ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1sma1
Estimates ( 1 )1.1787-0.2482-0.59770.1309-0.8532
(p-val)(1e-04 )(0.3119 )(0.0301 )(0.1573 )(0 )
Estimates ( 2 )0.85830-0.29170.1313-0.847
(p-val)(0 )(NA )(0.0046 )(0.1586 )(0 )
Estimates ( 3 )0.87550-0.3120-0.7877
(p-val)(0 )(NA )(0.0015 )(NA )(0 )
Estimates ( 4 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 5 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANA
(p-val)(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