.0186034747465066 |
| 0.00336016879648003 |
| -0.0146385309468463 |
| 0.00769407376897128 |
| 0.00650692481575547 |
| 0.0179657539386284 |
| 0.0318586424277529 |
| -0.0074123156545105 |
| 0.0224293057079873 |
| -0.000979281171639932 |
| -0.00374909018321216 |
| 0.016969148212662 |
| -0.00239581587551559 |
| -0.00574277639963853 |
| 0.008223838468136 |
| -0.0244768876562691 |
| 0.0116297202193972 |
| -0.00744001507068773 |
| 0.0071183782697277 |
| 0.0194734915429982 |
| -0.00351660611554459 |
| -0.00679716970838818 |
| -0.0134398444213737 |
| -0.022536397530477 |
| 0.0158515201639834 |
| 0.014390024023166 |
| 0.0031184593011752 |
| 0.0509889737593141 |
| -0.00900876477301251 |
| 9.99225660551601e-05 |
| 0.0250082506998601 |
| -0.0297018304718999 |
| -0.00737453165491915 |
| -0.00880123403514181 |
| 0.0340658851493796 |
| -0.0193770987590839 |
| 0.00335562989904984 |
| 0.0245563449445541 |
| 0.00657788819359133 |
| 0.00450012424150035 |
| -0.0196911719991439 |
| -0.00637857031687555 |
| 0.0203733111974522 |
| -0.000916564806809762 |
| -0.0410084434487924 |
| 0.0120423532475484 |
| 0.0275639908244012 |
| 0.0305062851865836 |
| 0.00506880327946204 |
| 0.01786901841283 |
| -0.00908992913399778 |
| -0.0284533590060965 |
| -0.0320936604801024 |
| 0.0378309671004017 |
| 0.0190834510694514 |
| -0.00867379178398282 |
| -0.00213173027385685 |
| -0.003237287820608 |
| -0.00459870230812346 |
| 0.0101580848899194 |
| 0.0142226160778352 |
| 0.000792518605555397 |
| 0.0106557954401084 |
| -0.0174458289456836 |
| -0.00424007510529581 |
| -0.00776950561932123 |
| 0.0154211928140162 |
| -0.00835854425796005 |
| -0.0117279418091893 |
