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.