Supplementary Materials

Table 1

Percent Variance and Change by Principal Component

Principal Component Percent Variance Percent Change (Delta)
1 89.35
2 10.46 78.9
3 0.11 10.35
4 0.07 0.03
5 0.01 0.06
6 0 0.01



Table 2

ARIMA Models: Log Likelihood and AIC

Model Sigma^2 Log Likelihood AIC
ARIMA(0,1,0) 0.006817 2825 -5647
ARIMA(1,1,0) 0.005141 3195 -6386
ARIMA(0,1,1) 0.003416 3730 -7456
ARIMA(1,1,1) 0.003416 3730 -7454
ARIMA(2,1,2) 0.003416 3730 -7450
ARIMA(3,1,2) 0.003405 3733 -7453