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R Software Module

rwasp_arimabackwardselection.wasp

Title produced by software

ARIMA Backward Selection

Date of computation

Mon, 07 Dec 2009 10:18:36 +0100

Cite this page as follows

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2009/Dec/07/t1260177559xef3qldf8bz3jq8.htm/, Retrieved Sat, 27 Apr 2024 14:22:09 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=64544, Retrieved Sat, 27 Apr 2024 14:22:09 +0000

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Original text written by user:

IsPrivate?

No (this computation is public)

User-defined keywords

Estimated Impact

415

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-       [ARIMA Backward Selection] [] [2009-12-07 09:18:36] [d76b387543b13b5e3afd8ff9e5fdc89f] [Current]
-   PD    [ARIMA Backward Selection] [WS 9 arima backwa...] [2009-12-08 17:19:13] [12f02da0296cb21dc23d82ae014a8b71] 
-    D    [ARIMA Backward Selection] [WS 10 ARIMA d=1, ...] [2009-12-08 20:03:52] [83058a88a37d754675a5cd22dab372fc] 
- R  D    [ARIMA Backward Selection] [] [2009-12-08 20:46:26] [7369a9baefff1ba9d2171738b4c9faa6] 
-   PD    [ARIMA Backward Selection] [prijsindex gronds...] [2009-12-09 11:21:56] [7773f496f69461f4a67891f0ef752622] 
- R PD      [ARIMA Backward Selection] [] [2009-12-11 22:59:33] [859f65298c93b90426725427c75f8582] 
-   PD    [ARIMA Backward Selection] [] [2009-12-09 12:34:00] [96d96f181930b548ce74f8c3116c4873] 
-   P       [ARIMA Backward Selection] [Granger causality...] [2009-12-11 17:04:42] [34d27ebe78dc2d31581e8710befe8733] 
- R  D    [ARIMA Backward Selection] [] [2009-12-09 12:46:37] [e2ae2d788de9b949efa455f763351347] 
-           [ARIMA Backward Selection] [] [2009-12-10 20:04:33] [1eab65e90adf64584b8e6f0da23ff414] 
-           [ARIMA Backward Selection] [Granger causality...] [2009-12-11 16:12:32] [34d27ebe78dc2d31581e8710befe8733] 
-    D      [ARIMA Backward Selection] [] [2009-12-11 17:04:15] [4b0ddbda2a8eb8bbc60159112cb39d44] 
-    D    [ARIMA Backward Selection] [workshop 10] [2009-12-09 16:53:26] [309ee52d0058ff0a6f7eec15e07b2d9f] 
-   PD    [ARIMA Backward Selection] [] [2009-12-09 18:24:38] [78d53abea600e0825abda35dbfc51d4c] 
-    D    [ARIMA Backward Selection] [ARIMA Backward Se...] [2009-12-09 19:22:47] [ee7c2e7343f5b1451e62c5c16ec521f1] 
-           [ARIMA Backward Selection] [] [2009-12-11 12:57:55] [1c9e2d56abd8ff474f03ef7df8c5b4d9] 
-             [ARIMA Backward Selection] [] [2009-12-11 15:30:09] [042afd35c01270e61d40a9e124c142d4] 
-           [ARIMA Backward Selection] [ARIMA Backward Se...] [2009-12-11 16:29:34] [a542c511726eba04a1fc2f4bd37a90f8] 
-             [ARIMA Backward Selection] [ARIMA backward se...] [2009-12-11 20:15:32] [76ab39dc7a55316678260825bd5ad46c] 
-               [ARIMA Backward Selection] [ARIMA backward se...] [2009-12-11 22:40:21] [4b453aa14d54730625f8d3de5f1f6d82] 
- R           [ARIMA Backward Selection] [] [2009-12-20 16:36:34] [a3c75f2af6eea9d676b2dadad1cedbf1] 
-    D    [ARIMA Backward Selection] [WS 10] [2009-12-09 20:42:07] [b00a5c3d5f6ccb867aa9e2de58adfa61] 
- R PD    [ARIMA Backward Selection] [Granger Causality...] [2009-12-10 10:59:35] [00ae4ca1aa430eb3950856e282097098] 
-   P     [ARIMA Backward Selection] [Bivariate Granger...] [2009-12-10 11:02:01] [e3c32faf833f030d3b397185b633f75f] 
- R PD    [ARIMA Backward Selection] [ARIMA backwards e...] [2009-12-10 12:52:15] [863a41223bd4bb97f4e5094488ffff34] 
-   PD    [ARIMA Backward Selection] [] [2009-12-10 12:56:46] [d2bea3ec23e91643318a5bccf3e3b9df] 
- R PD    [ARIMA Backward Selection] [] [2009-12-10 13:39:37] [c0117c881d5fcd069841276db0c34efe] 
- R  D    [ARIMA Backward Selection] [] [2009-12-10 14:31:52] [d181e5359f7da6c8509e4702d1229fb0] 
-   P       [ARIMA Backward Selection] [] [2009-12-11 14:42:17] [69400782d28359bd00f6a8e8fb9347a1] 
-    D    [ARIMA Backward Selection] [ARIMA Parameter E...] [2009-12-10 15:52:42] [e2a6b1b31bd881219e1879835b4c60d0] 
-    D    [ARIMA Backward Selection] [] [2009-12-10 16:00:14] [80b559301b076f6db87527dfd2199d75] 
-           [ARIMA Backward Selection] [] [2009-12-13 12:59:26] [fef2f8976fa1eef1b54e2cee317fe737] 
- R  D    [ARIMA Backward Selection] [] [2009-12-10 15:58:32] [075a06058fde559dd021d126a2b15a40] 
-   P       [ARIMA Backward Selection] [] [2009-12-12 03:09:42] [2f9700e78f159997f527be4a316457f5] 
-    D    [ARIMA Backward Selection] [workshop 10] [2009-12-10 16:28:23] [28d531aeb5ea2ff1b676cbab66947a19] 
-   P       [ARIMA Backward Selection] [cs.shw.ws10.review2] [2009-12-18 08:09:55] [74be16979710d4c4e7c6647856088456] 
-    D    [ARIMA Backward Selection] [ws 10] [2009-12-10 16:33:05] [b5908418e3090fddbd22f5f0f774653d] 
-    D    [ARIMA Backward Selection] [shw10: p=3,q=3] [2009-12-10 17:00:14] [3c8b83428ce260cd44df892bb7619588] 
-   P       [ARIMA Backward Selection] [shw10: p=3,q=3] [2009-12-10 18:06:30] [1433a524809eda02c3198b3ae6eebb69] 
-    D    [ARIMA Backward Selection] [WS 10 ARIMA Backw...] [2009-12-10 18:28:15] [b103a1dc147def8132c7f643ad8c8f84] 
-         [ARIMA Backward Selection] [ws 10 arima proce...] [2009-12-10 18:40:21] [616e2df490b611f6cb7080068870ecbd] 
-    D    [ARIMA Backward Selection] [] [2009-12-10 18:49:17] [2f674a53c3d7aaa1bcf80e66074d3c9b] 
-   PD    [ARIMA Backward Selection] [WS10] [2009-12-10 19:00:12] [37a8d600db9abe09a2528d150ccff095] 
-   PD    [ARIMA Backward Selection] [] [2009-12-10 20:17:54] [badc6a9acdc45286bea7f74742e15a21] 
-    D    [ARIMA Backward Selection] [SHW WS10] [2009-12-10 20:17:42] [253127ae8da904b75450fbd69fe4eb21] 
-    D      [ARIMA Backward Selection] [Backward] [2009-12-11 19:24:35] [ba905ddf7cdf9ecb063c35348c4dab2e] 
- R PD    [ARIMA Backward Selection] [] [2009-12-10 23:45:59] [3445d50c581a74ea3ff7b84cc82fcfeb] 
-         [ARIMA Backward Selection] [] [2009-12-11 08:32:41] [ff47dd0689925b5f8d992b55e66ceb45] 
- R PD    [ARIMA Backward Selection] [ma3ar3] [2009-12-11 10:58:15] [a94022e7c2399c0f4d62eea578db3411] 

