If you are using the automated model selection feature, the system performs this step for you and chooses a forecasting model for each series automatically. All you need to do is select the Fit Models Automatically button and then select the variables to fit models for.
If you want more control over forecasting model selection, you can select the Develop Models button, select the series you want to forecast, and use the Develop Models window to specify a forecasting model. As part of this process, you can use the Time Series Viewer and Model Viewer graphical tools. Once you have selected a model for the first series, you can select a different series to work with and repeat the model development process until you have created forecasting models for all the series you want to forecast.
The system provides many features to help you choose the best forecasting model for each series. The features of the Develop Models window and graphical viewer tools are introduced in later sections.