ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.3562-0.1647-0.1145-0.99980.0604-0.1216-0.7643
(p-val)(0 )(0.0295 )(0.115 )(0 )(0.5514 )(0.1869 )(0 )
Estimates ( 2 )-0.3608-0.1619-0.1075-1.00030-0.1407-0.7263
(p-val)(0 )(0.0324 )(0.1334 )(0 )(NA )(0.1018 )(0 )
Estimates ( 3 )-0.3465-0.12340-1.00020-0.1328-0.7278
(p-val)(0 )(0.0838 )(NA )(0 )(NA )(0.1238 )(0 )
Estimates ( 4 )-0.3497-0.12820-1.000300-0.7685
(p-val)(0 )(0.072 )(NA )(0 )(NA )(NA )(0 )
Estimates ( 5 )-0.306800-1.000200-0.7806
(p-val)(0 )(NA )(NA )(0 )(NA )(NA )(0 )
Estimates ( 6 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 12 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 13 )NANANANANANANA
(p-val)(NA )(NA )(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