[Truncated]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	5 seconds
R Server	'George Udny Yule' @ 72.249.76.132

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 5 seconds \tabularnewline
R Server & 'George Udny Yule' @ 72.249.76.132 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64544&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]5 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'George Udny Yule' @ 72.249.76.132[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64544&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64544&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	5 seconds
R Server	'George Udny Yule' @ 72.249.76.132

ARIMA Parameter Estimation and Backward Selection
Iteration	ar1	ar2	ar3	ma1	ma2	ma3
Estimates ( 1 )	1.0838	0.1741	-0.3113	-0.6379	-0.5757	0.2242
(p-val)	(0.0131 )	(0.7639 )	(0.0961 )	(0.1403 )	(0.1196 )	(0.0774 )
Estimates ( 2 )	1.2092	0	-0.257	-0.7609	-0.4634	0.2341
(p-val)	(0 )	(NA )	(2e-04 )	(0 )	(0 )	(0.0356 )
Estimates ( 3 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 4 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 5 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 6 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 7 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 8 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 9 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 10 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 11 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )

\begin{tabular}{lllllllll}
\hline
ARIMA Parameter Estimation and Backward Selection \tabularnewline
Iteration & ar1 & ar2 & ar3 & ma1 & ma2 & ma3 \tabularnewline
Estimates ( 1 ) & 1.0838 & 0.1741 & -0.3113 & -0.6379 & -0.5757 & 0.2242 \tabularnewline
(p-val) & (0.0131 ) & (0.7639 ) & (0.0961 ) & (0.1403 ) & (0.1196 ) & (0.0774 ) \tabularnewline
Estimates ( 2 ) & 1.2092 & 0 & -0.257 & -0.7609 & -0.4634 & 0.2341 \tabularnewline
(p-val) & (0 ) & (NA ) & (2e-04 ) & (0 ) & (0 ) & (0.0356 ) \tabularnewline
Estimates ( 3 ) & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 4 ) & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 5 ) & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 6 ) & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 7 ) & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 8 ) & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 9 ) & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 10 ) & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 11 ) & NA & NA & NA & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) & (NA ) \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64544&T=1

[TABLE]
[ROW][C]ARIMA Parameter Estimation and Backward Selection[/C][/ROW]
[ROW][C]Iteration[/C][C]ar1[/C][C]ar2[/C][C]ar3[/C][C]ma1[/C][C]ma2[/C][C]ma3[/C][/ROW]
[ROW][C]Estimates ( 1 )[/C][C]1.0838[/C][C]0.1741[/C][C]-0.3113[/C][C]-0.6379[/C][C]-0.5757[/C][C]0.2242[/C][/ROW]
[ROW][C](p-val)[/C][C](0.0131 )[/C][C](0.7639 )[/C][C](0.0961 )[/C][C](0.1403 )[/C][C](0.1196 )[/C][C](0.0774 )[/C][/ROW]
[ROW][C]Estimates ( 2 )[/C][C]1.2092[/C][C]0[/C][C]-0.257[/C][C]-0.7609[/C][C]-0.4634[/C][C]0.2341[/C][/ROW]
[ROW][C](p-val)[/C][C](0 )[/C][C](NA )[/C][C](2e-04 )[/C][C](0 )[/C][C](0 )[/C][C](0.0356 )[/C][/ROW]
[ROW][C]Estimates ( 3 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 4 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 5 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 6 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 7 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 8 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 9 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 10 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[ROW][C]Estimates ( 11 )[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][C]NA[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][C](NA )[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64544&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64544&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

ARIMA Parameter Estimation and Backward Selection
Iteration	ar1	ar2	ar3	ma1	ma2	ma3
Estimates ( 1 )	1.0838	0.1741	-0.3113	-0.6379	-0.5757	0.2242
(p-val)	(0.0131 )	(0.7639 )	(0.0961 )	(0.1403 )	(0.1196 )	(0.0774 )
Estimates ( 2 )	1.2092	0	-0.257	-0.7609	-0.4634	0.2341
(p-val)	(0 )	(NA )	(2e-04 )	(0 )	(0 )	(0.0356 )
Estimates ( 3 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 4 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 5 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 6 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 7 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 8 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 9 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 10 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )
Estimates ( 11 )	NA	NA	NA	NA	NA	NA
(p-val)	(NA )	(NA )	(NA )	(NA )	(NA )	(NA )

