RainbowStats™ · Time-series commands

ARIMA

Build the existing automatic ARIMA analysis.

Syntax

ARIMA(series)

Example or template

a=ARIMA(LOGDIFF(INDPRO))
EXTRACT(a,"model")

Details

Requires a nonempty series. Preserves the series-fingerprint cache and ArimaOperatorPanel constructor; the underlying ARIMA panel selects/fits the model. Inspect residual autocorrelation and forecast behavior.

Uppercase model/matrix placeholders in examples are variables you supply. Extracts can trigger estimation or rendering. Inspect residuals and model assumptions before interpreting forecasts or shock paths.

Available extracts

Save the command result in a variable, then use EXTRACT(result, "key"). Availability can depend on the input form and fitted model.

In indexed patterns such as beta:n, replace n with the required index.