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Can SPSS Statistics fit ARIMAX models?

Troubleshooting


Problem

I want to fit an ARIMAX model. Can I do this in SPSS Statistics?

Resolving The Problem

Yes, ARIMAX models are transfer function models, which can be fitted by the TSMODEL procedure in SPSS Statistics. In the dialogs, select Analyze>Forecasting>Create Models, specify one or more Independent variables, select ARIMA from the Method dropdown menu, and click on the Criteria button, which will allow you to specify the form of the ARIMA model for the dependent variable and the models for any independent variables

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Historical Number

90778

Document Information

Modified date:
16 April 2020

UID

swg21487479