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Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_arimabackwardselection.wasp
Title produced by softwareARIMA Backward Selection
Date of computationSun, 07 Dec 2008 16:17:15 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Dec/08/t1228691881rhygf5plcj9088d.htm/, Retrieved Thu, 16 May 2024 11:43:15 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=30341, Retrieved Thu, 16 May 2024 11:43:15 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact209
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
-     [Univariate Data Series] [data set] [2008-12-01 19:54:57] [b98453cac15ba1066b407e146608df68]
F RMP   [Spectral Analysis] [ARMA - spectral a...] [2008-12-05 16:40:04] [5393e1e70f7d2761ff95f84c9c07decf]
F   P     [Spectral Analysis] [ARMA - spectral a...] [2008-12-05 16:46:36] [5393e1e70f7d2761ff95f84c9c07decf]
F RMP       [Standard Deviation-Mean Plot] [ARMA - standard d...] [2008-12-05 16:57:59] [5393e1e70f7d2761ff95f84c9c07decf]
F RM          [(Partial) Autocorrelation Function] [ARMA - (P)ACF] [2008-12-05 18:14:04] [5393e1e70f7d2761ff95f84c9c07decf]
- RMP           [ARIMA Backward Selection] [ARMA- backward se...] [2008-12-06 16:03:03] [5393e1e70f7d2761ff95f84c9c07decf]
-   P               [ARIMA Backward Selection] [ARMA Backward Sel...] [2008-12-07 23:17:15] [382e90e66f02be5ed86892bdc1574692] [Current]
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Dataseries X:
235.1
280.7
264.6
240.7
201.4
240.8
241.1
223.8
206.1
174.7
203.3
220.5
299.5
347.4
338.3
327.7
351.6
396.6
438.8
395.6
363.5
378.8
357
369
464.8
479.1
431.3
366.5
326.3
355.1
331.6
261.3
249
205.5
235.6
240.9
264.9
253.8
232.3
193.8
177
213.2
207.2
180.6
188.6
175.4
199
179.6
225.8
234
200.2
183.6
178.2
203.2
208.5
191.8
172.8
148
159.4
154.5
213.2
196.4
182.8
176.4
153.6
173.2
171
151.2
161.9
157.2
201.7
236.4
356.1
398.3
403.7
384.6
365.8
368.1
367.9
347
343.3
292.9
311.5
300.9
366.9
356.9
329.7
316.2
269
289.3
266.2
253.6
233.8
228.4
253.6
260.1
306.6
309.2
309.5
271
279.9
317.9
298.4
246.7
227.3
209.1
259.9
266
320.6
308.5
282.2
262.7
263.5
313.1
284.3
252.6
250.3
246.5
312.7
333.2
446.4
511.6
515.5
506.4
483.2
522.3
509.8
460.7
405.8
375
378.5
406.8
467.8
469.8
429.8
355.8
332.7
378
360.5
334.7
319.5
323.1
363.6
352.1
411.9
388.6
416.4
360.7
338
417.2
388.4
371.1
331.5
353.7
396.7
447
533.5
565.4
542.3
488.7
467.1
531.3
496.1
444
403.4
386.3
394.1
404.1
462.1
448.1
432.3
386.3
395.2
421.9
382.9
384.2
345.5
323.4
372.6
376
462.7
487
444.2
399.3
394.9
455.4
414
375.5
347
339.4
385.8
378.8
451.8
446.1
422.5
383.1
352.8
445.3
367.5
355.1
326.2
319.8
331.8
340.9
394.1
417.2
369.9
349.2
321.4
405.7
342.9
316.5
284.2
270.9
288.8
278.8
324.4
310.9
299
273
279.3
359.2
305
282.1
250.3
246.5
257.9
266.5
315.9
318.4
295.4
266.4
245.8
362.8
324.9
294.2
289.5
295.2
290.3
272
307.4
328.7
292.9
249.1
230.4
361.5
321.7
277.2
260.7
251
257.6
241.8
287.5
292.3
274.7
254.2
230
339
318.2
287
295.8
284
271
262.7
340.6
379.4
373.3
355.2
338.4
466.9
451
422
429.2
425.9
460.7
463.6
541.4
544.2
517.5
469.4
439.4
