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  • Analyze ARIMA Residuals
ComponentComponent

Analyze ARIMA Residuals

Last edited: 

This component analyzes the residuals of an ARIMA (AutoRegressive Integrated Moving Average) model by 1. visualizing auto correlation of the residuals 2. performing Ljung-Box test of autocorrelation at lags 1-10 3. visualizing residuals in a line plot 4. calculating the four first central moments of the residuals 5. performing Jarque-Bera test of normality Note: This component requires a Python environment with StatsModels package installed. In this blog post we explain how to setup the KNIME Python extension: https://www.knime.com/blog/setting-up-the-knime-python-extension-revisited-for-python-30-and-20 Required extensions: KNIME Data Generation (https://hub.knime.com/knime/extensions/org.knime.features.datageneration/latest) KNIME Expressions (https://hub.knime.com/knime/extensions/org.knime.features.expressions/latest) KNIME JavaScript Views (https://hub.knime.com/knime/extensions/org.knime.features.js.views/latest) KNIME Math Expression (JEP) (https://hub.knime.com/knime/extensions/org.knime.features.ext.jep/latest) KNIME Python Integration (https://hub.knime.com/knime/extensions/org.knime.features.python2/latest) KNIME Quick Forms (https://hub.knime.com/knime/extensions/org.knime.features.js.quickforms/latest)

Component details

Input ports
  1. Type: Table
    ARIMA Model
    ARIMA model

Used extensions & nodes

Created with KNIME Analytics Platform version 4.2.0
  • KNIME Base nodes Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.2.0

  • KNIME Data Generation Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.2.0

  • KNIME Expressions Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.2.0

  • KNIME JavaScript Views Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.2.0

  • KNIME Javasnippet Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.2.0

  • KNIME Math Expression (JEP) Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.2.0

  • KNIME Python Integration Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.2.0

  • KNIME Quick Forms Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.2.0

  • KNIME Statistics Nodes Trusted extension

    KNIME AG, Zurich, Switzerland

    Version 4.2.0

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