ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ar1 | ma1 | sma1 |
Estimates ( 1 ) | 0.9939 | -0.314 | 0.491 |
(p-val) | (0 ) | (0.0012 ) | (0 ) |
Estimates ( 2 ) | 0.9873 | 0 | 0.4267 |
(p-val) | (0 ) | (NA ) | (0 ) |
Estimates ( 3 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (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 |