The ARIMA Procedure

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Chapter 7The ARIMA ProcedureChapter Table of ....................194IdentificationSta ge ...............................194Estima tion and Diagnostic checking Stage . . .................200Forecasting .....................206Stationarity . .................................. ,Seasonal,andFactoredARMAModels ................211Input Variables and Regression with ARMA Errors . . ............213InterventionModelsandInte rruptedTimeSeries ...............215Rational Transfer Functions and Distributed Lag with Input Variables . .......................219DataRequiremen ts.

2. In the estimation and diagnostic checking stage, you use the ESTIMATE state-ment to specify the ARIMA model to fit to the variable specified in the previous IDENTIFY statement, and to estimate the parameters of that model. The ES-TIMATE statement also produces diagnostic statistics to help you judge the adequacy of the model.

  Model, Adequacy, Checking, Maria, Arima model