ARIMA Parameter Estimation and Backward Selection
Iterationma1sar1sar2sma1
Estimates ( 1 )0.0866-0.17350.0689-1
(p-val)(0.2616 )(0.0438 )(0.4302 )(0 )
Estimates ( 2 )0.0914-0.19890-0.9412
(p-val)(0.237 )(0.0348 )(NA )(0 )
Estimates ( 3 )0-0.20330-0.9913
(p-val)(NA )(0.0193 )(NA )(0.2538 )
Estimates ( 4 )0-0.621100
(p-val)(NA )(0 )(NA )(NA )
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