Single Series ARIMA Results
Click the OK (Begin parameter estimation) button in the Single Series ARIMA dialog box to display the Single Series ARIMA Results dialog box, which contains five tabs: Quick, Advanced, Review & residuals, Distribution of residuals, and Autocorrelations.
Use this dialog box to access ARIMA results (see also, Time Series Analysis Index). When exiting the dialog box, the ARIMA residuals will be appended to the active work area. Note that those residuals pertain to the differenced and transformed series. If during the review of the results ARIMA forecasts were computed, those forecasts will also be appended to the active work area.
Element Name | Description |
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Summary Box | The Summary box at the top of the dialog contains information about the model including the variable used, any transformations that have been made, and the model that is fit. It also reports the number of observations and the initial and final sums of squares and parameter estimates with their standard errors. |
Copy button | Click the Copy button to copy either the selected text (if text has been selected) in the Summary box or all of the text (if no text has been selected) to the Clipboard. Note that the copied text retains formatting information (such as font, color, etc.). |
Contract/Expand button | Click the Contract/Expand button to contract or expand the Summary box. When contracted, you can see only one line of the Summary box text and can scroll through the text using a scroll bar. Note that when contracted the text is scrolled so that the first non-blank line is at the top. When expanded (the default setting), the entire Summary box will be displayed on the Multiple Correspondence Analysis Results dialog box. |
Summary | Click the Summary button to display a spreadsheet containing the parameter estimates, their standard errors, the t-values (parameter estimates divided by standard errors), and the respective p-values. Note that the standard errors are approximations, computed from the inverse of the matrix of partial derivatives approximated via finite differencing (refer to the Overview). When an interrupted time series is analyzed, this spreadsheet will also contain the parameter estimates for delta and omega. For more details see the description of impact patterns. |
Cancel | Click the Cancel button to return to the Single Series ARIMA dialog box. The residuals and transformed original series will be appended to the variables in memory. |
Options | Click the Options button to display the Options menu. |
p-value for highlighting | Enter a value in the p-value for highlighting box (or adjust the value with the microscrolls) to specify the significance level that is used for highlighting. Significant autocorrelations (significant Box-Ljung statistics) will be highlighted in the spreadsheet. |
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