|Infer ARIMA or ARIMAX model residuals or conditional variances|
|Infer innovations of regression models with ARIMA errors|
|Infer conditional variances of conditional variance models|
|Infer vector autoregression model (VAR) innovations|
|Infer vector error-correction (VEC) model innovations|
Use the Box-Jenkins methodology to select an ARIMA model.
Conduct goodness of fit checks.
Infer residuals from a fitted ARIMA model.
Infer conditional variances from a fitted conditional variance model.
This example shows how to evaluate model assumptions and investigate respecification opportunities by examining the series of residuals.
Check whether state-space model is time varying with respect to parameters.