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The ARIMA Procedure

Getting Started

This section outlines the use of the ARIMA procedure and gives a cursory description of the ARIMA modeling process for readers less familiar with these methods.


The Three Stages of ARIMA Modeling

Identification Stage

Estimation and Diagnostic Checking Stage

Forecasting Stage

Using ARIMA Procedure Statements

General Notation for ARIMA Models

Stationarity

Differencing

Subset, Seasonal, and Factored ARMA Models

Input Variables and Regression with ARMA Errors

Intervention Models and Interrupted Time Series

Rational Transfer Functions and Distributed Lag Models

Forecasting with Input Variables

Data Requirements

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