ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.35620.07820.10360.387-0.04180.026-1
(p-val)(0.371 )(0.4046 )(0.245 )(0.3238 )(0.6678 )(0.8008 )(0 )
Estimates ( 2 )-0.3550.07550.10580.3817-0.04770-1
(p-val)(0.3662 )(0.4165 )(0.2321 )(0.3236 )(0.6133 )(NA )(0 )
Estimates ( 3 )-0.3780.07530.10710.404900-1
(p-val)(0.3165 )(0.4212 )(0.2253 )(0.2747 )(NA )(NA )(0 )
Estimates ( 4 )-0.395300.08250.397700-1
(p-val)(0.3388 )(NA )(0.3202 )(0.3022 )(NA )(NA )(0 )
Estimates ( 5 )000.05990.030400-1
(p-val)(NA )(NA )(0.4947 )(0.7128 )(NA )(NA )(0 )
Estimates ( 6 )000.0584000-1
(p-val)(NA )(NA )(0.5045 )(NA )(NA )(NA )(0 )
Estimates ( 7 )000000-1
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(0 )
Estimates ( 8 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 12 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 13 )NANANANANANANA
(p-val)(NA )(NA )(NA )(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