What is the purpose of the arima action in the Univariate Time Series Analysis action set?

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Réponse

The arima action provides functionality for Autoregressive Integrated Moving Average (ARIMA) models, which are used for analyzing and forecasting univariate time series data.
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arima

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Other questions about arima
Which estimation methods can be used for an ARIMA model? What does the 'q' parameter control in the arima action? How do you specify the autoregressive part of an ARIMA model in this action? How can I apply differencing to my time series using the arima action? What kind of data transformations are available with the 'transform' parameter?
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