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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 computationWed, 07 Dec 2011 16:48:04 -0500
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/07/t1323294604mfgwon2ebcchosa.htm/, Retrieved Thu, 02 May 2024 23:09:56 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=152753, Retrieved Thu, 02 May 2024 23:09:56 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact80
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]
- RMP   [Standard Deviation-Mean Plot] [Unemployment] [2010-11-29 10:34:47] [b98453cac15ba1066b407e146608df68]
- RMP     [ARIMA Forecasting] [Unemployment] [2010-11-29 20:46:45] [b98453cac15ba1066b407e146608df68]
- RMP         [ARIMA Backward Selection] [ARIMA Backward se...] [2011-12-07 21:48:04] [614dd89c388120cee0dd25886939832b] [Current]
-   PD          [ARIMA Backward Selection] [ARIMA Backward se...] [2011-12-21 11:02:42] [15a5dd358825f04074b70fc847ec6454]
- RMPD          [Skewness and Kurtosis Test] [Skewness ARIMA Ba...] [2011-12-21 11:26:17] [15a5dd358825f04074b70fc847ec6454]
- RMPD          [ARIMA Forecasting] [ARIMA forecast] [2011-12-21 12:13:55] [15a5dd358825f04074b70fc847ec6454]
- RMPD          [One Sample Tests about the Mean] [P-waarde Mean Res...] [2011-12-21 12:24:26] [15a5dd358825f04074b70fc847ec6454]
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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 time13 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net

\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 & 13 seconds \tabularnewline
R Server & 'Gertrude Mary Cox' @ cox.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=152753&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]13 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Gertrude Mary Cox' @ cox.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=152753&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152753&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 time13 seconds
R Server'Gertrude Mary Cox' @ cox.wessa.net







ARIMA Parameter Estimation and Backward Selection
Iterationar1ar2ma1sar1sar2sma1
Estimates ( 1 )-0.19720.26720.3756-0.2202-0.155-0.4655
(p-val)(0.3445 )(0 )(0.0816 )(0.0527 )(0.0704 )(0 )
Estimates ( 2 )00.23720.1759-0.2174-0.1539-0.4625
(p-val)(NA )(0 )(0.0011 )(0.0581 )(0.0736 )(0 )
Estimates ( 3 )00.2490.1634-0.07330-0.6023
(p-val)(NA )(0 )(0.0023 )(0.3679 )(NA )(0 )
Estimates ( 4 )00.24930.162400-0.6436
(p-val)(NA )(0 )(0.0024 )(NA )(NA )(0 )
Estimates ( 5 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )

\begin{tabular}{lllllllll}
\hline
ARIMA Parameter Estimation and Backward Selection \tabularnewline
Iteration & ar1 & ar2 & ma1 & sar1 & sar2 & sma1 \tabularnewline
Estimates ( 1 ) & -0.1972 & 0.2672 & 0.3756 & -0.2202 & -0.155 & -0.4655 \tabularnewline
(p-val) & (0.3445 ) & (0 ) & (0.0816 ) & (0.0527 ) & (0.0704 ) & (0 ) \tabularnewline
Estimates ( 2 ) & 0 & 0.2372 & 0.1759 & -0.2174 & -0.1539 & -0.4625 \tabularnewline
(p-val) & (NA ) & (0 ) & (0.0011 ) & (0.0581 ) & (0.0736 ) & (0 ) \tabularnewline
Estimates ( 3 ) & 0 & 0.249 & 0.1634 & -0.0733 & 0 & -0.6023 \tabularnewline
(p-val) & (NA ) & (0 ) & (0.0023 ) & (0.3679 ) & (NA ) & (0 ) \tabularnewline
Estimates ( 4 ) & 0 & 0.2493 & 0.1624 & 0 & 0 & -0.6436 \tabularnewline
(p-val) & (NA ) & (0 ) & (0.0024 ) & (NA ) & (NA ) & (0 ) \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=152753&T=1

[TABLE]
[ROW][C]ARIMA Parameter Estimation and Backward Selection[/C][/ROW]
