ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )0.42860.1254-0.0328-0.85210.0604-0.1271-0.7979
(p-val)(0.0026 )(0.1891 )(0.7135 )(0 )(0.5334 )(0.1615 )(0 )
Estimates ( 2 )0.450.12830-0.87740.063-0.1283-0.7943
(p-val)(2e-04 )(0.1657 )(NA )(0 )(0.5213 )(0.1582 )(0 )
Estimates ( 3 )0.43320.12950-0.86620-0.1471-0.7574
(p-val)(2e-04 )(0.1603 )(NA )(0 )(NA )(0.0854 )(0 )
Estimates ( 4 )0.364300-0.76780-0.1351-0.7649
(p-val)(0.0126 )(NA )(NA )(0 )(NA )(0.1108 )(0 )
Estimates ( 5 )0.357400-0.768100-0.8044
(p-val)(0.0089 )(NA )(NA )(0 )(NA )(NA )(0 )
Estimates ( 6 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )(NA )
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