ARIMA Parameter Estimation and Backward Selection | ||||||
Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.5347 | -0.0578 | -0.6913 | 0.0731 | -0.0869 | -0.7628 |
(p-val) | (2e-04 ) | (0.3698 ) | (0 ) | (0.3463 ) | (0.1848 ) | (0 ) |
Estimates ( 2 ) | 0.5751 | 0 | -0.7545 | 0.0697 | -0.0826 | -0.7601 |
(p-val) | (0 ) | (NA ) | (0 ) | (0.3703 ) | (0.2077 ) | (0 ) |
Estimates ( 3 ) | 0.5687 | 0 | -0.752 | 0 | -0.1094 | -0.7137 |
(p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0584 ) | (0 ) |
Estimates ( 4 ) | 0.5546 | 0 | -0.7403 | 0 | 0 | -1.3225 |
(p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.00124240545256462 |
-0.00145338295392353 |
0.00139436353967607 |
0.00315603193175372 |
-0.00380025228584905 |
0.000714045848747588 |
-0.000362592698124059 |
-0.000987607909979647 |
0.00149135603546091 |
0.00592674337989299 |
0.000465753888573807 |
-0.00198546935985491 |
0.000639564339449618 |
0.00442666154826434 |
0.00160184498419748 |
0.003154285041359 |
-0.00520382226449399 |
0.000889447861203356 |
-0.00236292507117825 |
-0.00370483338410536 |
0.00099545648038741 |
0.00462125545238944 |
0.00333766675556007 |
0.00563049642530152 |
0.00135383702779535 |
-0.00201069997066907 |
0.0026862197096211 |
-0.0044237790859467 |
-0.0033645885008073 |
-0.00230694273720222 |
-0.000853856033157997 |
0.002559668483263 |
0.00451184782913954 |
-0.00819311012424251 |
-0.000295553583955105 |
-0.000470471574237982 |
0.00252483140075575 |
0.000797091990665095 |
-0.00546631616217288 |
-0.00115695669301926 |
0.00138275474718296 |
0.001145487035931 |
0.000280810117974151 |
0.00112127769895758 |
-9.19230722362616e-07 |
0.00187433091656981 |
0.00278776929702412 |
0.00202689257654317 |
-0.0042086381432813 |
-0.00179757713055306 |
0.00090025330895452 |
-0.00239473703868446 |
-0.00226546260223533 |
0.000132680798991401 |
0.00140690549130874 |
-0.00341331268632839 |
-0.00263069751197542 |
-0.000199416783781513 |
-0.000588035692430438 |
0.000610740339766483 |
0.00260952476568012 |
0.00336307871502848 |
0.0070151414729362 |
-0.00252875119378346 |
-0.00368136916860431 |
-0.000150042115112381 |
0.00258927418487673 |
0.000285762047592202 |
0.00214447390060262 |
0.00240310620823053 |
0.00384582946116962 |
0.00185908407564436 |
0.000535182365827477 |
-0.0011933646184696 |
0.00154482876286865 |
0.00425308230821461 |
0.00176823081264989 |
-0.000880524846097874 |
0.000600338895403474 |
0.00281010820861132 |
0.000610993304651891 |
0.000161682104063654 |
0.00255996606935742 |
0.000423131360635184 |
0.000455621325522539 |
0.0024222461560522 |
0.0036514843143257 |
0.0071390414871529 |
0.000778761434378628 |
0.00213933506300701 |
0.000958858398112297 |
0.00147303885020553 |
0.00115651141738495 |
0.000682678015986082 |
0.00121539617161476 |
0.00413985076211624 |
0.00118368035671058 |
0.00307363830627524 |
0.00175888657569549 |
0.00320167905147319 |
-0.000173580695624357 |
-0.00268435198091847 |
-0.00231458127667587 |
0.00311393459306888 |
0.00189462614057889 |
0.00104212606852036 |
0.00243436044809989 |
0.00220913637793988 |
0.00222588125393343 |
0.0017791122007817 |
