SPSS Arima Algorithm

[jimjohn]

Can anyone plz tell me what algorithm SPSS uses in its arima modelling. For example, I just computed an AR(1) model using SPSS. I want to find out if this was done using a least squares algorithm or some other kind of algorithm? Thanks.

[Art Kendall]

start SPSS
click <help>
click <algorithms>
click <arima>

Art Kendall
Social Research Consultants

jimjohn wrote:

> Can anyone plz tell me what algorithm SPSS uses in its arima modelling. For
> example, I just computed an AR(1) model using SPSS. I want to find out if
> this was done using a least squares algorithm or some other kind of
> algorithm? Thanks.
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