549
533
506.1
484
457
481.5
469.5
544.7
541.2
521.5
469.7
434.4
542.6
517.3
485.7
465.8
447
426.6
411.6
467.5
484.5
451.2
417.4
379.9
484.7
455
420.8
416.5
376.3
405.6
405.8
500.8
514
475.5
430.1
414.4
538
526
488.5
520.2
504.4
568.5
610.6
818
830.9
835.9
782
762.3
856.9
820.9
769.6
752.2
724.4
723.1
719.5
817.4
803.3
752.5
689
630.4
765.5
757.7
732.2
702.6
683.3
709.5
702.2
784.8
810.9
755.6
656.8
615.1
745.3
694.1
675.7
643.7
622.1
634.6
588
689.7
673.9
647.9
568.8
545.7
632.6
643.8
593.1
579.7
546
562.9
572.5




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135

\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 & 3 seconds \tabularnewline
R Server & 'Gwilym Jenkins' @ 72.249.127.135 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30341&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]3 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gwilym Jenkins' @ 72.249.127.135[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30341&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30341&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 Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time3 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135







ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2sma1
Estimates ( 1 )0.10940.2417-0.724
(p-val)(0.0348 )(0 )(0 )
Estimates ( 2 )00.256-0.7335
(p-val)(NA )(0 )(0 )
Estimates ( 3 )NANANA
(p-val)(NA )(NA )(NA )
Estimates ( 4 )NANANA
(p-val)(NA )(NA )(NA )
Estimates ( 5 )NANANA
(p-val)(NA )(NA )(NA )

\begin{tabular}{lllllllll}
\hline
ARIMA Parameter Estimation and Backward Selection \tabularnewline
Iteration & ar1 & ar2 & sma1 \tabularnewline
Estimates ( 1 ) & 0.1094 & 0.2417 & -0.724 \tabularnewline
(p-val) & (0.0348 ) & (0 ) & (0 ) \tabularnewline
Estimates ( 2 ) & 0 & 0.256 & -0.7335 \tabularnewline
(p-val) & (NA ) & (0 ) & (0 ) \tabularnewline
Estimates ( 3 ) & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 4 ) & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) \tabularnewline
Estimates ( 5 ) & NA & NA & NA \tabularnewline
(p-val) & (NA ) & (NA ) & (NA ) \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30341&T=1

[TABLE]
[ROW][C]ARIMA Parameter Estimation and Backward Selection[/C][/ROW]
[ROW][C]Iteration[/C][C]ar1[/C][C]ar2[/C][C]sma1[/C][/ROW]
[ROW][C]Estimates ( 1 )[/C][C]0.1094[/C][C]0.2417[/C][C]-0.724[/C][/ROW]
[ROW][C](p-val)[/C][C](0.0348 )[/C][C](0 )[/C][C](0 )[/C][/ROW]
[ROW][C]Estimates ( 2 )[/C][C]0[/C][C]0.256[/C][C]-0.7335[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](0 )[/C][C](0 )[/C][/ROW]
[ROW][C]Estimates ( 3 )[/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][/ROW]
[ROW][C]Estimates ( 4 )[/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][/ROW]
[ROW][C]Estimates ( 5 )[/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][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30341&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30341&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
Iterationar1ar2sma1
Estimates ( 1 )0.10940.2417-0.724
(p-val)(0.0348 )(0 )(0 )
