ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2sar1sar2sma1
Estimates ( 1 )-0.7958-0.54050.114-0.1369-1
(p-val)(0 )(0 )(0.1358 )(0.0699 )(0 )
Estimates ( 2 )-0.8124-0.55730-0.1426-0.9267
(p-val)(0 )(0 )(NA )(0.0752 )(0 )
Estimates ( 3 )-0.8226-0.567300-1
(p-val)(0 )(0 )(NA )(NA )(0 )
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