séries univariantes de tempo - metodologia de Box & Jenkins

the parameter in the model equation. Total number of values enteredon this card should equal the sum of values in 13. above. If numberof values is zero, delete card (IOPA).17115.12345678 ??In cc 1-8, 9-16, 17-24, etc., for each individual autoregressive ormoving average parameter in your univariate time series model (firstautoregressive then moving average), enter an initial estimatefor the parameter. Enter each with four decimais, xxx.xxxx. Totalnumber of values entered on this card should equal the sum of valuesin 13. above. If number of values is zero, delete card (UPA).16.12345cc 1-5 Enter a zero if the univariate time series model does notcontain a trend parameter (ITREND(l)).17- (Card required only if entry in 16. above is non-zero).12345678cc 1-8 Enter number with four decimais, xxx.xxxx, the initialestimate of the trend parameter in the univariate timeseries model.37.12345cc 1-5 Enter a zero to supress the use of the backforecastingprocedure in the estimation of univariate time series modelparameters (see [2] , pp. 215-220) (IWBF).38. _ _ _ _ _ _1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16cc 1-8 If relative change in residual sumof squares less than thisvalue, the iterative change in parameter values stops, atpresumed optimum. Number with four decimais,.xxxx (EPSI).cc 9-16 If relative change in each individual parameter less thanthis value, the iterative change in parameter values stops,at presumed optimum. Number with four decimais , .xxxx (EPS2).39.123456789 10cc 1-5 Maximum number of iterations to be allowed for parameterestimation process (MIT).cc 6-10 Enter a zero to suppress the plotting of the univariate timeseries model residuais (IPRES).