Estimates ( 2 )00.256-0.7335
(p-val)(NA )(0 )(0 )
Estimates ( 3 )NANANA
(p-val)(NA )(NA )(NA )
Estimates ( 4 )NANANA
(p-val)(NA )(NA )(NA )
Estimates ( 5 )NANANA
(p-val)(NA )(NA )(NA )







Estimated ARIMA Residuals
Value
-0.0447140207574356
-0.0687939177362655
0.200155724793765
0.369718255141935
1.50862674904585
-0.396731766178692
0.457173236285062
-0.456397895754196
-0.334604281408787
1.35890357861291
-1.39274870780791
-0.390681638310261
0.267121167873759
-0.898003612386934
-0.568715152807615
-0.716379716406903
-0.44854510911269
-0.0971453439206475
-0.865479766274416
-0.904500207650295
0.690120598523412
-0.795703312192831
0.781365242220058
-0.124128003074553
-1.69466061332492
-1.03055029619273
0.465302669578839
-0.0561806327383645
0.0259168511196107
0.315409469343088
-0.306448034967587
0.301887353927263
0.881035341392575
0.0797409227067284
0.0940408443053726
-1.14690242394420
-0.125397433653706
0.0053321535255946
-0.405350516297234
0.572186709757744
0.457409913281583
-0.384316811875781
0.118005032877932
0.615443790657473
-0.509675966721202
-0.406835488887793
-0.04282914330798
-0.125554865548761
0.488873106460184
-1.02579831806932
0.327160724901883
0.893921478246055
-0.5545044943656
-0.41955088619219
-0.00346494586041232
0.306837377979886
0.846760972193268
0.422036671869679
0.805422769129887
0.94423039574766
1.21898244609563
0.464576819004203
0.361306035638239
-0.074405470786997
-0.119719675546748
-0.988271319001858
0.0559508594556734
0.606928024369986
0.0359676052206269
-0.9176888166839
-0.287878257322881
-0.375759823161625
-0.375896271358500
-0.473383300834853
-0.0536142110380478
0.471940146500986
-0.781161000200814
-0.091598214305195
-0.489868866047729
0.540634579715539
-0.359355740203521
0.593041757743052
0.0631675497874839
-0.0943582908512195
-0.816983188416501
-0.0805053422502148
0.768480713378102
-0.57605325119867
0.986609632980512
0.427256955706978
-0.667532462409096
-0.91910690677593
-0.159683197476388
0.273272118012582
0.940586142238968
-0.0696985283723879
-0.579137992853016
-0.492928060153981
-0.224403738254874
0.308106016256194
0.597399339185421
0.567074244375072
-0.74083306063443
-0.121836398880596
0.443471168812324
0.486815588226986
0.8122472535585
0.176694367883861
0.73966462830351
1.24224740387558
0.179637770138367
0.0764771692804016
-0.362284295792665
-0.213927888646896
0.218843730897923
-0.153602604750406
-1.04455520036795
-0.134743704238792
-0.931319828953823
0.63793565450413
-0.437848055838722
-0.425045099608669
-0.399196035756154
-1.15036497622932
0.0680203906693219
0.589321642700049
-0.0335588623734940
0.251521486563177
0.140538516804797
0.581752689001434
0.0155041555124467
-0.878847130605813
-0.376316541609917
-0.697891683941713
1.39856304192844
-0.404539966174718
-0.380770905936541
1.15328872998613
-0.381923217575274
0.256147381412914
-0.498558740780052
0.930016787275352
0.127544202029175
0.770213550815017
-0.0195424808925343
0.341686524390029
-0.412070725914624
-0.235566493746768
0.0982649381804313
0.162878640302917
-0.296856749011764
-0.420360628648726
-0.193338922231712
-0.181286160696818
-0.724896213219851
