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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 ............................... .............................. Statement . ............................ .....................234The Partial Autocorrelation ........................235TheESACFMetho d .............................. ...............................239Statio narity.

The ARIMA procedure provides a comprehensive set of tools for univariate time se-ries model identification, parameter estimation, and forecasting, and it offers great flexibility in the kinds of ARIMA or ARIMAX models that can be analyzed. The ARIMA procedure supports seasonal, subset, and factored ARIMA models; inter-

  Procedures, Maria, Arima procedure

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