ARIMA Parameter Estimation and Backward Selection
Iterationma1sar1sar2sma1
Estimates ( 1 )0.5029-0.1031-0.1359-0.0693
(p-val)(0 )(0.8618 )(0.2354 )(0.9092 )
Estimates ( 2 )0.4996-0.1703-0.14570
(p-val)(0 )(0.0204 )(0.0432 )(NA )
Estimates ( 3 )NANANANA
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 4 )NANANANA
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 5 )NANANANA
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANA
(p-val)(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANA
(p-val)(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