[ROW][C]Iteration[/C][C]ar1[/C][C]ar2[/C][C]ma1[/C][C]sar1[/C][C]sar2[/C][C]sma1[/C][/ROW]
[ROW][C]Estimates ( 1 )[/C][C]-0.1972[/C][C]0.2672[/C][C]0.3756[/C][C]-0.2202[/C][C]-0.155[/C][C]-0.4655[/C][/ROW]
[ROW][C](p-val)[/C][C](0.3445 )[/C][C](0 )[/C][C](0.0816 )[/C][C](0.0527 )[/C][C](0.0704 )[/C][C](0 )[/C][/ROW]
[ROW][C]Estimates ( 2 )[/C][C]0[/C][C]0.2372[/C][C]0.1759[/C][C]-0.2174[/C][C]-0.1539[/C][C]-0.4625[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](0 )[/C][C](0.0011 )[/C][C](0.0581 )[/C][C](0.0736 )[/C][C](0 )[/C][/ROW]
[ROW][C]Estimates ( 3 )[/C][C]0[/C][C]0.249[/C][C]0.1634[/C][C]-0.0733[/C][C]0[/C][C]-0.6023[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](0 )[/C][C](0.0023 )[/C][C](0.3679 )[/C][C](NA )[/C][C](0 )[/C][/ROW]
[ROW][C]Estimates ( 4 )[/C][C]0[/C][C]0.2493[/C][C]0.1624[/C][C]0[/C][C]0[/C][C]-0.6436[/C][/ROW]
[ROW][C](p-val)[/C][C](NA )[/C][C](0 )[/C][C](0.0024 )[/C][C](NA )[/C][C](NA )[/C][C](0 )[/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=152753&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152753&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
Iterationar1ar2ma1sar1sar2sma1
Estimates ( 1 )-0.19720.26720.3756-0.2202-0.155-0.4655
(p-val)(0.3445 )(0 )(0.0816 )(0.0527 )(0.0704 )(0 )
Estimates ( 2 )00.23720.1759-0.2174-0.1539-0.4625
(p-val)(NA )(0 )(0.0011 )(0.0581 )(0.0736 )(0 )
Estimates ( 3 )00.2490.1634-0.07330-0.6023
(p-val)(NA )(0 )(0.0023 )(0.3679 )(NA )(0 )
Estimates ( 4 )00.24930.162400-0.6436
(p-val)(NA )(0 )(0.0024 )(NA )(NA )(0 )
Estimates ( 5 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 6 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 7 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 8 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 9 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 10 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )
Estimates ( 11 )NANANANANANA
(p-val)(NA )(NA )(NA )(NA )(NA )(NA )







Estimated ARIMA Residuals
Value
-5.69125818634438
153.404545269607
86.8052573113031
177.678587180251
1213.3390175033
97.7457484860814
732.819909374387
-974.817261935692
-558.780363629298
1191.33428379609
-1083.25055928752
-56.4012649737862
1137.53368126308
-849.140905721284
-1182.41593492207
-1070.20693590831
-522.031248975964
157.684832456268
-1033.69539409139
-653.540621101504
773.477071896674
-754.887588151068
696.682140203249
-139.294167253701
-1940.24982866273
-801.242649800034
841.527380795645
309.025669025242
-32.4948800747961
-268.198255032012
-306.358617087264
808.197916483968
643.993122513349
-158.381662325412
133.07330747612
-725.943761843786
-726.155078682582
-4.91725085954767
186.204862355087
707.194580552416
226.138089711016
-582.435962846777
98.4055102758542
781.011054567865
-252.603634385802
-213.196128898146
-59.2985758659246
-99.1683153779977
-174.506511889446
-624.254095983475
600.605496473968
721.974522011149
-337.672801528529
-492.500434394621
21.0755546246684
504.240673494961
421.76169911264
147.051627342013
444.379564911949
653.308085278649
1518.39171183081
689.151600649557
190.055149201069
-348.104196764366
-324.796626681026
-489.99117445742
103.041604330493
150.349261331502
10.9050833718297
-1047.83196781848
159.195220687229
-267.946311078638
-28.0513252003064
-584.308138358071
-324.515074924782
382.832480703161
-743.931255768504
171.736833661325
-415.672444597014
336.102551718071
-274.665588353461
480.092256812743
81.2914085276426
-83.265624310665
