ARIMA Parameter Estimation and Backward Selection | ||||
Iteration | ma1 | sar1 | sar2 | sma1 |
Estimates ( 1 ) | 0.0597 | -0.199 | 0.1678 | 0.0597 |
(p-val) | (0.794 ) | (0.3387 ) | (0.0298 ) | (0.794 ) |
Estimates ( 2 ) | 0 | -0.1761 | 0.1731 | 0.0957 |
(p-val) | (NA ) | (0.3415 ) | (0.0156 ) | (0.5898 ) |
Estimates ( 3 ) | 0 | -0.0838 | 0.1795 | 0 |
(p-val) | (NA ) | (0.2181 ) | (0.0089 ) | (NA ) |
Estimates ( 4 ) | 0 | 0 | 0.1872 | 0 |
(p-val) | (NA ) | (NA ) | (0.0064 ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA |
(p-val) | (NA ) | (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 |