ARIMA Parameter Estimation and Backward Selection
Iterationma1sar1sar2sma1
Estimates ( 1 )-0.06250.0163-0.008-1
(p-val)(0.4258 )(0.8409 )(0.9268 )(0.0343 )
Estimates ( 2 )-0.06160.01740-1
(p-val)(0.4286 )(0.8278 )(NA )(0.0033 )
Estimates ( 3 )-0.062300-1.0288
(p-val)(0.424 )(NA )(NA )(0.0037 )
Estimates ( 4 )000-1.0433
(p-val)(NA )(NA )(NA )(0 )
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