ARMA Analysis
This reference manual section covers NumXL's ARMA-family model functions, including parameter validation and calibration, sample data fitting, goodness-of-fit measures, residual diagnosis, model-based forecasts, and simulation.
- SARIMAX_CHECK - Check Parameters' Values for Model Stability
- SARIMAX_GOF - Goodness of Fit of a SARIMAX Model
- SARIMAX_FIT - SARIMAX In-Sample Fitted Values
- SARIMAX_FORE - Forecasting for SARIMAX Model
- SARIMAX_SIM - Simulated Values of a SARIMAX Model
- X-12-ARIMA Model
- X12ARIMA - Defining an X12-ARIMA Model
- X12APROP - X11 Seasonal Adjustment and X12-ARIMA Model Properties
- X12ACOMP - X12-ARIMA Output Time Series
- X12AFORE - Forecasting for X12-ARIMA Model
- X-13ARIMA-SEATS Model
- X13AS - Defining an X-13ARIMA-SEATS Model
- X13ASCOMP - X-13ARIMA-SEATS Output Time Series
- X13ASFORE - Forecasting for X-13ARIMA-SEATS Model