ARIMA Parameter Estimation and Backward Selection | |||
Iteration | sar1 | sar2 | sma1 |
Estimates ( 1 ) | -0.5299 | -0.1767 | 0.4313 |
(p-val) | (0.0227 ) | (0.0123 ) | (0.0593 ) |
Estimates ( 2 ) | -0.1067 | -0.1076 | 0 |
(p-val) | (0.1383 ) | (0.1308 ) | (NA ) |
Estimates ( 3 ) | 0 | -0.0955 | 0 |
(p-val) | (NA ) | (0.1793 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0 |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Menu of Residual Diagnostics | |
Description | Link |
Histogram | Compute |
Central Tendency | Compute |
QQ Plot | Compute |
Kernel Density Plot | Compute |
Skewness/Kurtosis Test | Compute |
Skewness-Kurtosis Plot | Compute |
Harrell-Davis Plot | Compute |
Bootstrap Plot -- Central Tendency | Compute |
Blocked Bootstrap Plot -- Central Tendency | Compute |
(Partial) Autocorrelation Plot | Compute |
Spectral Analysis | Compute |
Tukey lambda PPCC Plot | Compute |
Box-Cox Normality Plot | Compute |
Summary Statistics | Compute |