-0.0683055554493695
-0.247759929474383
-0.464291713500061
0.0619176688997704
0.104244535331533
0.757925348669747
-0.748154011383248
-0.49945065996013
1.14005127128157
-0.254706359325444
-0.600850232393074
0.622843408196651
-0.292585847313897
0.292640595295300
0.509499147866279
-0.842922911558323
-0.0275414526702224
0.357152429210257
0.291961070529115
-0.389558121992546
-0.369929573312349
0.193804649134459
0.177656345079176
0.242979360161232
-0.564170844634097
-0.0615810549043483
-0.222983335420796
-0.0297208113148836
0.212469569269945
-0.536138571801298
1.10986886426036
-1.14961246331019
0.272140946711227
0.263654278737041
0.00389506581263986
-0.705580580801604
0.109141032683140
-0.281343834752921
0.487600262838102
-0.627670998204404
0.487189060656794
-0.253719740937769
0.589951294610087
-0.520815878239056
-0.212207038657821
0.0113128584673827
-0.105087586832824
-0.247912469874973
-0.434616539421559
-0.267710644256125
-0.459382097668424
0.519792926945443
0.266651253030138
0.583604897832476
0.403120044142958
-0.473124336585004
-0.116096971640842
-0.0738803891450805
0.193048285048089
-0.37576483653049
0.199648530562112
-0.0778288532380645
-0.0343375707541298
-0.0212573037394225
0.0225493688011695
-0.323902128777146
1.53535943796530
0.201362715830402
-0.612251804481435
0.693628036989325
0.384751263909798
-1.00802717589196
-0.681279561627163
-0.254530442234408
0.74300930986396
-0.333560121031541
-0.53775279579409
-0.0568901949701647
1.68474470700757
0.0304585180416455
-0.96357773351454
0.195151982851169
-0.0513061069573991
-0.239852922972064
-0.372177200935214
0.0915875852558678
0.0305511167225314
0.213153001165288
0.368026908567864
-0.411006019949606
0.481257533668623
0.63180231377811
-0.220950414309914
0.737857329877878
-0.257884884405927
-0.949991082196831
0.0523195255472962
1.02516428459687
0.752476765958241
0.219910699189225
0.169475537099975
-0.0761904023119937
0.240909469535640
0.584807031847266
0.0290415699198926
0.379719050528907
0.0400904143395234
0.519980678144645
0.161755889685972
-0.0978265334320276
-0.439817743832924
-0.0342452728156185
-0.207145775510177
-0.139150135408349
-0.39412882051681
0.592946420416842
0.301731084358361
-0.414211431595129
-0.465314957460324
0.337033465743959
-0.0657714559835786
-0.0360072910342937
-0.363592049308459
0.158036901720176
-0.214759658276242
-0.255197642758187
-0.269319073235149
0.256165871195612
0.129635401959728
-0.197074672754405
-0.130962841322422
-0.839369696369322
-0.0676270422637601
-0.098441183229917
0.260417072794867
-0.197529630986854
0.122386645061053
-0.249591717307831
-0.194934029598613
0.0681567650980711
-0.0207337999364798
0.253455369382004
-0.676087936739079
0.598947140850026
0.325622827216189
0.491251080423761
-0.0963447617477654
-0.445760197758316
-0.133582266721857
0.427765917564721
0.172905129143995
0.305401267338732
-0.152545886367354
0.893364867224313
0.0863441300685131
0.80860821458795
0.867722330426451
1.76209741628754
-0.52775396135103
0.236609240816034
-0.064939350399948
0.0940007474876842
-1.08164562198798
-0.0183584304884344
0.136080265746180
-0.278716504685671
