Transcription of Title stata.com arima — ARIMA, ARMAX, and other dynamic ...
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Title stata.com arima — ARIMA, ARMAX, and other dynamic ...
arima , ARMAX, and other dynamic regression modelsSyntaxMenuDescriptionOptionsRemark s and examplesStored resultsMethods and formulasReferencesAlso seeSyntaxBasic syntax for a regression model withARMA disturbancesarimadepvar[indepvars], ar(numlist) ma(numlist)Basic syntax for anARIMA(p,d,q)modelarimadepvar, arima (#p,#d,#q)Basic syntax for a multiplicative seasonalARIMA(p,d,q) (P,D,Q)smodelarimadepvar, arima (#p,#d,#q) sarima(#P,#D,#Q,#s)Full syntaxarimadepvar[indepvars] [if] [in] [weight] [,options]optionsDescriptionModelnoconst antsuppress constant termarima(#p,#d,#q)specifyARIMA(p,d,q) model for dependent variablear(numlist)autoregressive terms of the structural model disturbancema(numlist)moving-average terms of the structural model disturbanceconstraints(constraints)apply specified linear constraintscollinearkeep collinear variablesModel 2sarima(#P,#D,#Q,#s)specify period-#smultiplicative seasonalARIMA termmar(numlist,#s)multiplicative seasonal autoregressive term; may be repeatedmma(numlist,#s)multiplicative seasonal moving-average term; may be repeatedModel 3conditionuse conditionalMLEinstead of fullMLEsavespaceconserve memory during estimationdiffuseuse diffus
arima— ARIMA, ARMAX, and other dynamic regression models 3. arima D.y, ar(1/2) ma(1/3) is equivalent to. arima y, arima(2,1,3) The latter is easier to write for simple ARMAX and ARIMA models, but if gaps in the AR or MA lags are to be modeled, or if different operators are to be applied to independent variables, the
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