How I should write the equation for this ARIMA(0,0,1)(1,0,0) based on this SPSS parameter output?

What if it is an ARIMA (0,0,0) or ARIMA (1,0,0) with the same variables?

The independent variables are event variables. I do not know how to fit them into the equation.

enter image description here

  • $\begingroup$ Perhaps not a duplicate of this or this since the current one considers exogenous regressors extra to the SARIMA structure. $\endgroup$ – Richard Hardy Apr 29 '16 at 14:30
  • $\begingroup$ I am having some trouble finding what SPSS means by "ARIMAX". Could you point out a detailed manual or help file? See Rob J. Hyndman's blog post "The ARIMAX model muddle" for the alternatives for what "ARIMAX" may stand for. (See also 1 and especially 2.) $\endgroup$ – Richard Hardy Apr 30 '16 at 15:28

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.