-775.487288233887
-74.0560540944577
636.88456792596
-570.693737048945
893.150259026221
543.707202530903
-644.543298333958
-813.821264610736
-15.5314803988812
311.709976403422
634.871250050552
-74.5703207877202
-427.148676115448
-421.438943418893
-229.998207516121
302.803653957453
491.856800189114
534.030605856914
-626.133864437512
-99.6169749809487
378.077406609341
310.346605661322
799.665010674464
217.573346729545
1530.54127357361
1786.81137426767
-200.779213149814
-202.314324997762
-638.519633205498
494.311718924116
99.4637572932313
-962.445587342164
-1330.61895247104
-157.572087138145
-577.624955108074
821.486426713696
-106.022312963944
-729.744647939876
-849.248428559885
-1408.90495044368
233.853565680408
633.653573810298
-68.1634809049503
287.806109670011
250.380140174687
473.597337466749
174.923135223061
-973.31189913661
-315.916802976185
-1029.16024970714
1657.01567366902
-560.86054162948
-389.500299583618
1389.48844057488
-578.105248858693
287.936295189159
-381.688682596264
895.637709911661
355.01964462019
1015.41893955457
605.955923413197
569.121494025257
-969.505661473554
-593.756944918196
108.645440390911
734.183454148667
-669.867661114097
-926.477267296986
-153.037395755565
-269.148532840416
-615.341734149281
-94.3723415733578
-248.154195265586
-716.234019170693
30.2058068961398
315.946679051834
873.175300921261
-1146.72048520709
-385.361990806634
1421.16357928292
-280.948127786303
-719.904679222899
757.792761429679
-489.278278723775
428.605524959329
674.212320827032
-1219.79510058714
156.268258077022
422.534182301395
278.212996241946
-429.274275641372
-410.098346929771
374.295237262815
129.069729448022
320.657254020969
-687.774351542897
-54.5153295308085
-347.874943786245
62.7802399153693
381.852701306434
-706.763615993845
1252.54034215665
-1310.32225909432
388.504750431329
421.086137903453
-62.6106155014123
-796.412202340837
164.038011877325
-610.320983411693
584.50831311212
-531.638478896478
733.714176296397
-299.121685037614
286.825986383511
-273.899304817213
-84.1759836771615
154.389609208269
-101.982556543801
-408.587836428454
-343.370331309172
-701.250319864386
-470.844944533489
958.731396760053
453.431258047785
485.915923558768
-225.466057775799
48.5663516459432
91.8286320731172
33.7137807912436
153.251207107826
-464.220398605333
196.098669753289
-394.789323696842
-43.7243814538033
313.04938660092
154.462457201954
-219.124478630576
863.367070575425
463.438778053972
-451.022589307632
652.710915786962
295.530096955881
-887.992257232453
-480.940937737128
-392.547683555353
691.460491681346
-204.108010319212
-333.198248146225
40.6495592449484
967.240138819078
185.025870251011
-713.420917832531
232.535011026026
-67.5277040782914
-181.1079395975
-220.720066526237
-126.288628260779
-21.0109944016558
379.57609043486
374.766755675895
-314.373276237076
-99.4537374974244
788.372825739957
-75.6213388626333
559.497327011602
-284.189878766725
-683.121935890147
162.294279410278
919.379177327279
729.249119731921
179.921549594815
21.9321734649701
-145.744930095926
991.356399852837
375.621331247704
-364.133967072924
409.36922152826
28.3638064445848
933.5148028091
139.059815345398
855.534288989729
-621.507368632965
-606.810640299147
-723.024918005984
-269.714778308271
767.673111384589
275.284529051472
-212.960121578282
-704.264811257005
-584.582720020127
701.135367189048
-213.626582636313
580.537791914279
-563.3379693568
-139.443247415477
-605.699917037588
-383.586231216524
466.931787007076
-103.418026601342
