ARIMA Parameter Estimation and Backward Selection
Iterationsar1sar2sma1
Estimates ( 1 )-0.5299-0.17670.4313
(p-val)(0.0227 )(0.0123 )(0.0593 )
Estimates ( 2 )-0.1067-0.10760
(p-val)(0.1383 )(0.1308 )(NA )
Estimates ( 3 )0-0.09550
(p-val)(NA )(0.1793 )(NA )
Estimates ( 4 )000
(p-val)(NA )(NA )(NA )
Estimates ( 5 )NANANA
(p-val)(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