ARIMA Parameter Estimation and Backward Selection | |||||
Iteration | ar1 | ar2 | ma1 | sar1 | sma1 |
Estimates ( 1 ) | 1.1787 | -0.2482 | -0.5977 | 0.1309 | -0.8532 |
(p-val) | (1e-04 ) | (0.3119 ) | (0.0301 ) | (0.1573 ) | (0 ) |
Estimates ( 2 ) | 0.8583 | 0 | -0.2917 | 0.1313 | -0.847 |
(p-val) | (0 ) | (NA ) | (0.0046 ) | (0.1586 ) | (0 ) |
Estimates ( 3 ) | 0.8755 | 0 | -0.312 | 0 | -0.7877 |
(p-val) | (0 ) | (NA ) | (0.0015 ) | (NA ) | (0 ) |
Estimates ( 4 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 6 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 7 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 8 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
Estimates ( 9 ) | NA | NA | NA | NA | NA |
(p-val) | (NA ) | (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 |