Single Series ARIMA
Click the ARIMA & autocorrelation functions button on the Time Series Analysis Startup Panel - Quick tab to display the Single Series ARIMA dialog box, which contains four tabs: Quick, Advanced, Autocorrelations, and Review series.
Element Name | Description |
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OK (Begin parameter estimation) | Click the OK (Begin parameter estimation) button to begin the parameter estimation and display the Single Series ARIMA Results dialog box. Note that, when you return to the Single Series ARIMA dialog box, up to three new series are created and appended to the active work area: 1) the transformed original series (e.g., differenced, logged, etc., depending on the selections in the Transform variable prior to analysis group box), 2) the ARIMA residuals (from the series after transformations and differencing), and 3) the original series plus forecasts. Thus, make sure that there is sufficient "space" in the active work area for the respective variable, that is, that there are at least 3 (not locked) backups available. Increase the Number of backups per variable (series) parameter if necessary. Also, be sure to Lock all important backups of the original variable (those that you want to retain) if there are less than 3 unused backups available; otherwise, those backups will be overwritten (by the 3 series created by the ARIMA procedure). For a general discussion of the ARIMA model, refer to the Overview. |
Active work area | The Active work area is composed of three columns: Lock, Variable, and Long variable (series) name. For detailed information on the Active work area, see Time Series Analysis - Active Work Area. |
Lock | Double-click on a transformed variable in the Lock column to lock or unlock the variable in the active work area. An L is listed in the column to indicate that the variable is locked. Note that original (untransformed) variables are always locked, and they cannot be unlocked. |
Variable | The Variable column contains the short name of the variable(s) currently available for analysis. Click on a variable name in the list to highlight that variable (series) in the Active work area that is to be analyzed For more information, see Active Work Area. |
Long variable (series) name | When a new (e.g., transformed) variable is appended to the active work area, the Long variables (series) name column will display a new long variable name that consists of the old long variable name (as much of it as will fit) and a brief description of the respective transformation that was performed. |
Number of backups per variable (series) | The parameter entered in the Number of backups per variable (series) box determines the maximum number of backups (i.e., previous versions of the series) that is kept in the active work area for each variable. After a transformation (or other analysis) is performed on a series, the resulting transformed series (or residuals, forecasts, etc.) will be appended to the active work area, and the values of the series prior to the transformation will be maintained as a backup. When a new transformation is appended and the maximum number of backups for the respective original variable is exceeded, the "oldest" previous backup will be replaced. You can lock a variable (prevent it from being overwritten) by double-clicking on the respective variable in the Lock column. For more details, refer to Active Work Area. |
Save variables | Click the Save variables button to save the variables (series) in the Active work area into a standard STATISTICA data file. You can save all variables or only selected variables. |
Delete | Click the Delete button to delete a highlighted transformed variable from the Active work area. Original (untransformed) variables cannot be deleted. |
Cancel | Click the Cancel button to return to the Time Series Analysis Startup Panel. |
Options | Click the Options button to display the Options menu. |
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