ARIMA Parameter Estimation and Backward Selection
Iterationma1sar1sar2sma1
Estimates ( 1 )-0.02980.0131-0.0984-1
(p-val)(0.6999 )(0.8753 )(0.2653 )(0 )
Estimates ( 2 )-0.03020-0.1003-1
(p-val)(0.6963 )(NA )(0.2508 )(2e-04 )
Estimates ( 3 )00-0.0998-0.9998
(p-val)(NA )(NA )(0.2533 )(0 )
Estimates ( 4 )000-1
(p-val)(NA )(NA )(NA )(0 )
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