RainbowStats™ · Time-series commands

SARIMA

Fit the existing explicit seasonal ARIMA specification.

Syntax

SARIMA(series,p,d,q,P,D,Q,period)

Example or template

a=SARIMA(LOGDIFF(INDPRO),1,0,1,0,0,0,12)
EXTRACT(a,"model")

Details

Passes [p,d,q,P,D,Q,period] to the existing panel constructor. Each order is validated in 0..10 and seasonal period in 1..366. Integer arguments retain literal parsing and rounding conventions.

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.

residuals
fitted
forecast
autocorrelation
model
text
slideshow

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