0.00288627283913654 |
-0.00762293271651926 |
-0.00198031752883464 |
0.000873442031093916 |
-0.000865944725175713 |
0.00205181117859865 |
-0.00216046561184383 |
-0.00395229357228985 |
0.00310458567093654 |
0.00244588345530733 |
0.000241859517145999 |
0.00333525034742345 |
0.00690384653510917 |
0.000160763279342674 |
0.00147332985765589 |
-0.00727618360415934 |
-0.00480292495353069 |
-0.00109707311894364 |
-0.000470923665843907 |
0.000687308598798735 |
0.000298123042881779 |
-0.000213079767401527 |
-3.08347213140466e-05 |
-0.00222413941305382 |
-0.000264005252345806 |
0.00135439977469199 |
-0.000797868230832096 |
0.00351759515621927 |
0.00147824213719265 |
-0.000849470033753482 |
0.00166742809570959 |
0.000478313051387782 |
0.000896038969198842 |
0.000450409693097523 |
0.00430342214624455 |
0.000270368699941016 |
-0.00504067649278568 |
0.00640348830745972 |
-0.00324363218082935 |
0.000217524667706655 |
0.00086933088951187 |
0.0007873383207897 |
0.000389598953960851 |
0.000509107979605524 |
0.00136845624945174 |
-0.000584640572702222 |
-0.00155462192305586 |
-0.000641094609207554 |
0.004281909919906 |
-0.00178431213279933 |
-0.00155209637283616 |
0.00282249653015977 |
0.00143146535562371 |
-0.000748253258538261 |
0.00311692588489889 |
0.00185610445043983 |
-0.0042161931754998 |
-0.00014321673403518 |
-1.61402250115828e-05 |
-0.00259695279076586 |
-0.00183477995225609 |
0.00203948657315905 |
0.00149492411632482 |
0.000422219917927209 |
0.00296050855565988 |
-0.00123307242269024 |
-0.00329962334949396 |
-0.000490986073703055 |
0.00131715495962733 |
0.00225245353132563 |
-0.00283490824897204 |
0.0003444793743143 |
0.000287278492862476 |
0.00176681856247327 |
0.000244353637587992 |
0.0030064634958481 |
0.00104174740363578 |
0.0010566334851826 |
-0.00205723512964468 |
-0.00226120846580548 |
0.00149837254924882 |
-0.000611419285085237 |
0.00307310679871156 |
-0.000211222796086233 |
-0.000763555770480939 |
-0.00204192754244839 |
0.000934677429083229 |
0.00122968350264428 |
-0.00135434636027646 |
-0.00144317469842414 |
-0.00446828295540321 |
0.0102877837638366 |
-0.00851548494806629 |
-0.000838509785381916 |
-0.000860429598503345 |
-0.00125701069154147 |
4.38903888762164e-05 |
-0.0039468345898763 |
0.00405395410086681 |
-0.00101097381738878 |
0.00097869366560782 |
0.000766346435918532 |
-0.00414778983886983 |
-0.000558836534670632 |
0.0040803718378567 |
-0.000923756470547925 |
0.00555248107085209 |
0.00281572121535868 |
0.00133206957190924 |
0.00449428281007645 |
0.00458274977314161 |
0.00413335436851651 |
0.0032541762920008 |
0.00108135094626479 |
-0.000881974120787536 |
-0.00068991503969937 |
0.00571328361581941 |
-0.00561944981879718 |
0.00122947587774526 |
-0.00385534942822025 |
-0.0140667402931901 |
0.0171242439425281 |
0.00662567421921813 |
-0.00168354310457573 |
-0.00239765746034879 |
0.00265043931729599 |
5.58279939370717e-05 |
-0.00959721900521828 |
0.00132340175712193 |
5.34277783457477e-05 |
0.000589042665041447 |
0.00178886235003037 |
0.00317386540254174 |
0.000106912488861968 |
-0.000140804154779664 |
0.0023313725858537 |
0.000981784230701846 |