-206.145840147477
-315.93432992797
-115.142476902916
-1078.24909523715
-41.6919003425761
-89.0960177061997
420.785371768443
-393.666986794174
184.625265574151
-235.320388044186
-207.12834227433
-95.2381113399751
-60.541323749804
353.423348774305
-730.399114701629
731.090563307096
354.759194755907
752.491832338693
-53.8646266979655
-723.353387181321
-137.354262836393
596.275812110066
593.164777954613
209.86022915931
-461.874761261099
1384.86482139786
37.0868807603157
1522.42738949785
1443.7942958882
5254.74332275509
-1104.44480910037
-110.875463093869
-1040.32020912807
-144.685727223869
709.4136911784
-967.379706592312
-1029.35896555631
-467.029456432509
-84.5955347744035
-822.015826928184
-276.153137212186
44.1157438409237
-914.797437068488
-1299.04729176591
-458.77889668006
-1020.0505997341
1973.6185094081
685.311826828772
-94.6356273632656
-1255.44790891877
171.683863401485
540.491292994316
-685.941239105504
-1120.88039483305
1326.5848853066
-1207.42151133624
-2010.35601200772
335.548910556906
1218.08770925681
-1381.56907787313
681.226215299578
-544.914580808644
-57.5794690515088
-115.973597699092
-1782.43929324256
96.0958525536029
-566.100927723699
694.24941456724
-134.506376436733
510.671790567481
-1490.94509055079
1687.35382078051
-661.917933196597
3.09372300760508
-191.723122008264
-143.792352482297
1001.08409820926

\begin{tabular}{lllllllll}
\hline
Estimated ARIMA Residuals \tabularnewline
Value \tabularnewline
-5.69125818634438 \tabularnewline
153.404545269607 \tabularnewline
86.8052573113031 \tabularnewline
177.678587180251 \tabularnewline
1213.3390175033 \tabularnewline
97.7457484860814 \tabularnewline
732.819909374387 \tabularnewline
-974.817261935692 \tabularnewline
-558.780363629298 \tabularnewline
1191.33428379609 \tabularnewline
-1083.25055928752 \tabularnewline
-56.4012649737862 \tabularnewline
1137.53368126308 \tabularnewline
-849.140905721284 \tabularnewline
-1182.41593492207 \tabularnewline
-1070.20693590831 \tabularnewline
-522.031248975964 \tabularnewline
157.684832456268 \tabularnewline
-1033.69539409139 \tabularnewline
-653.540621101504 \tabularnewline
773.477071896674 \tabularnewline
-754.887588151068 \tabularnewline
696.682140203249 \tabularnewline
-139.294167253701 \tabularnewline
-1940.24982866273 \tabularnewline
-801.242649800034 \tabularnewline
841.527380795645 \tabularnewline
309.025669025242 \tabularnewline
-32.4948800747961 \tabularnewline
-268.198255032012 \tabularnewline
-306.358617087264 \tabularnewline
808.197916483968 \tabularnewline
643.993122513349 \tabularnewline
-158.381662325412 \tabularnewline
133.07330747612 \tabularnewline
-725.943761843786 \tabularnewline
-726.155078682582 \tabularnewline
-4.91725085954767 \tabularnewline
186.204862355087 \tabularnewline
707.194580552416 \tabularnewline
226.138089711016 \tabularnewline
-582.435962846777 \tabularnewline
98.4055102758542 \tabularnewline
781.011054567865 \tabularnewline
-252.603634385802 \tabularnewline
-213.196128898146 \tabularnewline
-59.2985758659246 \tabularnewline
-99.1683153779977 \tabularnewline
-174.506511889446 \tabularnewline
-624.254095983475 \tabularnewline
600.605496473968 \tabularnewline
721.974522011149 \tabularnewline
-337.672801528529 \tabularnewline
-492.500434394621 \tabularnewline
21.0755546246684 \tabularnewline
504.240673494961 \tabularnewline
421.76169911264 \tabularnewline
147.051627342013 \tabularnewline
444.379564911949 \tabularnewline
653.308085278649 \tabularnewline
1518.39171183081 \tabularnewline