Estimated ARIMA Residuals
Value
0.254999833774829
22.0701127215431
8.36433828391489
30.8117254014586
16.1915303262615
6.24749029236703
-12.5367394721302
-2.99149529021186
-1.99425306328435
0.616226560421233
-6.10438312656669
3.29326413094505
-1.34475635055114
2.16220259803984
0.466465974381937
-8.37988679497044
1.48370050979315
-5.40621641384426
0.454652483104513
-12.2716717423166
-0.204655073195814
-1.65007197953775
2.2499955730374
-1.85072624893547
-3.36297236638801
-3.11127083993449
-5.70999310421676
-1.15860462228058
-1.47297866434169
4.83726638982067
18.4879583998847
15.9990020744729
-0.762899460203878
0.0112220977064385
1.3842373026051
0.89284726360497
-11.8728807771594
12.1403193622251
-9.69272372785388
1.11326869377849
3.11182513764967
-0.95107537837022
8.2991404937486
-5.52815286228392
-8.03312290877159
-1.39711503099374
-10.6840378639756
-2.99793154095573
0.155719827951926
-13.8030738239336
0.949584637638583
-2.01776250062261
-1.64806131778646
0.188895537280101
-5.21658815078316
-1.73878861782259
-2.36983813436027
-0.738754452044633
-5.40250883157664
8.77323738318406
-8.23029060709358
11.7926105191813
-7.33865453157388
0.531720620160846
-2.98289659640448
-1.99268202263952
-4.0331179520217
1.86839750147757
-3.54546654935486
-2.18041264706927
-1.59791086951404
-0.0361264572957054
0.143878134860028
-0.181223705822040
-1.69529400554080
-5.26940155166161
0.223770851028809
-2.09755898599944
-1.66141903219942
0.609686974283372
-3.94093125644668
0.935032373313295
0.355335408572966
-4.00754840309992
4.11896807867096
2.09077239482874
-5.00724500408199
0.892618249119731
-0.47043102758429
2.56408550389126
-0.148039240230724
-2.01616689774507
0.78761278403654
-0.265973850379846
-1.78183526604901
0.975976980907762
-0.956098524851435
1.83376618001511
-1.05718359034783
-0.983711932194683
-1.02401672871088
0.648999038562759
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\begin{tabular}{lllllllll}
\hline
Estimated ARIMA Residuals \tabularnewline
Value \tabularnewline
0.254999833774829 \tabularnewline
22.0701127215431 \tabularnewline
8.36433828391489 \tabularnewline
30.8117254014586 \tabularnewline
16.1915303262615 \tabularnewline
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0.616226560421233 \tabularnewline
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3.29326413094505 \tabularnewline
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2.16220259803984 \tabularnewline
0.466465974381937 \tabularnewline
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1.48370050979315 \tabularnewline
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0.454652483104513 \tabularnewline
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2.2499955730374 \tabularnewline
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4.83726638982067 \tabularnewline
18.4879583998847 \tabularnewline
15.9990020744729 \tabularnewline
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1.3842373026051 \tabularnewline
0.89284726360497 \tabularnewline
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12.1403193622251 \tabularnewline
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1.11326869377849 \tabularnewline
3.11182513764967 \tabularnewline
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3.35106634316061 \tabularnewline
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3.49163419931303 \tabularnewline
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8.0527714123691 \tabularnewline
4.16775701292084 \tabularnewline
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1.88698404241234 \tabularnewline
9.93119132753133 \tabularnewline
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6.9161975919528 \tabularnewline
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9.06031876228998 \tabularnewline
1.10964029013548 \tabularnewline
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10.0649447841715 \tabularnewline
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7.75207619786451 \tabularnewline
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4.47910444302628 \tabularnewline
3.74098874446585 \tabularnewline
3.29686805947676 \tabularnewline
5.61323212277222 \tabularnewline
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1.62707826145041 \tabularnewline
0.233598946423149 \tabularnewline
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3.62436151768803 \tabularnewline
0.385344627010861 \tabularnewline
3.6117653672756 \tabularnewline
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7.27214111125262 \tabularnewline
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2.42793695726124 \tabularnewline
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2.86965396941186 \tabularnewline
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-3.51615529133832 \tabularnewline
4.9704704271252 \tabularnewline
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4.25994032537233 \tabularnewline
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3.67683013348566 \tabularnewline
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0.345970207119453 \tabularnewline
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9.47495807031888 \tabularnewline
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0.577539255620068 \tabularnewline
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12.1493153142952 \tabularnewline
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6.46362676298868 \tabularnewline
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6.85669469232256 \tabularnewline
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7.91667761333603 \tabularnewline
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4.71252508070221 \tabularnewline
18.7202679500435 \tabularnewline
31.5955319255078 \tabularnewline
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5.41611011807587 \tabularnewline
-17.2652955393648 \tabularnewline
4.33872987969944 \tabularnewline
0.280312178014088 \tabularnewline
-2.71121441691193 \tabularnewline
14.6921640753653 \tabularnewline
-6.00035778683898 \tabularnewline
7.89816143741565 \tabularnewline
-22.8783238677690 \tabularnewline
10.3275811890924 \tabularnewline
1.37809321008169 \tabularnewline
-0.77357953511641 \tabularnewline
-3.87828264585647 \tabularnewline
4.27286907545171 \tabularnewline
-6.10806366141081 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=64544&T=2

