| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0158 | -0.056 | -0.1373 | -0.1121 | -0.1272 | -0.0138 | -0.8778 |
| (p-val) | (0.9662 ) | (0.5744 ) | (0.1463 ) | (0.7577 ) | (0.1894 ) | (0.883 ) | (0 ) |
| Estimates ( 2 ) | 0 | -0.0541 | -0.1362 | -0.1271 | -0.1268 | -0.0139 | -0.8779 |
| (p-val) | (NA ) | (0.5499 ) | (0.1342 ) | (0.1386 ) | (0.1893 ) | (0.8823 ) | (0 ) |
| Estimates ( 3 ) | 0 | -0.0552 | -0.1371 | -0.1272 | -0.1245 | 0 | -0.8797 |
| (p-val) | (NA ) | (0.5406 ) | (0.1303 ) | (0.1377 ) | (0.1897 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1412 | -0.1375 | -0.1189 | 0 | -0.8824 |
| (p-val) | (NA ) | (NA ) | (0.118 ) | (0.1196 ) | (0.2078 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | -0.1625 | -0.1397 | 0 | 0 | -0.8934 |
| (p-val) | (NA ) | (NA ) | (0.0676 ) | (0.1106 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | -0.1558 | 0 | 0 | 0 | -0.8954 |
| (p-val) | (NA ) | (NA ) | (0.0805 ) | (NA ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.9006 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -0.0240733191162895 |
| 2.67096140053209 |
| -0.0484094892789341 |
| -0.0403012116902496 |
| 0.206071583287341 |
| -0.11094633322397 |
| 0.10918037489253 |
| 0.106398746551107 |
| -0.0277420313087667 |
| 0.114447442013332 |
| -0.176429149051556 |
| -0.101927703029838 |
| -0.23021922968052 |
| 1.34224055474021 |
| -0.0619610487807522 |
| -0.088792755994279 |
| 0.142794585172784 |
| 0.0223320779799695 |
| 0.0322514063824877 |
| 0.0213665371047996 |
| -0.057730493359511 |
| -0.0461074042994821 |
| -0.256611880619219 |
| -0.0229321380904698 |
| -0.135031692710197 |
| 0.958506731433937 |
| -0.000662915151468295 |
| 0.0213269886403743 |
| 0.0928759638257357 |
| -0.0149013243045644 |
| -0.110467756443321 |
| -0.0329804454803984 |
| 0.166141562593996 |
| 0.0205195706914506 |
| -0.11353600923966 |
| 0.016012495122317 |
| -0.0208989291303687 |
| 0.774504044954906 |
| 0.0304832124639223 |
| 0.00300023217066577 |
| 0.066625934233038 |
| 0.0187582517474017 |
| 0.0266673515407304 |
| 0.080275253679541 |
| 0.0849315742083286 |
| 0.0102346331932439 |
| -0.158861957735952 |
| -0.019415978557259 |
| 0.0521208433388211 |
| 0.553700520715547 |
| -0.0465228458991173 |
| -0.0368571806484508 |
| 0.180808399626048 |
| -0.0252943547317218 |
| 0.0785541755208231 |
| 0.0915670670974095 |
| 0.0343482553798357 |
| 0.0210180889557012 |
| -0.286657939111222 |
| 0.1229326164213 |
| 0.0410068065667874 |
| 0.489027976691416 |
| -0.0664846282446442 |
| 0.0749452830610308 |
| 0.211302693643781 |
| -0.0223152662550632 |
| 0.0781768241914083 |
| 0.130430026764595 |
| 0.285964008128319 |
| -0.0418365389182406 |
| 0.0382458895188723 |
| 0.307063863346816 |
| 0.372836015041652 |
| 0.3483212064748 |
| -0.254911157654286 |
| 0.0473656070943078 |
| 0.0349900368041976 |
| 0.304479935242144 |
| -0.127198756535789 |
| 0.0832700707612212 |
| 0.114556365779406 |
| -0.0854677846309199 |
| -0.0496981546918658 |
| -0.147733380101081 |
