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