[TABLE]
[ROW][C]Estimated ARIMA Residuals[/C][/ROW]
[ROW][C]Value[/C][/ROW]
[ROW][C]0.254999833774829[/C][/ROW]
[ROW][C]22.0701127215431[/C][/ROW]
[ROW][C]8.36433828391489[/C][/ROW]
[ROW][C]30.8117254014586[/C][/ROW]
[ROW][C]16.1915303262615[/C][/ROW]
[ROW][C]6.24749029236703[/C][/ROW]
[ROW][C]-12.5367394721302[/C][/ROW]
[ROW][C]-2.99149529021186[/C][/ROW]
[ROW][C]-1.99425306328435[/C][/ROW]
[ROW][C]0.616226560421233[/C][/ROW]
[ROW][C]-6.10438312656669[/C][/ROW]
[ROW][C]3.29326413094505[/C][/ROW]
[ROW][C]-1.34475635055114[/C][/ROW]
[ROW][C]2.16220259803984[/C][/ROW]
[ROW][C]0.466465974381937[/C][/ROW]
[ROW][C]-8.37988679497044[/C][/ROW]
[ROW][C]1.48370050979315[/C][/ROW]
[ROW][C]-5.40621641384426[/C][/ROW]
[ROW][C]0.454652483104513[/C][/ROW]
[ROW][C]-12.2716717423166[/C][/ROW]
[ROW][C]-0.204655073195814[/C][/ROW]
[ROW][C]-1.65007197953775[/C][/ROW]
[ROW][C]2.2499955730374[/C][/ROW]
[ROW][C]-1.85072624893547[/C][/ROW]
[ROW][C]-3.36297236638801[/C][/ROW]
[ROW][C]-3.11127083993449[/C][/ROW]
[ROW][C]-5.70999310421676[/C][/ROW]
[ROW][C]-1.15860462228058[/C][/ROW]
[ROW][C]-1.47297866434169[/C][/ROW]
[ROW][C]4.83726638982067[/C][/ROW]
[ROW][C]18.4879583998847[/C][/ROW]
[ROW][C]15.9990020744729[/C][/ROW]
[ROW][C]-0.762899460203878[/C][/ROW]
[ROW][C]0.0112220977064385[/C][/ROW]
[ROW][C]1.3842373026051[/C][/ROW]
[ROW][C]0.89284726360497[/C][/ROW]
[ROW][C]-11.8728807771594[/C][/ROW]
[ROW][C]12.1403193622251[/C][/ROW]
[ROW][C]-9.69272372785388[/C][/ROW]
[ROW][C]1.11326869377849[/C][/ROW]
[ROW][C]3.11182513764967[/C][/ROW]
[ROW][C]-0.95107537837022[/C][/ROW]
[ROW][C]8.2991404937486[/C][/ROW]
[ROW][C]-5.52815286228392[/C][/ROW]
[ROW][C]-8.03312290877159[/C][/ROW]
[ROW][C]-1.39711503099374[/C][/ROW]
[ROW][C]-10.6840378639756[/C][/ROW]
[ROW][C]-2.99793154095573[/C][/ROW]
[ROW][C]0.155719827951926[/C][/ROW]
[ROW][C]-13.8030738239336[/C][/ROW]
[ROW][C]0.949584637638583[/C][/ROW]
[ROW][C]-2.01776250062261[/C][/ROW]
[ROW][C]-1.64806131778646[/C][/ROW]
[ROW][C]0.188895537280101[/C][/ROW]
[ROW][C]-5.21658815078316[/C][/ROW]
[ROW][C]-1.73878861782259[/C][/ROW]
[ROW][C]-2.36983813436027[/C][/ROW]
[ROW][C]-0.738754452044633[/C][/ROW]
[ROW][C]-5.40250883157664[/C][/ROW]
[ROW][C]8.77323738318406[/C][/ROW]
[ROW][C]-8.23029060709358[/C][/ROW]
[ROW][C]11.7926105191813[/C][/ROW]
[ROW][C]-7.33865453157388[/C][/ROW]
[ROW][C]0.531720620160846[/C][/ROW]
[ROW][C]-2.98289659640448[/C][/ROW]
[ROW][C]-1.99268202263952[/C][/ROW]
[ROW][C]-4.0331179520217[/C][/ROW]
[ROW][C]1.86839750147757[/C][/ROW]
[ROW][C]-3.54546654935486[/C][/ROW]
[ROW][C]-2.18041264706927[/C][/ROW]
[ROW][C]-1.59791086951404[/C][/ROW]
[ROW][C]-0.0361264572957054[/C][/ROW]
[ROW][C]0.143878134860028[/C][/ROW]
[ROW][C]-0.181223705822040[/C][/ROW]
[ROW][C]-1.69529400554080[/C][/ROW]
[ROW][C]-5.26940155166161[/C][/ROW]
[ROW][C]0.223770851028809[/C][/ROW]
[ROW][C]-2.09755898599944[/C][/ROW]
[ROW][C]-1.66141903219942[/C][/ROW]
[ROW][C]0.609686974283372[/C][/ROW]
[ROW][C]-3.94093125644668[/C][/ROW]
[ROW][C]0.935032373313295[/C][/ROW]
[ROW][C]0.355335408572966[/C][/ROW]
[ROW][C]-4.00754840309992[/C][/ROW]
[ROW][C]4.11896807867096[/C][/ROW]
[ROW][C]2.09077239482874[/C][/ROW]
[ROW][C]-5.00724500408199[/C][/ROW]
[ROW][C]0.892618249119731[/C][/ROW]
[ROW][C]-0.47043102758429[/C][/ROW]
[ROW][C]2.56408550389126[/C][/ROW]
[ROW][C]-0.148039240230724[/C][/ROW]
[ROW][C]-2.01616689774507[/C][/ROW]
