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ARIMA is an acronym for AutoRegressive Integrated Moving-Average. The order of an ARIMA model is usually denoted by the notation ARIMA(p,d,q), where Thus, when an autoregressive operator and a mean ...
The ARIMA statement applies the X-11-ARIMA method to the series specified in the VAR statement. This method uses an ARIMA model estimated from the original data to extend the series one or more years.