0.0303392270928290
-0.558499297590592
-0.112486610434513
-0.40528301546346
-0.396194178607099
-0.261098013511907
-0.0589581738075484
-0.451667138580615
0.256694446889944
0.5588847707046
0.271719479925607
-0.603465697302591
0.0859390159438693
0.157731466484456
-0.243812420891653
-0.663034860169572
0.467382175885279
-0.283205262455952
-0.882915957726698
0.0799371046536504
0.254213841652969
-0.47774254554963
0.416023748757773
-0.323390693159887
-0.0207414540960354
-0.109027462868552
-0.939484763091932
0.166026591272360
-0.286100834688621
0.240630156941920
-0.251452322084936
0.250871251369388
-0.62236842326008
0.826042886928286
-0.324473388182784
-0.0990067500977558
-0.172440261155664
-0.0223565146862487
0.519804051658072

\begin{tabular}{lllllllll}
\hline
Estimated ARIMA Residuals \tabularnewline
Value \tabularnewline
-0.0447140207574356 \tabularnewline
-0.0687939177362655 \tabularnewline
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\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=30341&T=2

[TABLE]
[ROW][C]Estimated ARIMA Residuals[/C][/ROW]
[ROW][C]Value[/C][/ROW]
[ROW][C]-0.0447140207574356[/C][/ROW]
[ROW][C]-0.0687939177362655[/C][/ROW]
[ROW][C]0.200155724793765[/C][/ROW]
[ROW][C]0.369718255141935[/C][/ROW]
[ROW][C]1.50862674904585[/C][/ROW]
[ROW][C]-0.396731766178692[/C][/ROW]
[ROW][C]0.457173236285062[/C][/ROW]
[ROW][C]-0.456397895754196[/C][/ROW]
[ROW][C]-0.334604281408787[/C][/ROW]
[ROW][C]1.35890357861291[/C][/ROW]
[ROW][C]-1.39274870780791[/C][/ROW]
[ROW][C]-0.390681638310261[/C][/ROW]
[ROW][C]0.267121167873759[/C][/ROW]
[ROW][C]-0.898003612386934[/C][/ROW]
[ROW][C]-0.568715152807615[/C][/ROW]
[ROW][C]-0.716379716406903[/C][/ROW]
[ROW][C]-0.44854510911269[/C][/ROW]
[ROW][C]-0.0971453439206475[/C][/ROW]
[ROW][C]-0.865479766274416[/C][/ROW]
[ROW][C]-0.904500207650295[/C][/ROW]
[ROW][C]0.690120598523412[/C][/ROW]
[ROW][C]-0.795703312192831[/C][/ROW]
[ROW][C]0.781365242220058[/C][/ROW]
[ROW][C]-0.124128003074553[/C][/ROW]
[ROW][C]-1.69466061332492[/C][/ROW]
[ROW][C]-1.03055029619273[/C][/ROW]
[ROW][C]0.465302669578839[/C][/ROW]
[ROW][C]-0.0561806327383645[/C][/ROW]
[ROW][C]0.0259168511196107[/C][/ROW]
[ROW][C]0.315409469343088[/C][/ROW]
[ROW][C]-0.306448034967587[/C][/ROW]
[ROW][C]0.301887353927263[/C][/ROW]
[ROW][C]0.881035341392575[/C][/ROW]
[ROW][C]0.0797409227067284[/C][/ROW]
[ROW][C]0.0940408443053726[/C][/ROW]
[ROW][C]-1.14690242394420[/C][/ROW]
[ROW][C]-0.125397433653706[/C][/ROW]
[ROW][C]0.0053321535255946[/C][/ROW]
[ROW][C]-0.405350516297234[/C][/ROW]
[ROW][C]0.572186709757744[/C][/ROW]
[ROW][C]0.457409913281583[/C][/ROW]
[ROW][C]-0.384316811875781[/C][/ROW]
[ROW][C]0.118005032877932[/C][/ROW]
[ROW][C]0.615443790657473[/C][/ROW]
[ROW][C]-0.509675966721202[/C][/ROW]
[ROW][C]-0.406835488887793[/C][/ROW]
[ROW][C]-0.04282914330798[/C][/ROW]
[ROW][C]-0.125554865548761[/C][/ROW]
[ROW][C]0.488873106460184[/C][/ROW]
[ROW][C]-1.02579831806932[/C][/ROW]
[ROW][C]0.327160724901883[/C][/ROW]
[ROW][C]0.893921478246055[/C][/ROW]
[ROW][C]-0.5545044943656[/C][/ROW]
[ROW][C]-0.41955088619219[/C][/ROW]
