Transcription of The ARIMA Procedure
{{id}} {{{paragraph}}}
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 ..248 Initial Values ..249 Stationarity and Values and Estimation and Log Transformed Data ..254 OUTCOV=DataSet ..255 OUTEST= Data ..259 OUTSTAT=DataSet ..265 Example Seasonal Model for the Airline Series ..287 Example Using Diagnostics to Identify ARIMA OnlineDoc : Version 8192 Chapter 7 The ARIMA ProcedureOverviewThe ARIMA Procedure analyzes and forecasts equally spaced univariate time se-ries data, transfer function data, and intervention data using theAutoRegressiveIntegratedMoving-Averag e ( ARIMA ) or autoregressive moving-average (ARMA)model.
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-
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document:
{{id}} {{{paragraph}}}