séries univariantes de tempo - metodologia de Box & Jenkins

170Repeat in cc 17-24, 25-32, etc. for number of different valuesX indicated in 6. above.ofl 2 3 4 5 6 7 8 9 10 11 12 13 14 15cc 1-5 Number of autoregresslve factors in the univariate timeseries model (MFAC (1,1)).cc 6-10 Number of differencing factors in the univariate timeseries model (MFAC (2,1)).cc 11-15 Number of moving average factors in the univariate timeseries model (MFAC (3,1)).9. (Card required only if entry in cc 6-10 of 8. above is non-zero.)12345 ??cc 1-5 Number of differences of first type in the univariate timeseries model (ND (1,1)).cc 6-10 Order of differences of first type in the univariate timeseries model (IOD (1,1)).Repeat in cc 11-15, 16-20, etc. for number of different types ofdifferences indicated in cc 6-10 in 8. above.12. (Card required only if entry in cc. 6-10 of 8. above is zero).12345678cc 1-8 Enter number with four decimais, xxx.xxxx, the initialestimate of the mean of your time series (AVEPA(l)).13.12345 ??In cc 1-5, 6-10, 11-15, etc., enter the number of individualparameters in each autoregressive factor, and then the number ofindividual parameters in each moving average factor. Total numberof values entered on this card should equal the sumof values in cc1-5 and cc 11-15 in 9. above. If number of values is zero, deletecard (INC).14.12345In cc 1-5, 6-10, 11-15, etc., for each individual autoregressive ormoving average parameter in your univariate time series model (firstautoregressive, then moving average), enter the "order" of theparameter. "Order" is the power of the B operator which multiplies