Home → Techniques and Tips → @RISK Distribution Fitting → 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