[ROW][C]0.78761278403654[/C][/ROW]
[ROW][C]-0.265973850379846[/C][/ROW]
[ROW][C]-1.78183526604901[/C][/ROW]
[ROW][C]0.975976980907762[/C][/ROW]
[ROW][C]-0.956098524851435[/C][/ROW]
[ROW][C]1.83376618001511[/C][/ROW]
[ROW][C]-1.05718359034783[/C][/ROW]
[ROW][C]-0.983711932194683[/C][/ROW]
[ROW][C]-1.02401672871088[/C][/ROW]
[ROW][C]0.648999038562759[/C][/ROW]
[ROW][C]-0.307399207929173[/C][/ROW]
[ROW][C]-5.44828028816987[/C][/ROW]
[ROW][C]0.748530813117733[/C][/ROW]
[ROW][C]0.807692163808363[/C][/ROW]
[ROW][C]-1.53518905153138[/C][/ROW]
[ROW][C]-7.84527212784021[/C][/ROW]
[ROW][C]23.2071383216831[/C][/ROW]
[ROW][C]73.4485307687724[/C][/ROW]
[ROW][C]-14.6053792930629[/C][/ROW]
[ROW][C]-9.40777899139098[/C][/ROW]
[ROW][C]-4.81055185518272[/C][/ROW]
[ROW][C]3.35106634316061[/C][/ROW]
[ROW][C]-3.79420508124521[/C][/ROW]
[ROW][C]-5.64997765383986[/C][/ROW]
[ROW][C]-11.2173325290618[/C][/ROW]
[ROW][C]10.0672300577765[/C][/ROW]
[ROW][C]5.86769464141568[/C][/ROW]
[ROW][C]1.73666086121692[/C][/ROW]
[ROW][C]-1.37628462588406[/C][/ROW]
[ROW][C]-4.50337406059257[/C][/ROW]
[ROW][C]-0.733990268130773[/C][/ROW]
[ROW][C]-5.6678713962875[/C][/ROW]
[ROW][C]-4.11723361312781[/C][/ROW]
[ROW][C]3.49163419931303[/C][/ROW]
[ROW][C]-1.68594129207168[/C][/ROW]
[ROW][C]-7.40955190636959[/C][/ROW]
[ROW][C]8.0527714123691[/C][/ROW]
[ROW][C]4.16775701292084[/C][/ROW]
[ROW][C]-13.6757201247907[/C][/ROW]
[ROW][C]1.88698404241234[/C][/ROW]
[ROW][C]9.93119132753133[/C][/ROW]
[ROW][C]-3.36256059779036[/C][/ROW]
[ROW][C]-6.39305062201697[/C][/ROW]
[ROW][C]9.5970424170886[/C][/ROW]
[ROW][C]-5.72942723216623[/C][/ROW]
[ROW][C]0.393522358709841[/C][/ROW]
[ROW][C]5.33521811476509[/C][/ROW]
[ROW][C]-6.40571283128695[/C][/ROW]
[ROW][C]2.91412975635367[/C][/ROW]
[ROW][C]0.176779662158301[/C][/ROW]
[ROW][C]3.80299050597848[/C][/ROW]
[ROW][C]1.18051750486235[/C][/ROW]
[ROW][C]3.04672238220564[/C][/ROW]
[ROW][C]6.9161975919528[/C][/ROW]
[ROW][C]-4.59046691623531[/C][/ROW]
[ROW][C]9.06031876228998[/C][/ROW]
[ROW][C]1.10964029013548[/C][/ROW]
[ROW][C]0.421461777323031[/C][/ROW]
[ROW][C]5.77114143151452[/C][/ROW]
[ROW][C]-6.5870302548684[/C][/ROW]
[ROW][C]-3.3016723392041[/C][/ROW]
[ROW][C]-2.53145228268496[/C][/ROW]
[ROW][C]-9.44157152769664[/C][/ROW]
[ROW][C]10.0649447841715[/C][/ROW]
[ROW][C]-3.65388920881500[/C][/ROW]
[ROW][C]7.75207619786451[/C][/ROW]
[ROW][C]-10.6102068732342[/C][/ROW]
[ROW][C]4.47910444302628[/C][/ROW]
[ROW][C]3.74098874446585[/C][/ROW]
[ROW][C]3.29686805947676[/C][/ROW]
[ROW][C]5.61323212277222[/C][/ROW]
[ROW][C]-5.43529984105783[/C][/ROW]
[ROW][C]1.62707826145041[/C][/ROW]
[ROW][C]0.233598946423149[/C][/ROW]
[ROW][C]-7.54150886665361[/C][/ROW]
[ROW][C]3.62436151768803[/C][/ROW]
[ROW][C]0.385344627010861[/C][/ROW]
[ROW][C]3.6117653672756[/C][/ROW]
[ROW][C]-8.99763469287082[/C][/ROW]
[ROW][C]7.27214111125262[/C][/ROW]
[ROW][C]-6.95314475462037[/C][/ROW]
[ROW][C]2.42793695726124[/C][/ROW]
[ROW][C]-7.05701197745247[/C][/ROW]
[ROW][C]-4.20497877209415[/C][/ROW]
[ROW][C]-1.05124754081122[/C][/ROW]
[ROW][C]2.86965396941186[/C][/ROW]
[ROW][C]-4.61358097637659[/C][/ROW]
[ROW][C]-3.51615529133832[/C][/ROW]
[ROW][C]4.9704704271252[/C][/ROW]
[ROW][C]-0.672914022470041[/C][/ROW]
[ROW][C]-6.88821952811307[/C][/ROW]
[ROW][C]-0.625146035775328[/C][/ROW]
[ROW][C]4.25994032537233[/C][/ROW]
[ROW][C]-6.2442871922452[/C][/ROW]
[ROW][C]3.67683013348566[/C][/ROW]
