The tool supports interface of Foresight Analytics Platform 9 or earlier.

ARIMA

The ARIMA model is one of the most popular models that are used to make short-term forecasts.

NOTE. In the ARIMA method the input variable also serves as the output variable. To create an equation, set the variable binding to itself.

To set up method parameters, use the Equation side panel tab.

To display the tab

Method parameters:

NOTE. If the ARIMA method is calculated, entered numbers or order ranges of seasonal or non-seasonal moving average and seasonal or non-seasonal autoregression are separated by commas. Order range is specified using the "-" character. For example: 1-3,5,7-9.
If the ARIMA (R) method is calculated, autoregression parameters and moving average parameters are defined as a value range 1-N. Set the maximum order of N.
If order of autoregression or moving average is set for the ARIMA method, the side panel shows the Parameters of ARMA Estimation tab used to set up parameters of autoregression or moving average.

To estimate quality of obtained equation, use diagnostic tests. To run the tests, use the Fore language.

See also:

Working with Equations | The ARIMA Method | Time Series Analysis: IModelling.Arima