689.151600649557 \tabularnewline
190.055149201069 \tabularnewline
-348.104196764366 \tabularnewline
-324.796626681026 \tabularnewline
-489.99117445742 \tabularnewline
103.041604330493 \tabularnewline
150.349261331502 \tabularnewline
10.9050833718297 \tabularnewline
-1047.83196781848 \tabularnewline
159.195220687229 \tabularnewline
-267.946311078638 \tabularnewline
-28.0513252003064 \tabularnewline
-584.308138358071 \tabularnewline
-324.515074924782 \tabularnewline
382.832480703161 \tabularnewline
-743.931255768504 \tabularnewline
171.736833661325 \tabularnewline
-415.672444597014 \tabularnewline
336.102551718071 \tabularnewline
-274.665588353461 \tabularnewline
480.092256812743 \tabularnewline
81.2914085276426 \tabularnewline
-83.265624310665 \tabularnewline
-775.487288233887 \tabularnewline
-74.0560540944577 \tabularnewline
636.88456792596 \tabularnewline
-570.693737048945 \tabularnewline
893.150259026221 \tabularnewline
543.707202530903 \tabularnewline
-644.543298333958 \tabularnewline
-813.821264610736 \tabularnewline
-15.5314803988812 \tabularnewline
311.709976403422 \tabularnewline
634.871250050552 \tabularnewline
-74.5703207877202 \tabularnewline
-427.148676115448 \tabularnewline
-421.438943418893 \tabularnewline
-229.998207516121 \tabularnewline
302.803653957453 \tabularnewline
491.856800189114 \tabularnewline
534.030605856914 \tabularnewline
-626.133864437512 \tabularnewline
-99.6169749809487 \tabularnewline
378.077406609341 \tabularnewline
310.346605661322 \tabularnewline
799.665010674464 \tabularnewline
217.573346729545 \tabularnewline
1530.54127357361 \tabularnewline
1786.81137426767 \tabularnewline
-200.779213149814 \tabularnewline
-202.314324997762 \tabularnewline
-638.519633205498 \tabularnewline
494.311718924116 \tabularnewline
99.4637572932313 \tabularnewline
-962.445587342164 \tabularnewline
-1330.61895247104 \tabularnewline
-157.572087138145 \tabularnewline
-577.624955108074 \tabularnewline
821.486426713696 \tabularnewline
-106.022312963944 \tabularnewline
-729.744647939876 \tabularnewline
-849.248428559885 \tabularnewline
-1408.90495044368 \tabularnewline
233.853565680408 \tabularnewline
633.653573810298 \tabularnewline
-68.1634809049503 \tabularnewline
287.806109670011 \tabularnewline
250.380140174687 \tabularnewline
473.597337466749 \tabularnewline
174.923135223061 \tabularnewline
-973.31189913661 \tabularnewline
-315.916802976185 \tabularnewline
-1029.16024970714 \tabularnewline
1657.01567366902 \tabularnewline
-560.86054162948 \tabularnewline
-389.500299583618 \tabularnewline
1389.48844057488 \tabularnewline
-578.105248858693 \tabularnewline
287.936295189159 \tabularnewline
-381.688682596264 \tabularnewline
895.637709911661 \tabularnewline
355.01964462019 \tabularnewline
1015.41893955457 \tabularnewline
605.955923413197 \tabularnewline
569.121494025257 \tabularnewline
-969.505661473554 \tabularnewline
-593.756944918196 \tabularnewline
108.645440390911 \tabularnewline
734.183454148667 \tabularnewline
-669.867661114097 \tabularnewline
-926.477267296986 \tabularnewline
-153.037395755565 \tabularnewline
-269.148532840416 \tabularnewline
-615.341734149281 \tabularnewline
-94.3723415733578 \tabularnewline
-248.154195265586 \tabularnewline
-716.234019170693 \tabularnewline
30.2058068961398 \tabularnewline
315.946679051834 \tabularnewline
873.175300921261 \tabularnewline
-1146.72048520709 \tabularnewline
-385.361990806634 \tabularnewline
1421.16357928292 \tabularnewline