[ROW][C]-6.92687937413921[/C][/ROW]
[ROW][C]-5.83168715409857[/C][/ROW]
[ROW][C]-3.2733267671613[/C][/ROW]
[ROW][C]-9.00379804429194[/C][/ROW]
[ROW][C]0.345970207119453[/C][/ROW]
[ROW][C]-2.14488921433102[/C][/ROW]
[ROW][C]9.47495807031888[/C][/ROW]
[ROW][C]-5.73945147141511[/C][/ROW]
[ROW][C]0.577539255620068[/C][/ROW]
[ROW][C]-0.0469167316188161[/C][/ROW]
[ROW][C]-0.470752466411669[/C][/ROW]
[ROW][C]-1.19287528878935[/C][/ROW]
[ROW][C]-6.62489306500083[/C][/ROW]
[ROW][C]0.0269620479469641[/C][/ROW]
[ROW][C]-9.26678806533768[/C][/ROW]
[ROW][C]4.47232672122208[/C][/ROW]
[ROW][C]1.39986476925363[/C][/ROW]
[ROW][C]2.70913561830144[/C][/ROW]
[ROW][C]-4.24544682858211[/C][/ROW]
[ROW][C]-2.16018509025056[/C][/ROW]
[ROW][C]-1.23765432288699[/C][/ROW]
[ROW][C]0.922931063844973[/C][/ROW]
[ROW][C]4.14733817864788[/C][/ROW]
[ROW][C]70.6170412843508[/C][/ROW]
[ROW][C]80.0707806722043[/C][/ROW]
[ROW][C]-45.8281061212248[/C][/ROW]
[ROW][C]5.92464498991463[/C][/ROW]
[ROW][C]-0.651257091866893[/C][/ROW]
[ROW][C]-0.744758246171697[/C][/ROW]
[ROW][C]9.45305381381474[/C][/ROW]
[ROW][C]-9.6506489668287[/C][/ROW]
[ROW][C]1.23785322178659[/C][/ROW]
[ROW][C]7.72250525679537[/C][/ROW]
[ROW][C]5.79004908882755[/C][/ROW]
[ROW][C]5.39857729368777[/C][/ROW]
[ROW][C]2.26065938025286[/C][/ROW]
[ROW][C]8.72910249967995[/C][/ROW]
[ROW][C]-2.13483706735515[/C][/ROW]
[ROW][C]-5.39529435290078[/C][/ROW]
[ROW][C]4.17531286250437[/C][/ROW]
[ROW][C]-0.0688265817895152[/C][/ROW]
[ROW][C]-10.3998957107002[/C][/ROW]
[ROW][C]12.1493153142952[/C][/ROW]
[ROW][C]-2.51581849294009[/C][/ROW]
[ROW][C]4.08278823378915[/C][/ROW]
[ROW][C]-6.27394098118605[/C][/ROW]
[ROW][C]6.46362676298868[/C][/ROW]
[ROW][C]-4.82536129652737[/C][/ROW]
[ROW][C]6.85669469232256[/C][/ROW]
[ROW][C]-5.81452601933648[/C][/ROW]
[ROW][C]6.61866900958894[/C][/ROW]
[ROW][C]-6.65161051730322[/C][/ROW]
[ROW][C]7.91667761333603[/C][/ROW]
[ROW][C]-2.16084181279363[/C][/ROW]
[ROW][C]4.71252508070221[/C][/ROW]
[ROW][C]18.7202679500435[/C][/ROW]
[ROW][C]31.5955319255078[/C][/ROW]
[ROW][C]7.0557992615288[/C][/ROW]
[ROW][C]26.5402914043781[/C][/ROW]
[ROW][C]7.4793236576099[/C][/ROW]
[ROW][C]2.03048937540645[/C][/ROW]
[ROW][C]-3.54461824731930[/C][/ROW]
[ROW][C]-14.1202599626465[/C][/ROW]
[ROW][C]6.16523187100784[/C][/ROW]
[ROW][C]-5.65792656868895[/C][/ROW]
[ROW][C]-0.557694162946648[/C][/ROW]
[ROW][C]4.24608661879968[/C][/ROW]
[ROW][C]13.2380476647214[/C][/ROW]
[ROW][C]-6.21788983879323[/C][/ROW]
[ROW][C]-0.0393103731083011[/C][/ROW]
[ROW][C]-3.83771489702011[/C][/ROW]
[ROW][C]6.50104067433956[/C][/ROW]
[ROW][C]-4.04804033390145[/C][/ROW]
[ROW][C]-1.71971393984079[/C][/ROW]
[ROW][C]-6.78101520026825[/C][/ROW]
[ROW][C]5.54961596111714[/C][/ROW]
[ROW][C]-1.88059376171758[/C][/ROW]
[ROW][C]3.04104819782335[/C][/ROW]
[ROW][C]0.0779795340485605[/C][/ROW]
[ROW][C]6.85138306311806[/C][/ROW]
[ROW][C]-2.68972267690885[/C][/ROW]
[ROW][C]5.14150137347304[/C][/ROW]
[ROW][C]-8.67974031824717[/C][/ROW]
[ROW][C]5.1308635061407[/C][/ROW]
[ROW][C]0.222098917037450[/C][/ROW]
[ROW][C]-1.61151381598843[/C][/ROW]
[ROW][C]10.4722924383439[/C][/ROW]
[ROW][C]-17.5851590445628[/C][/ROW]
[ROW][C]9.25035911591482[/C][/ROW]
[ROW][C]16.938331441986[/C][/ROW]
[ROW][C]8.16622907781725[/C][/ROW]
[ROW][C]-9.41006421663363[/C][/ROW]
[ROW][C]-1.60663059556635[/C][/ROW]
[ROW][C]-3.23191810304965[/C][/ROW]
[ROW][C]-5.64888680360242[/C][/ROW]
