ARIMA Parameter Estimation and Backward Selection | |||||||
Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.36 | -0.6568 | -0.186 | -0.0885 | 0.0691 | 0.1053 | -0.0885 |
(p-val) | (0.5775 ) | (3e-04 ) | (0.6492 ) | (0.9079 ) | (0.9317 ) | (0.6813 ) | (0.9079 ) |
Estimates ( 2 ) | -0.4793 | 0.0719 | 0.1448 | 0.0062 | 0 | -0.6757 | 0.0062 |
(p-val) | (0.3219 ) | (0.7915 ) | (0.3717 ) | (0.9904 ) | (NA ) | (0 ) | (0.9904 ) |
Estimates ( 3 ) | -0.4767 | 0.073 | 0.1447 | 0 | 0 | -0.6755 | 0.0098 |
(p-val) | (0.274 ) | (0.7751 ) | (0.371 ) | (NA ) | (NA ) | (0 ) | (0.9814 ) |
Estimates ( 4 ) | -0.4671 | 0.0769 | 0.1443 | 0 | 0 | -0.6749 | 0 |
(p-val) | (7e-04 ) | (0.6871 ) | (0.3672 ) | (NA ) | (NA ) | (0 ) | (NA ) |
Estimates ( 5 ) | -0.4804 | 0 | 0.1009 | 0 | 0 | -0.6346 | 0 |
(p-val) | (4e-04 ) | (NA ) | (0.4109 ) | (NA ) | (NA ) | (0 ) | (NA ) |
Estimates ( 6 ) | -0.4528 | 0 | 0 | 0 | 0 | -0.6086 | 0 |
(p-val) | (4e-04 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |