ARMA Modeling

ARMA Modeling tutorial video

The ARMA modeling functionality automates the steps used to construct an ARMA model: guessing initial parameters, parameter validation, goodness of fit testing and residuals diagnosis.

To use this functionality, select the corresponding icon on the toolbar (or the menu item).

Now, point to the data sample on your worksheet, select the corresponding orders of the Autoregressive (AR) component model and the Moving Average (MA) component model, goodness of fit tests, residual diagnosis, and designate a location on your worksheet to print the model.

ARMA Wizard/dialog

Upon completion, the ARMA modeling function outputs the selected model's parameters and tests/calculations in the designated location of your worksheet.

ARMA model table

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