Using JMP Student Edition, Third Edition

10 Time Series Platform Smoothing Models 233

10 Time Series Platform

Use the Specify ARIMA Model window for the following orders that can be specified for an ARIMA

model:

•The

Autoregressive Order is the order (p) of the polynomial operator.

•The

Differencing Order is the order (d) of the differencing operator.

•The

Moving Average Order is the order (q) of the differencing operator .

An ARIMA model is commonly denoted ARIMA(p,d,q). If any of p,d, or q are zero, the corresponding

letters are often dropped. For example, if p and d are zero, then model would be denoted MA(q).

The

Confidence Intervals box enables you to set the confidence level between ...