| -0.246951352520449 |
| 0.279727291269772 |
| 0.0900979214759514 |
| -0.043837616841446 |
| 0.0717731418436504 |
| -0.173509751049805 |
| -0.0414365205473447 |
| 0.0860551434040134 |
| -0.156406664547484 |
| -0.0423695117584979 |
| -0.120067537812183 |
| -0.118051405175718 |
| -0.0688498471005379 |
| 0.154237909875052 |
| -0.123019948290844 |
| 0.18630415743398 |
| -0.208471752862711 |
| 0.0620364541227989 |
| 0.0999883148459372 |
| 0.313434547269265 |
| -0.0572057316921336 |
| 0.145954769532055 |
| 0.0353137042562052 |
| -0.0352464301989652 |
| 0.18821507671552 |
| -0.136653838865268 |
| 0.104564985188968 |
| 0.103552127019757 |
| 0.026080317831613 |
| -0.0662198190179533 |
| 0.101235097366235 |
| -0.0621284113508214 |
| -0.100162686461406 |
| -0.127010985787955 |
| 0.0946026999162489 |
| -0.144182165569537 |
| -0.0874615004809459 |
| 0.256171938367292 |
| -0.0355927116728946 |
| -0.0114488627644651 |
| 0.0623159736957753 |
| -0.0334037798908945 |
| -0.108177387957206 |
| -0.0143786663272922 |
| 0.0412621982339187 |
| -0.097561305574824 |
| -0.0460620597128513 |
| -0.124205310575901 |
| -0.0824569983947107 |
| 0.220710720474706 |
| 0.114766544635508 |
| -0.0638730635036691 |
| -0.0599331070235546 |
| 0.0238739332049785 |
| -0.0706274746478746 |
| -0.0300490108011897 |
| -0.14201920196188 |
| -0.059160353336026 |
| -0.116317189571905 |
| -0.0708178185526884 |
| 0.00432773100483006 |
| 0.0224746326039977 |
| 0.0935694310630243 |
| -0.101228697085222 |
| 0.0940533278209971 |
| -0.065780510336513 |
| -0.0420486567855447 |
| 0.0587455202875389 |
| 0.139248862434474 |
| -0.0707516282794142 |
| -0.147484930543812 |
| -0.0299094852728469 |
| -0.0930647597665777 |
| 0.201233566497965 |
| 0.0302476203178943 |
| 0.108214069204392 |
| 0.0258608245170103 |
| -0.00520424847474987 |
| 0.104605556993485 |
| -0.130818624383207 |
| 0.0166010912158902 |
| -0.0408646831394515 |
| -0.0402534971642291 |
| -0.1010399128845 |
| -0.0615588828296089 |
| 0.0657655728338948 |
| 0.0639866777527248 |
| -0.0322146602401756 |
| 0.057374819697152 |
| 0.0311867117201795 |
| 0.0364229811182282 |
| -0.0523938407244485 |
| -0.164504193236197 |
| -0.00116818916877501 |
| -0.0322345486589174 |
| -0.0420569826207986 |
| -0.0379017783470882 |
| 0.101219596850828 |
| 0.0140917472875181 |
| -0.0535396453286091 |
| -0.000290739003131766 |
| 0.0358182185721093 |
| -0.129498746057467 |
| 0.0102126148752606 |
| -0.0433733072672301 |
| 0.0106562249261823 |
| 0.0807976899496386 |
| -0.116913916292945 |
| 0.00983053003126853 |
| 0.151602803112605 |
| -0.215578928505306 |
| -0.0225461332866903 |
| -0.0145945814401296 |
| -0.11506081985825 |
| 0.00499979272327655 |
| 0.0273431945448474 |
| 0.0558132842036966 |
| -0.157508013980779 |
| -0.00682074465393975 |
| 0.0350423366450014 |
| -0.165309642284644 |
| 0.179934886991628 |
| 0.147195053737607 |
| -0.00809910721618747 |
| 0.0360257354882948 |
| 0.135339332830759 |
| -0.0849230862095881 |
| -0.0967884435825234 |
