ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3sar1sar2
Estimates ( 1 )-0.12150.09090.3852-0.2989-0.2833
(p-val)(0.1555 )(0.2905 )(1e-04 )(0.0064 )(0.0078 )
Estimates ( 2 )-0.130600.3724-0.2875-0.2791
(p-val)(0.1273 )(NA )(1e-04 )(0.009 )(0.0094 )
Estimates ( 3 )000.3643-0.2848-0.2687
(p-val)(NA )(NA )(1e-04 )(0.0085 )(0.0123 )
Estimates ( 4 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 5 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANA
(p-val)(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