[ROW][C]6.63188673589147[/C][/ROW]
[ROW][C]-0.0322172043660745[/C][/ROW]
[ROW][C]-8.59283713571465[/C][/ROW]
[ROW][C]2.69555633080753[/C][/ROW]
[ROW][C]-6.47031503258074[/C][/ROW]
[ROW][C]1.38620641538037[/C][/ROW]
[ROW][C]1.71798455022879[/C][/ROW]
[ROW][C]-0.419870204259263[/C][/ROW]
[ROW][C]-1.20463701491107[/C][/ROW]
[ROW][C]-7.29910168767634[/C][/ROW]
[ROW][C]-0.0186201398777230[/C][/ROW]
[ROW][C]6.2825756230238[/C][/ROW]
[ROW][C]-8.51846178012792[/C][/ROW]
[ROW][C]-2.50967574245252[/C][/ROW]
[ROW][C]-1.62241555792219[/C][/ROW]
[ROW][C]-0.242552852567086[/C][/ROW]
[ROW][C]-3.36408701776258[/C][/ROW]
[ROW][C]-6.97477028075518[/C][/ROW]
[ROW][C]4.25612541567635[/C][/ROW]
[ROW][C]-1.57408379054557[/C][/ROW]
[ROW][C]-9.5084921334368[/C][/ROW]
[ROW][C]13.7454219116105[/C][/ROW]
[ROW][C]-3.70865078235602[/C][/ROW]
[ROW][C]-8.15829715765676[/C][/ROW]
[ROW][C]4.42384942062809[/C][/ROW]
[ROW][C]-7.71016523690223[/C][/ROW]
[ROW][C]0.90919398202758[/C][/ROW]
[ROW][C]-6.83400440995552[/C][/ROW]
[ROW][C]2.84880959333343[/C][/ROW]
[ROW][C]-7.20084873773176[/C][/ROW]
[ROW][C]17.7484005324881[/C][/ROW]
[ROW][C]-17.3354460521230[/C][/ROW]
[ROW][C]5.63128760242429[/C][/ROW]
[ROW][C]2.47409691079099[/C][/ROW]
[ROW][C]-9.01301727646203[/C][/ROW]
[ROW][C]0.482589816608236[/C][/ROW]
[ROW][C]0.0849720663744363[/C][/ROW]
[ROW][C]-3.46172200253705[/C][/ROW]
[ROW][C]-0.387601880073341[/C][/ROW]
[ROW][C]-10.6372814849686[/C][/ROW]
[ROW][C]-1.32523661715739[/C][/ROW]
[ROW][C]9.2770950017914[/C][/ROW]
[ROW][C]-3.29043557814422[/C][/ROW]
[ROW][C]-5.00613890644327[/C][/ROW]
[ROW][C]7.02646453155881[/C][/ROW]
[ROW][C]-7.14360524009903[/C][/ROW]
[ROW][C]-6.93127412738559[/C][/ROW]
[ROW][C]-7.08020348780749[/C][/ROW]
[ROW][C]15.2671024108337[/C][/ROW]
[ROW][C]-7.64346423055233[/C][/ROW]
[ROW][C]0.351944858128752[/C][/ROW]
[ROW][C]-6.58094779372229[/C][/ROW]
[ROW][C]-4.72676887838609[/C][/ROW]
[ROW][C]0.104412097958072[/C][/ROW]
[ROW][C]26.3582120771485[/C][/ROW]
[ROW][C]-24.4503510514464[/C][/ROW]
[ROW][C]13.4544105976783[/C][/ROW]
[ROW][C]14.6127326243637[/C][/ROW]
[ROW][C]1.81827787247582[/C][/ROW]
[ROW][C]3.73666909932297[/C][/ROW]
[ROW][C]-11.8339992650592[/C][/ROW]
[ROW][C]19.1381017889858[/C][/ROW]
[ROW][C]-10.8482584757963[/C][/ROW]
[ROW][C]5.41611011807587[/C][/ROW]
[ROW][C]-17.2652955393648[/C][/ROW]
[ROW][C]4.33872987969944[/C][/ROW]
[ROW][C]0.280312178014088[/C][/ROW]
[ROW][C]-2.71121441691193[/C][/ROW]
[ROW][C]14.6921640753653[/C][/ROW]
[ROW][C]-6.00035778683898[/C][/ROW]
[ROW][C]7.89816143741565[/C][/ROW]
[ROW][C]-22.8783238677690[/C][/ROW]
[ROW][C]10.3275811890924[/C][/ROW]
[ROW][C]1.37809321008169[/C][/ROW]
[ROW][C]-0.77357953511641[/C][/ROW]
[ROW][C]-3.87828264585647[/C][/ROW]
[ROW][C]4.27286907545171[/C][/ROW]
[ROW][C]-6.10806366141081[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=64544&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=64544&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Estimated ARIMA Residuals
Value
0.254999833774829
22.0701127215431
8.36433828391489
30.8117254014586
16.1915303262615
6.24749029236703
-12.5367394721302
-2.99149529021186
-1.99425306328435
0.616226560421233
-6.10438312656669
3.29326413094505
-1.34475635055114
2.16220259803984
0.466465974381937
-8.37988679497044
1.48370050979315
-5.40621641384426
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Figure 1

