ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1
Estimates ( 1 )1.0315-0.1248-0.2981-0.9061-0.4131
(p-val)(0 )(0.5005 )(0.0031 )(0 )(0.0016 )
Estimates ( 2 )0.94550-0.3564-0.9074-0.3356
(p-val)(0 )(NA )(0 )(0 )(0 )
Estimates ( 3 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
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