Time Series Analysis Using SAS Enterprise Guide by Timina Liu & Shuangzhe Liu & Lei Shi
Author:Timina Liu & Shuangzhe Liu & Lei Shi
Language: eng
Format: epub
ISBN: 9789811503214
Publisher: Springer Singapore
4.4 Steps in ARIMA Modelling
The main steps in ARIMA modelling are: 1.Test the time series for stationarity.a.If the series is non-stationary, take differences of the time series to achieve stationarity.
2.Identify the model to fit the now stationary time series.
3.Estimate the parameters of the chosen model.
4.Forecast with the model.
The numerical example at the end of the chapter will go through each of the above steps. Firstly, we will cover the theoretical aspects of each step.
Step 1: Test for stationarity
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