-280.948127786303 \tabularnewline
-719.904679222899 \tabularnewline
757.792761429679 \tabularnewline
-489.278278723775 \tabularnewline
428.605524959329 \tabularnewline
674.212320827032 \tabularnewline
-1219.79510058714 \tabularnewline
156.268258077022 \tabularnewline
422.534182301395 \tabularnewline
278.212996241946 \tabularnewline
-429.274275641372 \tabularnewline
-410.098346929771 \tabularnewline
374.295237262815 \tabularnewline
129.069729448022 \tabularnewline
320.657254020969 \tabularnewline
-687.774351542897 \tabularnewline
-54.5153295308085 \tabularnewline
-347.874943786245 \tabularnewline
62.7802399153693 \tabularnewline
381.852701306434 \tabularnewline
-706.763615993845 \tabularnewline
1252.54034215665 \tabularnewline
-1310.32225909432 \tabularnewline
388.504750431329 \tabularnewline
421.086137903453 \tabularnewline
-62.6106155014123 \tabularnewline
-796.412202340837 \tabularnewline
164.038011877325 \tabularnewline
-610.320983411693 \tabularnewline
584.50831311212 \tabularnewline
-531.638478896478 \tabularnewline
733.714176296397 \tabularnewline
-299.121685037614 \tabularnewline
286.825986383511 \tabularnewline
-273.899304817213 \tabularnewline
-84.1759836771615 \tabularnewline
154.389609208269 \tabularnewline
-101.982556543801 \tabularnewline
-408.587836428454 \tabularnewline
-343.370331309172 \tabularnewline
-701.250319864386 \tabularnewline
-470.844944533489 \tabularnewline
958.731396760053 \tabularnewline
453.431258047785 \tabularnewline
485.915923558768 \tabularnewline
-225.466057775799 \tabularnewline
48.5663516459432 \tabularnewline
91.8286320731172 \tabularnewline
33.7137807912436 \tabularnewline
153.251207107826 \tabularnewline
-464.220398605333 \tabularnewline
196.098669753289 \tabularnewline
-394.789323696842 \tabularnewline
-43.7243814538033 \tabularnewline
313.04938660092 \tabularnewline
154.462457201954 \tabularnewline
-219.124478630576 \tabularnewline
863.367070575425 \tabularnewline
463.438778053972 \tabularnewline
-451.022589307632 \tabularnewline
652.710915786962 \tabularnewline
295.530096955881 \tabularnewline
-887.992257232453 \tabularnewline
-480.940937737128 \tabularnewline
-392.547683555353 \tabularnewline
691.460491681346 \tabularnewline
-204.108010319212 \tabularnewline
-333.198248146225 \tabularnewline
40.6495592449484 \tabularnewline
967.240138819078 \tabularnewline
185.025870251011 \tabularnewline
-713.420917832531 \tabularnewline
232.535011026026 \tabularnewline
-67.5277040782914 \tabularnewline
-181.1079395975 \tabularnewline
-220.720066526237 \tabularnewline
-126.288628260779 \tabularnewline
-21.0109944016558 \tabularnewline
379.57609043486 \tabularnewline
374.766755675895 \tabularnewline
-314.373276237076 \tabularnewline
-99.4537374974244 \tabularnewline
788.372825739957 \tabularnewline
-75.6213388626333 \tabularnewline
559.497327011602 \tabularnewline
-284.189878766725 \tabularnewline
-683.121935890147 \tabularnewline
162.294279410278 \tabularnewline
919.379177327279 \tabularnewline
729.249119731921 \tabularnewline
179.921549594815 \tabularnewline
21.9321734649701 \tabularnewline
-145.744930095926 \tabularnewline
991.356399852837 \tabularnewline
375.621331247704 \tabularnewline
-364.133967072924 \tabularnewline
409.36922152826 \tabularnewline
28.3638064445848 \tabularnewline
933.5148028091 \tabularnewline
139.059815345398 \tabularnewline
855.534288989729 \tabularnewline
-621.507368632965 \tabularnewline
-606.810640299147 \tabularnewline
-723.024918005984 \tabularnewline
