Chapter 3: The General ARIMA Model
3.1.2 Terminology and Notation
3.2.1 One-Step-Ahead Predictions
3.3.1 Stationarity and Invertibility
3.3.2 Time Series Identification
3.3.3 Chi-Square Check of Residuals
3.3.4 Summary of Model Identification
3.4.1 IDENTIFY Statement for Series 1-8
3.4.2 Example: Iron and Steel Export Analysis
3.4.3 Estimation Methods Used in PROC ARIMA
3.4.4 ESTIMATE Statement for Series 8-A
3.4.6 Effect of Differencing on Forecasts
3.4.7 Examples: Forecasting IBM Series and Silver Series
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