ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ar3ma1sar1sar2sma1
Estimates ( 1 )-0.22920.06650.30710.20150.3725-0.2166-0.9504
(p-val)(0.2545 )(0.4717 )(0.0022 )(0.3184 )(0.0072 )(0.0702 )(0.0506 )
Estimates ( 2 )-0.255900.29020.2140.3847-0.2156-1
(p-val)(0.2166 )(NA )(0.0031 )(0.2797 )(8e-04 )(0.0661 )(0.1072 )
Estimates ( 3 )-0.049400.287800.3877-0.2134-0.9593
(p-val)(0.5893 )(NA )(0.005 )(NA )(0.0051 )(0.0761 )(0.1013 )
Estimates ( 4 )000.281300.3835-0.2217-0.9962
(p-val)(NA )(NA )(0.0052 )(NA )(7e-04 )(0.0583 )(0.1673 )
Estimates ( 5 )000.36430-0.2848-0.26870
(p-val)(NA )(NA )(1e-04 )(NA )(0.0085 )(0.0123 )(NA )
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