Autoregressive Orders

The Autoregressive (p) option specifies the autoregressive part of the model.

To specify an autoregressive order, use the following syntax:

• For an autoregressive model with degrees from 1 to an integer value, simply enter the integer. This syntax creates a model of P = integer.
• For an autoregressive model with parameters at specified lags, use (integer). This syntax creates a model of P = (integer).
• For an autoregressive model with a seasonal component, use (integer...integer)s, where s is a placeholder for the seasonal component. This placeholder value is derived from the seasonal cycle length for the time variable in the project. You can also specify an integer value for this seasonal component. The integer or the value of s is used as a multiplier for each integer in the parentheses. The s is not case-sensitive.

  This syntax creates a model of P = (integer,...integer)s.

• For an autoregressive model with multiple factors, use (integer,...integer)(integer,...integer). This syntax creates a model of P = (integer,...integer)(integer,...integer).

  You can use commas or spaces as separators for each integer. If you use commas, enclosing the specification in parentheses is optional.

• Only positive integers are allowed for any specification. Repetition of an integer within parentheses is not allowed.

The following table shows some examples of this syntax:

Model Description	Value of p	Result in Details
Autoregressive model with degrees from 1 to an integer value	5	P = 5
Autoregressive model with parameters at specified lags	(5)	P = (5)
Autoregressive model with a seasonal component with "s" as a placeholder	(1 2 3)s	P = (1 2 3)s
	3s	P = (1,2,3)s
	(3)s	P = (3)s
Autoregressive model with a seasonal component of 2	(3,4)2	P = (6,8)
Autoregressive model with multiple factors	(1 2)(1)(1)s	P = (1 2)(1)(1)s
	(1,3)2,(3)	P = ((2,6)(3))
	(2,4)2,2s	P = ((4,8)(2)s)