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Residual Values for ARIMA Modeling

Hello! I'm new to both JMP software and time series analysis. I've built some ARIMA models and I would like to do some analysis on the residual values. I know that the time series modeling function allows you to view a plot of the residuals, but is there any way to create a data table to show these values?

Thanks so much!

Super User


Jun 23, 2011

Re: Residual Values for ARIMA Modeling

After you have fit an ARIMA model there is an outline segment with a red triangle pull down menu titled, e.g., Model:AR(1). That pull down has an item titled "Save Columns". That produces a new table with original series, the predicted values, and the residuals, as well as confidence intervals.

Re: Residual Values for ARIMA Modeling

Thanks so much for your help! :)