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The ARIMA Procedure

Details


The Inverse Autocorrelation Function

The Partial Autocorrelation Function

The Cross-Correlation Function

The ESACF Method

The MINIC Method

The SCAN Method

Stationarity Tests

Prewhitening

Identifying Transfer Function Models

Missing Values and Autocorrelations

Estimation Details

Specifying Inputs and Transfer Functions

Initial Values

Stationarity and Invertibility

Naming of Model Parameters

Missing Values and Estimation and Forecasting

Forecasting Details

Forecasting Log Transformed Data

Specifying Series Periodicity

OUT= Data Set

OUTCOV= Data Set

OUTEST= Data Set

OUTMODEL= Data Set

OUTSTAT= Data Set

Printed Output

ODS Table Names

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