A trend component that satisfies a two-factor (nonseasonal and seasonal) ARIMA(p,d,q)(P,D,Q)s model can be specified.

A state subsection that satisfies a first-order, vector ARMA model—VARMA(p,q) with and —can be specified.

Diagnostic plots are available for residual analysis and structural break analysis.

New printing options enable printing of series and component forecasts and smoothed estimates. In addition, you can print estimated system matrices.

A table that identifies extreme additive outliers is printed. Additionally, structural breaks that are associated with state shocks can also be printed.

A new option, MATCHPARM, in the TREND statement simplifies parameter specification when the CROSS= option is specified.

New options enable finer control over the nonlinear optimization of the likelihood in the parameter estimation phase.