Which Models Use Autoregressive, Differencing, and Moving Average Orders?

For ARIMA and Subset (factored) ARIMA models, you can specify the autoregressive, differencing, and moving average orders for the model. How you specify these orders differs slightly between the models. For the ARIMA model, you can specify integer values for the orders that make up the nonseasonal and seasonal components. For Subset (factored) ARIMA models, you have more flexibility. For more information about the underlying code, see the HPFARIMASPEC procedure in the SAS Forecast Server Procedures: User's Guide.

For ARIMA, you can also specify the differencing order for inputs, such as eventsan incident that disrupts the normal flow of any process that generates the time series. Examples of events are holidays, retail promotions, and natural disasters..