ARIMA Parameter Estimation and Backward Selection
Iterationma1sar1sar2sma1
Estimates ( 1 )0.0597-0.1990.16780.0597
(p-val)(0.794 )(0.3387 )(0.0298 )(0.794 )
Estimates ( 2 )0-0.17610.17310.0957
(p-val)(NA )(0.3415 )(0.0156 )(0.5898 )
Estimates ( 3 )0-0.08380.17950
(p-val)(NA )(0.2181 )(0.0089 )(NA )
Estimates ( 4 )000.18720
(p-val)(NA )(NA )(0.0064 )(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