-269.714778308271 \tabularnewline
767.673111384589 \tabularnewline
275.284529051472 \tabularnewline
-212.960121578282 \tabularnewline
-704.264811257005 \tabularnewline
-584.582720020127 \tabularnewline
701.135367189048 \tabularnewline
-213.626582636313 \tabularnewline
580.537791914279 \tabularnewline
-563.3379693568 \tabularnewline
-139.443247415477 \tabularnewline
-605.699917037588 \tabularnewline
-383.586231216524 \tabularnewline
466.931787007076 \tabularnewline
-103.418026601342 \tabularnewline
-206.145840147477 \tabularnewline
-315.93432992797 \tabularnewline
-115.142476902916 \tabularnewline
-1078.24909523715 \tabularnewline
-41.6919003425761 \tabularnewline
-89.0960177061997 \tabularnewline
420.785371768443 \tabularnewline
-393.666986794174 \tabularnewline
184.625265574151 \tabularnewline
-235.320388044186 \tabularnewline
-207.12834227433 \tabularnewline
-95.2381113399751 \tabularnewline
-60.541323749804 \tabularnewline
353.423348774305 \tabularnewline
-730.399114701629 \tabularnewline
731.090563307096 \tabularnewline
354.759194755907 \tabularnewline
752.491832338693 \tabularnewline
-53.8646266979655 \tabularnewline
-723.353387181321 \tabularnewline
-137.354262836393 \tabularnewline
596.275812110066 \tabularnewline
593.164777954613 \tabularnewline
209.86022915931 \tabularnewline
-461.874761261099 \tabularnewline
1384.86482139786 \tabularnewline
37.0868807603157 \tabularnewline
1522.42738949785 \tabularnewline
1443.7942958882 \tabularnewline
5254.74332275509 \tabularnewline
-1104.44480910037 \tabularnewline
-110.875463093869 \tabularnewline
-1040.32020912807 \tabularnewline
-144.685727223869 \tabularnewline
709.4136911784 \tabularnewline
-967.379706592312 \tabularnewline
-1029.35896555631 \tabularnewline
-467.029456432509 \tabularnewline
-84.5955347744035 \tabularnewline
-822.015826928184 \tabularnewline
-276.153137212186 \tabularnewline
44.1157438409237 \tabularnewline
-914.797437068488 \tabularnewline
-1299.04729176591 \tabularnewline
-458.77889668006 \tabularnewline
-1020.0505997341 \tabularnewline
1973.6185094081 \tabularnewline
685.311826828772 \tabularnewline
-94.6356273632656 \tabularnewline
-1255.44790891877 \tabularnewline
171.683863401485 \tabularnewline
540.491292994316 \tabularnewline
-685.941239105504 \tabularnewline
-1120.88039483305 \tabularnewline
1326.5848853066 \tabularnewline
-1207.42151133624 \tabularnewline
-2010.35601200772 \tabularnewline
335.548910556906 \tabularnewline
1218.08770925681 \tabularnewline
-1381.56907787313 \tabularnewline
681.226215299578 \tabularnewline
-544.914580808644 \tabularnewline
-57.5794690515088 \tabularnewline
-115.973597699092 \tabularnewline
-1782.43929324256 \tabularnewline
96.0958525536029 \tabularnewline
-566.100927723699 \tabularnewline
694.24941456724 \tabularnewline
-134.506376436733 \tabularnewline
510.671790567481 \tabularnewline
-1490.94509055079 \tabularnewline
1687.35382078051 \tabularnewline
-661.917933196597 \tabularnewline
3.09372300760508 \tabularnewline
-191.723122008264 \tabularnewline
-143.792352482297 \tabularnewline
1001.08409820926 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=152753&T=2

[TABLE]
[ROW][C]Estimated ARIMA Residuals[/C][/ROW]
[ROW][C]Value[/C][/ROW]
[ROW][C]-5.69125818634438[/C][/ROW]
[ROW][C]153.404545269607[/C][/ROW]
[ROW][C]86.8052573113031[/C][/ROW]
[ROW][C]177.678587180251[/C][/ROW]
[ROW][C]1213.3390175033[/C][/ROW]
[ROW][C]97.7457484860814[/C][/ROW]
[ROW][C]732.819909374387[/C][/ROW]
[ROW][C]-974.817261935692[/C][/ROW]
