ARIMA

ARIMA 估算具有或不具有固定回归量变量的非季节性和季节性单变量 ARIMA 模型。

ARIMA [VARIABLES=] dependent series name [WITH independent series names]
 
 [/MODEL =[(p,d,q)[(sp,sd,sq)[period]]] 

          [{CONSTANT† }] [{NOLOG†     }]] 
           {NOCONSTANT}   {LG10 or LOG}
                          {LN         }
 
 [/P={value       }]  [/D=value]  [/Q={value       }]
     {(value list)}                   {(value list)}
 
 [/SP={value       }]  [/SD=value]  [/SQ={value       }]
      {(value list)}                     {(value list)}
 
 [/AR=value list] [/MA=value list]
 
 [/SAR=value list] [/SMA=value list]
 
 [/REG=value list] [/CON=value]
 
 [/MXITER={10** }] [/MXLAMB={1.0E9**}]
          {value}           {value  }
 
 [/SSQPCT={0.001**}] [/PAREPS={0.001†}]
          {value  }           {value } 
 
 [/CINPCT={95†  }]
          {value} 
 
 [/APPLY [='model name'] [{SPECIFICATIONS}]] 
                          {INITIAL       }
                          {FIT           }

 [/FORECAST=[{EXACT   }]] 
             {CLS     }
             {AUTOINIT}

* * 如果省略子命令，那么为缺省值。

如果省略了子命令或关键字并且 TSET 命令中没有相应的指定项，那么为缺省值。

示例

ARIMA SALES
  /MODEL=(0,1,1)(0,1,1).