- ModelTable
- Specify the name of the table where the function outputs the coefficients of the input parameters; that is, the model.
- ResidualTable
- [Optional] Specify this syntax element if you intend to input the model to the ARIMAPredict function.
Specify the name of the table where the function outputs the residuals of the input parameters.
- TimeColumns
- Specify the names of the InputTable columns that specify the sequence (time points) of the input parameters. The sequence must have uniform intervals.
- TargetColumn
- Specify the name of the column that contains the time series data in InputTable.
- PartitionColumns
- [Optional] Specify the columns by which the InputTable is partitioned.
- Orders
- [Required if you omit OrdersTable, OrderP, OrderD, and OrderQ; disallowed otherwise.] Specify the values of the nonseasonal parameters for the ARIMA model—p, d, and q. p and q must be INTEGER values in the range [0, 10]. d must be the INTEGER 0 or 1.
- OrderP
- [Required if you omit OrdersTable and Orders; disallowed otherwise.] Specify the value of the nonseasonal parameter p for the ARIMA model, an INTEGER in the range [0, 10].
- OrderD
- [Required if you omit OrdersTable and Orders; disallowed otherwise.] Specify the value of the nonseasonal parameter d for the ARIMA model, the INTEGER 0 or 1.
- OrderQ
- [Required if you omit OrdersTable and Orders; disallowed otherwise.] Specify the value of the nonseasonal parameter q for the ARIMA model, an INTEGER in the range [0, 10].
- SeasonalOrders
- [Optional. Disallowed with SeasonalOrderP, SeasonalOrderD, and SeasonalOrderQ.] Specify the values of the seasonal parameters for the ARIMA model—sp, sd, and sq. sp and sq must be INTEGER values in the range [0, 10]. sd must be an INTEGER in the range [0, 3].
- SeasonalOrderP
- [Optional if you omit OrdersTable and SeasonalOrders, disallowed otherwise.] Specify the value of the seasonal parameter sp for the ARIMA model, an INTEGER in the range [0, 10].
- SeasonalOrderD
- [Optional if you omit OrdersTable and SeasonalOrders, disallowed otherwise.] Specify the value of the seasonal parameter sd for the ARIMA model, an INTEGER in the range [0, 3].
- SeasonalOrderQ
- [Optional if you omit OrdersTable and SeasonalOrders, disallowed otherwise.] Specify the value of the seasonal parameter sq for the ARIMA model, an INTEGER in the range [0, 10].
- Period
- [Optional] Specify the period of a season (m in the formula). The period must be a positive integer value.
- IncludeMean
- [Optional. Allowed only with either Orders or all of OrderP, OrderD, and OrderQ.] Specify whether the function adds a mean term to the ARIMA model.
- IncludeDrift
- [Optional. Allowed only with either Orders or all of OrderP, OrderD, and OrderQ.] Specify whether the function adds a drift term to the ARIMA model.
- MaxIterNum
- [Optional] Specify the maximum iteration number for estimating the parameters. This value must be a positive integer.
- FitMethod
- [Optional] Specify the method for fitting the model parameters:
Option Description 'SSE' (Default) Sum of squared error. 'ML' Maximum likelihood. This method is more accurate, but slower to calculate.