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ARIMAStat > Time Series > ARIMA
Use ARIMA to model time series behavior and to generate forecasts. ARIMA fits a Box-Jenkins ARIMA model to a time series. ARIMA stands for Autoregressive Integrated Moving Average with each term representing steps taken in the model construction until only random noise remains. ARIMA modeling differs from the other time series methods in the fact that ARIMA modeling uses correlational techniques. ARIMA can be used to model patterns that may not be visible in plotted data. The concepts used in this procedure follow Box and Jenkins [2]. For an elementary introduction to time series, see [3], [10]
For information on creating an ARIMA model, see Entering the ARIMA model and ARIMA specifications.
Series: Enter the column containing the response variable of the time series you want to fit.
Fit seasonal model: Check to fit a seasonal model.
Period: Specify the number of units in a complete cycle.
Autoregressive
Nonseasonal: Enter the order of the autoregressive (AR) component (p).
Seasonal: If you have a seasonal model, enter the order of the seasonal autoregressive component (P) .
Difference
Nonseasonal: Enter the number of differences (d) used to discount trends over time. At least three data points must remain after differencing.
Seasonal: If you have a seasonal model, enter the number of differences for the seasonal component (D).
Moving average
Nonseasonal: Enter the order of the moving average (MA) component (q).
Seasonal: If you have a seasonal model, enter the order of the seasonal moving average component (Q).
Include constant term in model: Check to include a constant term in the ARIMA model.
Starting values for coefficients: Check to specify the initial parameter values and then enter the column containing the values. The values must be entered in the order that the parameters appear in the output: p (AR values), P (seasonal AR values), q (MA values), Q (seasonal MA values), and then (optionally) the constant. If you do not specify the initial parameter values, Minitab uses 0.1 for the parameters with the exception of the constant.