ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.2292 | 0.0665 | 0.3071 | 0.2015 | 0.3725 | -0.2166 | -0.9504 |
(p-val) | (0.2545 ) | (0.4717 ) | (0.0022 ) | (0.3184 ) | (0.0072 ) | (0.0702 ) | (0.0506 ) |
Estimates ( 2 ) | -0.2559 | 0 | 0.2902 | 0.214 | 0.3847 | -0.2156 | -1 |
(p-val) | (0.2166 ) | (NA ) | (0.0031 ) | (0.2797 ) | (8e-04 ) | (0.0661 ) | (0.1072 ) |
Estimates ( 3 ) | -0.0494 | 0 | 0.2878 | 0 | 0.3877 | -0.2134 | -0.9593 |
(p-val) | (0.5893 ) | (NA ) | (0.005 ) | (NA ) | (0.0051 ) | (0.0761 ) | (0.1013 ) |
Estimates ( 4 ) | 0 | 0 | 0.2813 | 0 | 0.3835 | -0.2217 | -0.9962 |
(p-val) | (NA ) | (NA ) | (0.0052 ) | (NA ) | (7e-04 ) | (0.0583 ) | (0.1673 ) |
Estimates ( 5 ) | 0 | 0 | 0.3643 | 0 | -0.2848 | -0.2687 | 0 |
(p-val) | (NA ) | (NA ) | (1e-04 ) | (NA ) | (0.0085 ) | (0.0123 ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 ) |
Menu of Residual Diagnostics | |
Description | Link |
Histogram | Compute |
Central Tendency | Compute |
QQ Plot | Compute |
Kernel Density Plot | Compute |
Skewness/Kurtosis Test | Compute |
Skewness-Kurtosis Plot | Compute |
Harrell-Davis Plot | Compute |
Bootstrap Plot -- Central Tendency | Compute |
Blocked Bootstrap Plot -- Central Tendency | Compute |
(Partial) Autocorrelation Plot | Compute |
Spectral Analysis | Compute |
Tukey lambda PPCC Plot | Compute |
Box-Cox Normality Plot | Compute |
Summary Statistics | Compute |