RATS 10.1
RATS 10.1

Instructions /

Box Jenkins (ARIMA) Instructions

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These instructions are used for selecting and estimating Box-Jenkins (ARIMA) models.
 

BOXJENK

Estimates ARIMA, transfer function, and intervention models

CORRELATE

Computes autocorrelations (including partial and inverse)

INITIAL

Solves Yule-Walker equations for initial ARMA estimates

ITERATE

Computes final estimates for ARMA models

 

 

You can also use the Statistics—Box-Jenkins (ARIMA) Models Wizard.


 


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