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Figure 2

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Figure 3

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Figure 4

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Figure 5

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Figure 6

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Figure 7

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Parameters (Session):

par1 = FALSE ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 0 ; par9 = 0 ;

Parameters (R input):

par1 = FALSE ; par2 = 1 ; par3 = 1 ; par4 = 0 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 0 ; par9 = 0 ;

R code (references can be found in the software module):

library(lattice)
if (par1 == 'TRUE') par1 <- TRUE
if (par1 == 'FALSE') par1 <- FALSE
par2 <- as.numeric(par2) #Box-Cox lambda transformation parameter
par3 <- as.numeric(par3) #degree of non-seasonal differencing
par4 <- as.numeric(par4) #degree of seasonal differencing
par5 <- as.numeric(par5) #seasonal period
par6 <- as.numeric(par6) #degree (p) of the non-seasonal AR(p) polynomial
par6 <- 3
par7 <- as.numeric(par7) #degree (q) of the non-seasonal MA(q) polynomial
par7 <- 3
par8 <- as.numeric(par8) #degree (P) of the seasonal AR(P) polynomial
par9 <- as.numeric(par9) #degree (Q) of the seasonal MA(Q) polynomial
armaGR <- function(arima.out, names, n){
try1 <- arima.out$coef
try2 <- sqrt(diag(arima.out$var.coef))
try.data.frame  <- data.frame(matrix(NA,ncol=4,nrow=length(names)))
dimnames(try.data.frame) <- list(names,c('coef','std','tstat','pv'))
try.data.frame[,1] <- try1
for(i in 1:length(try2)) try.data.frame[which(rownames(try.data.frame)==names(try2)[i]),2] <- try2[i]
try.data.frame[,3] <- try.data.frame[,1] / try.data.frame[,2]
try.data.frame[,4] <- round((1-pt(abs(try.data.frame[,3]),df=n-(length(try2)+1)))*2,5)
vector <- rep(NA,length(names))
vector[is.na(try.data.frame[,4])] <- 0
maxi <- which.max(try.data.frame[,4])
continue <- max(try.data.frame[,4],na.rm=TRUE) > .05
vector[maxi] <- 0
list(summary=try.data.frame,next.vector=vector,continue=continue)
}
arimaSelect <- function(series, order=c(13,0,0), seasonal=list(order=c(2,0,0),period=12), include.mean=F){
nrc <- order[1]+order[3]+seasonal$order[1]+seasonal$order[3]
coeff <- matrix(NA, nrow=nrc*2, ncol=nrc)
pval <- matrix(NA, nrow=nrc*2, ncol=nrc)
mylist <- rep(list(NULL), nrc)
names  <- NULL
if(order[1] > 0) names <- paste('ar',1:order[1],sep='')
if(order[3] > 0) names <- c( names , paste('ma',1:order[3],sep='') )
if(seasonal$order[1] > 0) names <- c(names, paste('sar',1:seasonal$order[1],sep=''))
if(seasonal$order[3] > 0) names <- c(names, paste('sma',1:seasonal$order[3],sep=''))
arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML')
mylist[[1]] <- arima.out
last.arma <- armaGR(arima.out, names, length(series))
mystop <- FALSE
i <- 1
coeff[i,] <- last.arma[[1]][,1]
pval [i,] <- last.arma[[1]][,4]
i <- 2
aic <- arima.out$aic
while(!mystop){
mylist[[i]] <- arima.out
arima.out <- arima(series, order=order, seasonal=seasonal, include.mean=include.mean, method='ML', fixed=last.arma$next.vector)
aic <- c(aic, arima.out$aic)
last.arma <- armaGR(arima.out, names, length(series))
mystop <- !last.arma$continue
coeff[i,] <- last.arma[[1]][,1]
pval [i,] <- last.arma[[1]][,4]
i <- i+1
}
list(coeff, pval, mylist, aic=aic)
}
arimaSelectplot <- function(arimaSelect.out,noms,choix){
noms <- names(arimaSelect.out[[3]][[1]]$coef)
coeff <- arimaSelect.out[[1]]
k <- min(which(is.na(coeff[,1])))-1
coeff <- coeff[1:k,]
pval  <- arimaSelect.out[[2]][1:k,]
aic   <- arimaSelect.out$aic[1:k]
coeff[coeff==0] <- NA
n <- ncol(coeff)
if(missing(choix)) choix <- k
layout(matrix(c(1,1,1,2,
3,3,3,2,
3,3,3,4,
5,6,7,7),nr=4),
widths=c(10,35,45,15),
heights=c(30,30,15,15))
couleurs <- rainbow(75)[1:50]#(50)
ticks <- pretty(coeff)
par(mar=c(1,1,3,1))
plot(aic,k:1-.5,type='o',pch=21,bg='blue',cex=2,axes=F,lty=2,xpd=NA)
points(aic[choix],k-choix+.5,pch=21,cex=4,bg=2,xpd=NA)
title('aic',line=2)
par(mar=c(3,0,0,0))
plot(0,axes=F,xlab='',ylab='',xlim=range(ticks),ylim=c(.1,1))
rect(xleft  = min(ticks) + (0:49)/50*(max(ticks)-min(ticks)),
xright = min(ticks) + (1:50)/50*(max(ticks)-min(ticks)),
ytop   = rep(1,50),
ybottom= rep(0,50),col=couleurs,border=NA)
axis(1,ticks)
rect(xleft=min(ticks),xright=max(ticks),ytop=1,ybottom=0)
text(mean(coeff,na.rm=T),.5,'coefficients',cex=2,font=2)
par(mar=c(1,1,3,1))
image(1:n,1:k,t(coeff[k:1,]),axes=F,col=couleurs,zlim=range(ticks))
for(i in 1:n) for(j in 1:k) if(!is.na(coeff[j,i])) {
if(pval[j,i]<.01)                            symb = 'green'
else if( (pval[j,i]<.05) & (pval[j,i]>=.01)) symb = 'orange'
else if( (pval[j,i]<.1)  & (pval[j,i]>=.05)) symb = 'red'
else                                         symb = 'black'
polygon(c(i+.5   ,i+.2   ,i+.5   ,i+.5),
c(k-j+0.5,k-j+0.5,k-j+0.8,k-j+0.5),
col=symb)
if(j==choix)  {
rect(xleft=i-.5,
xright=i+.5,
ybottom=k-j+1.5,
ytop=k-j+.5,
lwd=4)
text(i,
k-j+1,
round(coeff[j,i],2),
cex=1.2,
font=2)
}
else{
rect(xleft=i-.5,xright=i+.5,ybottom=k-j+1.5,ytop=k-j+.5)
text(i,k-j+1,round(coeff[j,i],2),cex=1.2,font=1)
}
}
axis(3,1:n,noms)
par(mar=c(0.5,0,0,0.5))
plot(0,axes=F,xlab='',ylab='',type='n',xlim=c(0,8),ylim=c(-.2,.8))
cols <- c('green','orange','red','black')
niv  <- c('0','0.01','0.05','0.1')
for(i in 0:3){
polygon(c(1+2*i   ,1+2*i   ,1+2*i-.5   ,1+2*i),
c(.4      ,.7      , .4        , .4),
col=cols[i+1])
text(2*i,0.5,niv[i+1],cex=1.5)
}
text(8,.5,1,cex=1.5)
text(4,0,'p-value',cex=2)
box()
residus <- arimaSelect.out[[3]][[choix]]$res
par(mar=c(1,2,4,1))
acf(residus,main='')
title('acf',line=.5)
par(mar=c(1,2,4,1))
pacf(residus,main='')
title('pacf',line=.5)
par(mar=c(2,2,4,1))
qqnorm(residus,main='')
title('qq-norm',line=.5)
qqline(residus)
residus
}
if (par2 == 0) x <- log(x)
if (par2 != 0) x <- x^par2
(selection <- arimaSelect(x, order=c(par6,par3,par7), seasonal=list(order=c(par8,par4,par9), period=par5)))
bitmap(file='test1.png')
resid <- arimaSelectplot(selection)
dev.off()
resid
bitmap(file='test2.png')
acf(resid,length(resid)/2, main='Residual Autocorrelation Function')
dev.off()
bitmap(file='test3.png')
pacf(resid,length(resid)/2, main='Residual Partial Autocorrelation Function')
dev.off()
bitmap(file='test4.png')
cpgram(resid, main='Residual Cumulative Periodogram')
dev.off()
bitmap(file='test5.png')
hist(resid, main='Residual Histogram', xlab='values of Residuals')
dev.off()
bitmap(file='test6.png')
densityplot(~resid,col='black',main='Residual Density Plot', xlab='values of Residuals')
dev.off()
bitmap(file='test7.png')
qqnorm(resid, main='Residual Normal Q-Q Plot')
qqline(resid)
dev.off()
ncols <- length(selection[[1]][1,])
nrows <- length(selection[[2]][,1])-1
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'ARIMA Parameter Estimation and Backward Selection', ncols+1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Iteration', header=TRUE)
for (i in 1:ncols) {
a<-table.element(a,names(selection[[3]][[1]]$coef)[i],header=TRUE)
}
a<-table.row.end(a)
for (j in 1:nrows) {
a<-table.row.start(a)
mydum <- 'Estimates ('
mydum <- paste(mydum,j)
mydum <- paste(mydum,')')
a<-table.element(a,mydum, header=TRUE)
for (i in 1:ncols) {
a<-table.element(a,round(selection[[1]][j,i],4))
}
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'(p-val)', header=TRUE)
for (i in 1:ncols) {
mydum <- '('
mydum <- paste(mydum,round(selection[[2]][j,i],4),sep='')
mydum <- paste(mydum,')')
a<-table.element(a,mydum)
}
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Estimated ARIMA Residuals', 1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Value', 1,TRUE)
a<-table.row.end(a)
for (i in (par4*par5+par3):length(resid)) {
a<-table.row.start(a)
a<-table.element(a,resid[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code