Which estimation methods can be used for an ARIMA model?

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Réponse

The 'method' parameter allows you to choose the estimation method. The available options are CLS (Conditional Least Squares), ML (Maximum Likelihood), and ULS (Unconditional Least Squares).
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arima

uniTimeSeries

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Other questions about arima
What kind of data transformations are available with the 'transform' parameter? What is the purpose of the arima action in the Univariate Time Series Analysis action set? How do I generate forecasts with the arima action? How do you specify the autoregressive part of an ARIMA model in this action? What does the 'q' parameter control in the arima action?
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