TS_AUTO_ARIMA function [Time Series]

Function

Determines parameters of a multiplicative seasonal autoregressive integrated moving average (ARIMA) model, and produces forecasts that incorporate the effects of outliers whose effects persist beyond the end of the series.

Syntax

TS_AUTO_ARIMA( <time_value>, <timeseries_expression>              [ , <max_lag> [ , <critical	>              [ , <epsilon> [ , <criterion>              [ , <confidence> [, <model> [ , <n_predictions>]]]]]]] )
OVER (window-spec)

NoteThis function is available only with RAP – The Trading Edition Enterprise. See the Time Series Guide for detailed information on this function.