Re: Time series- Seasonal ARIMA model

Posted by tomdireill on Jan 07, 2013; 8:18pm
URL: http://spssx-discussion.165.s1.nabble.com/Time-series-Seasonal-ARIMA-model-tp5717193p5717256.html

Monali,

You will also need to be on the lookout for outliers.  You should be searching for pulses outliers, level shifts, seasonal pulses and changes in trend.

These are not often discussed and when ignored can make you think you should be differencing when in fact if you had just built a level shift you would have the correct model.

Tom