Transcription of The ARIMA Procedure
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The ARIMA Procedure
Chapter 7 The ARIMA ProcedureChapter Table of ..194 IdentificationStage ..194 Estimation and Diagnostic checking Stage ..200 Forecasting ..206 Stationarity .. ,Seasonal,andFactoredARMAM odels ..211 Input Variables and Regression with ARMA Errors ..213 InterventionModelsandInterruptedTimeSeri es ..215 Rational Transfer Functions and Distributed Lag with Input Variables ..219 DataRequirements .. Statement ..234 The Partial Autocorrelation ..235 TheESACFM ethod ..239 Stationarity ..241 Identifying Transfer Function 2. General Inputs and Transfer Functions.
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.
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