HomeTechniques and Tips@RISK Distribution FittingARIMA Model in Time Series

4.17. ARIMA Model in Time Series

Applies to: @RISK 6.x/7.x, Industrial Edition

Does @RISK support ARIMA-based time series? I couldn't find anything about ARIMA in the help file.

To use ARIMA forecasting in @RISK, select ARMA(1,1) and specify trending.. First-order integration gives ARIMA(1,1,1), and second-order integration gives ARIMA(1,2,1).

For all the details, step by step with illustrations, please open the attached Excel file. (You can view the file without starting @RISK.)

Last edited: 2016-05-12

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