[ROW][C]-558.780363629298[/C][/ROW]
[ROW][C]1191.33428379609[/C][/ROW]
[ROW][C]-1083.25055928752[/C][/ROW]
[ROW][C]-56.4012649737862[/C][/ROW]
[ROW][C]1137.53368126308[/C][/ROW]
[ROW][C]-849.140905721284[/C][/ROW]
[ROW][C]-1182.41593492207[/C][/ROW]
[ROW][C]-1070.20693590831[/C][/ROW]
[ROW][C]-522.031248975964[/C][/ROW]
[ROW][C]157.684832456268[/C][/ROW]
[ROW][C]-1033.69539409139[/C][/ROW]
[ROW][C]-653.540621101504[/C][/ROW]
[ROW][C]773.477071896674[/C][/ROW]
[ROW][C]-754.887588151068[/C][/ROW]
[ROW][C]696.682140203249[/C][/ROW]
[ROW][C]-139.294167253701[/C][/ROW]
[ROW][C]-1940.24982866273[/C][/ROW]
[ROW][C]-801.242649800034[/C][/ROW]
[ROW][C]841.527380795645[/C][/ROW]
[ROW][C]309.025669025242[/C][/ROW]
[ROW][C]-32.4948800747961[/C][/ROW]
[ROW][C]-268.198255032012[/C][/ROW]
[ROW][C]-306.358617087264[/C][/ROW]
[ROW][C]808.197916483968[/C][/ROW]
[ROW][C]643.993122513349[/C][/ROW]
[ROW][C]-158.381662325412[/C][/ROW]
[ROW][C]133.07330747612[/C][/ROW]
[ROW][C]-725.943761843786[/C][/ROW]
[ROW][C]-726.155078682582[/C][/ROW]
[ROW][C]-4.91725085954767[/C][/ROW]
[ROW][C]186.204862355087[/C][/ROW]
[ROW][C]707.194580552416[/C][/ROW]
[ROW][C]226.138089711016[/C][/ROW]
[ROW][C]-582.435962846777[/C][/ROW]
[ROW][C]98.4055102758542[/C][/ROW]
[ROW][C]781.011054567865[/C][/ROW]
[ROW][C]-252.603634385802[/C][/ROW]
[ROW][C]-213.196128898146[/C][/ROW]
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[ROW][C]1001.08409820926[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=152753&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=152753&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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153.404545269607
86.8052573113031
177.678587180251
1213.3390175033
97.7457484860814
732.819909374387
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157.684832456268
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773.477071896674
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696.682140203249
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841.527380795645
309.025669025242
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808.197916483968
643.993122513349
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133.07330747612
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186.204862355087
707.194580552416
226.138089711016
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98.4055102758542
781.011054567865
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600.605496473968
721.974522011149
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21.0755546246684
504.240673494961
421.76169911264
147.051627342013
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1518.39171183081
689.151600649557
190.055149201069
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103.041604330493
150.349261331502
10.9050833718297
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159.195220687229
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1015.41893955457
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569.121494025257
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1421.16357928292
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Parameters (Session):
par1 = FALSE ; par2 = 1.5 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = 3 ; par7 = 1 ; par8 = 2 ; par9 = 1 ;
Parameters (R input):
par1 = FALSE ; par2 = 1.5 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = 2 ; par7 = 1 ; par8 = 2 ; 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')