ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sma1
Estimates ( 1 )0.06110.30750.61870.19380.9986-0.9018
(p-val)(0.5105 )(0 )(0 )(0.0948 )(0 )(0 )
Estimates ( 2 )00.33940.64450.25290.9979-0.8808
(p-val)(NA )(0 )(0 )(2e-04 )(0 )(0 )
Estimates ( 3 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 4 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 5 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANA
(p-val)(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