Entering the ARIMA model
main topic 

After you have identified one or more likely models, you need to specify the model in the main ARIMA dialog box.

·    If you want to fit a seasonal model, check Fit seasonal model and enter a number to specify the period. The period is the span of the seasonality or the interval at which the pattern is repeated. The default period is 12.

You must check Fit seasonal model before you can enter the seasonal autoregressive and moving average parameters or the number of seasonal differences to take.

·    To specify autoregressive and moving average parameters to include in nonseasonal or seasonal ARIMA models, enter a value from 0 to 5. The maximum is 5. At least one of these parameters must be nonzero. The total for all parameters must not exceed 10. For most data, no more than two autoregressive parameters or two moving average parameters are required in ARIMA models.

Suppose you enter 2 in the box for Moving Average under Seasonal, the model will include first and second order moving average terms.

·    To specify the number of nonseasonal and/or seasonal differences to take, enter a number in the appropriate box. If you request one seasonal difference with k as the seasonal period, the kth difference will be taken.

·    To include the constant in the model, check Include constant term in model.

·    You may want to specify starting values for the parameter estimates. You must first enter the starting values in a worksheet column in the following order: AR's (autoregressive parameters), seasonal AR's, MA's (moving average parameters), seasonal MA's, and if you checked Include constant term in model enter the starting value for the constant in the last row of the column. This is the same order in which the parameters appear on the output. Check Starting values for coefficients, and enter the column containing the starting values for each parameter included in the model. Default starting values are 0.1 except for the constant.