[ROW][C]-0.00346494586041232[/C][/ROW]
[ROW][C]0.306837377979886[/C][/ROW]
[ROW][C]0.846760972193268[/C][/ROW]
[ROW][C]0.422036671869679[/C][/ROW]
[ROW][C]0.805422769129887[/C][/ROW]
[ROW][C]0.94423039574766[/C][/ROW]
[ROW][C]1.21898244609563[/C][/ROW]
[ROW][C]0.464576819004203[/C][/ROW]
[ROW][C]0.361306035638239[/C][/ROW]
[ROW][C]-0.074405470786997[/C][/ROW]
[ROW][C]-0.119719675546748[/C][/ROW]
[ROW][C]-0.988271319001858[/C][/ROW]
[ROW][C]0.0559508594556734[/C][/ROW]
[ROW][C]0.606928024369986[/C][/ROW]
[ROW][C]0.0359676052206269[/C][/ROW]
[ROW][C]-0.9176888166839[/C][/ROW]
[ROW][C]-0.287878257322881[/C][/ROW]
[ROW][C]-0.375759823161625[/C][/ROW]
[ROW][C]-0.375896271358500[/C][/ROW]
[ROW][C]-0.473383300834853[/C][/ROW]
[ROW][C]-0.0536142110380478[/C][/ROW]
[ROW][C]0.471940146500986[/C][/ROW]
[ROW][C]-0.781161000200814[/C][/ROW]
[ROW][C]-0.091598214305195[/C][/ROW]
[ROW][C]-0.489868866047729[/C][/ROW]
[ROW][C]0.540634579715539[/C][/ROW]
[ROW][C]-0.359355740203521[/C][/ROW]
[ROW][C]0.593041757743052[/C][/ROW]
[ROW][C]0.0631675497874839[/C][/ROW]
[ROW][C]-0.0943582908512195[/C][/ROW]
[ROW][C]-0.816983188416501[/C][/ROW]
[ROW][C]-0.0805053422502148[/C][/ROW]
[ROW][C]0.768480713378102[/C][/ROW]
[ROW][C]-0.57605325119867[/C][/ROW]
[ROW][C]0.986609632980512[/C][/ROW]
[ROW][C]0.427256955706978[/C][/ROW]
[ROW][C]-0.667532462409096[/C][/ROW]
[ROW][C]-0.91910690677593[/C][/ROW]
[ROW][C]-0.159683197476388[/C][/ROW]
[ROW][C]0.273272118012582[/C][/ROW]
[ROW][C]0.940586142238968[/C][/ROW]
[ROW][C]-0.0696985283723879[/C][/ROW]
[ROW][C]-0.579137992853016[/C][/ROW]
[ROW][C]-0.492928060153981[/C][/ROW]
[ROW][C]-0.224403738254874[/C][/ROW]
[ROW][C]0.308106016256194[/C][/ROW]
[ROW][C]0.597399339185421[/C][/ROW]
[ROW][C]0.567074244375072[/C][/ROW]
[ROW][C]-0.74083306063443[/C][/ROW]
[ROW][C]-0.121836398880596[/C][/ROW]
[ROW][C]0.443471168812324[/C][/ROW]
[ROW][C]0.486815588226986[/C][/ROW]
[ROW][C]0.8122472535585[/C][/ROW]
[ROW][C]0.176694367883861[/C][/ROW]
[ROW][C]0.73966462830351[/C][/ROW]
[ROW][C]1.24224740387558[/C][/ROW]
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[ROW][C]0.826042886928286[/C][/ROW]
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[ROW][C]-0.0223565146862487[/C][/ROW]
[ROW][C]0.519804051658072[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=30341&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=30341&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
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0.200155724793765
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0.0053321535255946
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1.21898244609563
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Parameters (Session):
par1 = 60 ; par2 = 0.5 ; par3 = 1 ; par4 = 1 ; par5 = 12 ;
Parameters (R input):
par1 = FALSE ; par2 = 0.5 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = 2 ; par7 = 0 ; par8 = 0 ; par9 = 1 ;
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
par7 <- as.numeric(par7) #degree (q) of the non-seasonal MA(q) polynomial
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')