ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.36-0.6568-0.186-0.08850.06910.1053-0.0885
(p-val)(0.5775 )(3e-04 )(0.6492 )(0.9079 )(0.9317 )(0.6813 )(0.9079 )
Estimates ( 2 )-0.47930.07190.14480.00620-0.67570.0062
(p-val)(0.3219 )(0.7915 )(0.3717 )(0.9904 )(NA )(0 )(0.9904 )
Estimates ( 3 )-0.47670.0730.144700-0.67550.0098
(p-val)(0.274 )(0.7751 )(0.371 )(NA )(NA )(0 )(0.9814 )
Estimates ( 4 )-0.46710.07690.144300-0.67490
(p-val)(7e-04 )(0.6871 )(0.3672 )(NA )(NA )(0 )(NA )
Estimates ( 5 )-0.480400.100900-0.63460
(p-val)(4e-04 )(NA )(0.4109 )(NA )(NA )(0 )(NA )
Estimates ( 6 )-0.45280000-0.60860
(p-val)(4e-04 )(NA )(NA )(NA )(NA )(0 )(NA )
Estimates ( 7 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 12 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 13 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )


Menu of Residual Diagnostics
DescriptionLink
HistogramCompute
Central TendencyCompute
QQ PlotCompute
Kernel Density PlotCompute
Skewness/Kurtosis TestCompute
Skewness-Kurtosis PlotCompute
Harrell-Davis PlotCompute
Bootstrap Plot -- Central TendencyCompute
Blocked Bootstrap Plot -- Central TendencyCompute
(Partial) Autocorrelation PlotCompute
Spectral AnalysisCompute
Tukey lambda PPCC PlotCompute
Box-Cox Normality PlotCompute
Summary StatisticsCompute