| -0.0419710109577806 |
| 0.031692172929942 |
| -0.0322065676776541 |
| -0.162922213403208 |
| 0.0659631060900879 |
| 0.152483308947408 |
| -0.0817004029623086 |
| -0.0202908115408373 |
| -0.0466612490535447 |
| -0.0642355404210789 |
| 0.0260024620809636 |
| -0.180718502746799 |
| 0.0914291287826531 |
| 0.115972760642327 |
| -0.010551945492819 |
| 0.0840948763728952 |
| -0.0404379374423489 |
| 0.152989249230964 |
| 0.0308082407495973 |
| 0.0241226712949565 |
| 0.11660728933282 |
| 0.112335309605194 |
| 0.179999309744527 |
| -0.169865263242215 |
| -0.114361656350824 |
| 0.146428066601879 |
| -0.00422099170525064 |
| 0.106159050108631 |
| -0.0805920872042167 |
| 0.0920349331403747 |
| -0.00216011198348673 |
| -0.0889025456102134 |
| 0.0208454688316922 |
| -0.0505946733443461 |
| -0.0549730841094109 |
| 0.0199900069859761 |
| -0.00566111805508394 |
| -0.101275084583984 |
| 0.048770620293105 |
| 0.000833690358337099 |
| -0.103557130722769 |
| 0.0794823109367533 |
| -0.026058586881863 |
| -0.00578920572126802 |
| -0.0305687095163143 |
| -0.0264158587544935 |
| -0.04543975594989 |
| 0.0900476553931073 |
| -0.0465047533916768 |
| -0.0161905718365075 |
| 0.0357566030779379 |
| -0.0178743286164329 |
| 0.116987611152571 |
| 0.0360797144411982 |
| -0.0191638879591537 |
| 0.0472423334673091 |
| -0.0318521444662308 |
| -0.0495844712786785 |
| -0.0306613111560541 |
| 0.00648824727462675 |
| -0.00635591537311115 |
| -0.0075449556583818 |
| -0.0417461291627392 |
| 0.00135424451681076 |
| -0.032033303824401 |
| 0.18753844014242 |
| -0.0758049693610593 |
| 0.0157497252536654 |
| 0.0135901440960907 |
| -0.0375011516648531 |
| 0.0438366978691566 |
| -0.0358425374330386 |
| -0.00319108106634035 |
| -0.133125342128139 |
| -0.0687175920422428 |
| 0.00650050993547283 |
| 0.0614428640582136 |
| 0.0011404437922443 |
| 0.0508214337468453 |
| 0.0150251596781324 |
| -0.124327831159128 |
| 0.0482463843948325 |
| -0.0734646022864953 |
| -0.110268254920689 |
| 0.0330419656458342 |
| -0.00632103939381621 |
| 0.00860019911362939 |
| -0.0469893905800852 |
| 0.00726943434591816 |
| 0.121714358588494 |
| -0.0220793164135517 |
| 0.0695467308895829 |
| -0.0673306379924421 |
| -0.0326789123436285 |
| -0.078408186539586 |
| 0.0179850220168904 |
| 0.23189195293802 |
| 0.0326938515015564 |
| 0.00421727222654658 |
| 0.0596469232377888 |
| -0.0248961450095619 |
| 0.127311902065029 |
| -0.0860229730610268 |
| 0.0565991714195895 |
| -0.0227774398369514 |
| 0.028694035520039 |
| 0.00784333047242531 |
| 0.0795060089352037 |
| -0.0366866798496527 |
| 0.0291390506345288 |
| -0.0262151810687129 |
| -0.0860231488815487 |
| -0.0697468373651899 |
| 0.0585994378944783 |
| 0.00797542607954477 |
| -0.00112653784274637 |
| 0.120023819186106 |
| 0.0236224874406126 |
| -0.0750335632497588 |
| 0.00668231706418132 |
| 0.0884204423788563 |
| -0.0658706084521247 |
| -0.0263231887074265 |
| 0.0525634950169419 |
| 0.0606679253988457 |
| 0.0966485411978592 |
| 0.023063952501983 |
| -0.0230156662214894 |
| 0.0505148756252248 |
| -0.143496575233452 |
| -0.0463592951392476 |
| 0.0553775881425943 |
| -0.01245800582903 |
| -0.0271643490697773 |
| -0.00361147077865705 |
| 0.0727401968796611 |
| 0.0247275052683845 |
| -0.0917205751611416 |
| -0.064136846148039 |
| -0.038161832700883 |
| 0.0045026939944323 |
| -0.0322340966235064 |
| 0.0913092284456982 |
| 0.145083462504896 |
| -0.0870873188903979 |
| 0.033480822452303 |
| 0.00667397081357388 |
| -0.0119497342551923 |
| -0.070086888407309 |
| 0.00434825177356593 |
| 0.147256730228683 |
| -0.129758695112918 |
| -0.0202686969325722 |
| 0.0532059980630585 |
| -0.00685819141449917 |
| 0.0354619840168427 |
| -0.0245060469727131 |
| 0.0232671930387033 |
| 0.0227323889128952 |
| -0.101850874779321 |
| 0.000908192290667768 |
| 0.0453939917236619 |
| -0.012384711424835 |
| 0.0476109314679624 |
| -0.0121124417968619 |
| 0.136418525982745 |
| -0.0213503673948845 |
| -0.0249278096523192 |
| 0.190163049787302 |
| 0.0147208988081502 |
| 0.101800255726446 |
| 0.11265760701131 |
| 0.116974900502507 |
| 0.0256974318139512 |
| 0.0710638029926852 |
| 0.13126836825808 |
| -0.0166201048161289 |
| -0.10322828266256 |
| 0.0940815798139762 |
| -0.0528277529423794 |
| -0.117115499811931 |
| 0.0291035109950452 |
| 0.0252797257198999 |
| -0.0387018463659748 |
| 0.0538689494560735 |
| 0.0293219629822407 |
| -0.0355813694389021 |
| -0.0110972160747116 |
| -0.0244067021154424 |
| -0.0277015111888983 |
| 0.0182627203063414 |
| 0.0135980620250256 |
| 0.0741400033623232 |
| 0.107438114975032 |
| -0.0713119071283189 |
| 0.157077612193162 |
| 0.160378334899936 |
| 0.0549397099876093 |
| -0.153752689866363 |
| -0.0961746271200488 |
| 0.0477078988339738 |
| 0.053557229791167 |
| -0.0222174545898278 |
| -0.0826222197275256 |
| 0.189754309193076 |
| -0.179506473624052 |
| 0.186554772413625 |
| -0.0251179060691787 |
| 0.20629723934115 |
| 0.132862866001221 |
| -0.175149180854476 |
| -0.0361858662592405 |
| 0.0789778694912932 |
| -0.0952269881310406 |
| -0.0204574143212974 |
| 0.0203941743686865 |
| -0.023757916165762 |
| 0.0957359893990332 |
| 0.187069636442697 |
| -0.0682687150255467 |
| -0.0133822530896397 |
| 0.126036225873938 |
| 0.0531309500607325 |
| 0.169896954477662 |
| 0.245166475324539 |
| 0.0961548212796356 |
| -0.261077137458083 |
| 0.239445466292501 |
| -0.101362479129047 |
| -0.00249425884673934 |
| 0.190614532120924 |
| -0.0401148693176283 |
| -0.260205133746861 |
| 0.140055476008284 |
| 0.00160865370216462 |
| -0.00377664566079005 |
| 0.0598017748391339 |
| -0.0694557242067253 |
| 0.254401229863166 |
| 0.249030412472618 |
| -0.166734040756726 |
| 0.105359278316878 |
| 0.0837037163068557 |
| -0.252018261781048 |
| 0.272264047817738 |
| -0.0363518696321084 |
| -0.162050218854372 |
| 0.0254426175442018 |
| -0.0231141977689817 |
| -0.0113871738113494 |
| 0.120040292415566 |
| -0.0702095225854587 |
| 0.110381988123818 |
| -0.0814680040362224 |
| -0.0947025460052583 |