-0.00148186230316506 |
-0.00750576440402584 |
-0.00462446945128817 |
0.00368327240135617 |
1.38923574366643e-05 |
-0.00367176030710239 |
-0.00227932163363517 |
0.00382417390524006 |
-0.00263867837101561 |
0.00662320371398462 |
-0.00134396688727758 |
-0.000384730545579079 |
0.000413346142256299 |
0.00399047362789046 |
0.00246146237600073 |
-0.00220850718874601 |
2.46717209180494e-05 |
0.000617114514318979 |
0.000473255976384336 |
0.00321515804324292 |
-0.000565715912237219 |
0.000772743606205359 |
0.00686346099627746 |
-0.00231706289765746 |
-0.0114168576133323 |
0.00305851040418122 |
-0.000144257072761016 |
0.00191296868181052 |
0.00141070693313124 |
-0.00446443454924392 |
-0.00150262859840715 |
-0.000766367676690342 |
-0.00394743872001353 |
0.00232077175254739 |
-0.00245919381994572 |
-0.00165700124979669 |
-0.00137642194645262 |
0.00414916807960964 |
0.00678777227953596 |
7.58193233793982e-05 |
0.000824437511474482 |
-0.00180136430981785 |
0.0018916399406098 |
0.00409925240921628 |
8.83887781731817e-05 |
-0.00427884457415077 |
0.00123782881883231 |
0.000844355681565633 |
0.00130166327472208 |
0.001747610291867 |
0.00400624794603463 |
-0.000677652877196763 |
0.000514412387025176 |
-0.00209437152870949 |
0.00361171350535815 |
-0.000229423183879679 |
-0.00459201269362353 |
-3.44450964903668e-05 |
-0.000153740042438216 |
0.00203258380217756 |
-0.00114401562619821 |
-0.0029795910384506 |
-0.00455833393894483 |
0.0025597735967451 |
0.00030306660713241 |
0.000509712727780861 |
0.00272656042403296 |
0.00193131756647706 |
9.24547829314266e-05 |
-0.00164619968569971 |
-0.000320898146260605 |
-0.000123554210828573 |
-0.0032885538038105 |
-0.00282526614321053 |
0.000287786636714107 |
0.0029357184031973 |
0.000980603357159564 |
0.00407483141269982 |
0.00290703118464591 |
0.0019943788187394 |
0.000929515945490856 |
0.00906782531558293 |
-0.00413028549773555 |
-0.00137319110558178 |
-0.00557129465703248 |
0.00132572305360261 |
-0.00194945668974877 |
0.000305107230787621 |
7.0977190820842e-05 |
-0.000326388003552583 |
0.00263611406257362 |
-0.00318689492944108 |
0.000482757218321688 |
-0.00365695792858396 |
-0.000374432599465964 |
-0.00388314155318978 |
-0.00175419038867793 |
0.000143477936384156 |
0.00232546952444335 |
-0.000921714118712944 |
0.000988891307388046 |
0.00111038081716999 |
0.00100082102049711 |
-0.00178044202112952 |
-0.00329080166069298 |
-0.00378211065814583 |
-0.000887520126742458 |
-0.00450034153933632 |
0.0014013446221123 |
6.99606756327744e-05 |
0.00275608019753051 |
0.00160646163201775 |
0.00270303631488408 |
0.00268775796663235 |
0.00554433693713859 |
0.00174290008791406 |
0.00163220062732262 |
0.000596411403381196 |
0.00229221482003022 |
0.000758886752694265 |
-0.000681414249717232 |
-4.01560485619501e-05 |
-0.000294009764492938 |
0.00146150667036746 |
-0.000409755337105887 |
0.00449963689974505 |
-0.000840300734810788 |
0.000707409973763885 |
-0.000521923092691428 |
6.28666181189634e-05 |
-0.00093597046443469 |
-0.000252310996481975 |
0.00230364057582528 |
0.00199767410609558 |
0.0019638432525224 |
0.0016821669933235 |
0.00081841552111835 |