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ARIMA Model Specification Window

Use the ARIMA Model Specification window to specify and fit an ARIMA model with or without predictor effects as inputs. Access it from the Develop Models menu, where it is invoked from the Fit Model item under Edit in the menu bar, or from the pop-up menu when you click an empty area of the model table.

Controls and Fields

Series

is the name and variable label of the current series.

Model

is a descriptive label for the model that you specify. You can type a label in this field or allow the system to provide a label. If you leave the label blank, a label is generated automatically based on the options you specify.

ARIMA Options

specify the orders of the ARIMA model. You can either type in a value or click the arrow to select from a list.

Autoregressive: defines the order of the autoregressive part of the model.
Differencing: defines the order of simple differencing—for example, first difference or second difference.
Moving Average: defines the order of the moving-average part of the model.

Seasonal ARIMA Options

specify the orders of the seasonal part of the ARIMA model. You can either type in a value or click the arrow to select from a list.

Autoregressive: defines the order of the seasonal autoregressive part of the model.
Differencing: defines the order of seasonal differencing—for example, first difference or second difference at the seasonal lags.
Moving Average: defines the order of the seasonal moving-average part of the model.

Transformation

defines the series transformation for the model. When a transformation is specified, the ARIMA model is fit to the transformed series, and forecasts are produced by applying the inverse transformation to the ARIMA model predictions. The available transformations are: Log, Logistic, Square Root, Box-Cox, and None.

Intercept

specify whether a mean or intercept parameter is included in the ARIMA model. By default, the Intercept option is set to No when the model includes differencing and Yes when there is no differencing.

Predictors

lists the predictor effects included as inputs in the model.

OK

closes the ARIMA Model Specification window and fits the model.

Cancel

closes the ARIMA Model Specification window without fitting the model. Any options you specified are lost.

Reset

resets all options to their initial values upon entry to the ARIMA Model Specification window. This might be useful when editing an existing model specification; otherwise, Reset has the same function as Clear.

Clear

resets all options to their default values.

Add

opens a menu of types of predictors to add to the Predictors list.

Delete

deletes the selected (highlighted) entry from the Predictors list.

Edit

edits the selected (highlighted) entry in the Predictors list.

Mouse Button Actions

You can select or deselect entries in the Predictors list by clicking them. The selected (highlighted) predictor effect is acted on by the Delete and Edit buttons. Double-clicking on a predictor in the list invokes an appropriate edit action for that predictor.

If you right-click an entry in the Predictors list, the system displays the following menu of actions that encompass the features of the Add, Delete, and Edit buttons.

Add Linear Trend: adds a Linear Trend item to the Predictors list.
Add Trend Curve: opens a menu of different time trend curves and adds the curve you select to the Predictors list. Certain trend curve specifications also set the Transformation field.
Add Regressors: opens the Regressors Selection window to enable you to select other series in the input data set as regressors to predict the dependent series and add them to the Predictors list.
Add Adjustments: opens the Adjustments Selection window to enable you to select other series in the input data set for use as adjustments to the forecasts and add them to the Predictors list.
Add Dynamic Regressor: opens the Dynamic Regressor Selection window to enable you to select a series in the input data set as a predictor of the dependent series and also specify a transfer function model for the effect of the predictor series.
Add Interventions: opens the Interventions for Series window to enable you to define and select intervention effects and add them to the Predictors list.
Add Seasonal Dummies: adds a Seasonal Dummies predictor item to the Predictors list.
Edit Predictor: edits the selected (highlighted) entry in the Predictors list.
Delete Predictors: deletes the selected (highlighted) entry from the Predictors list.