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 How to interpret the forecasting equation in SSAS?

Author  Topic 

Rulle
Starting Member

1 Post

Posted - 2010-06-25 : 03:40:13
Hi,

I have been testing the ARIMA implementation in Excel SSAS with the standard sample data for forecasting (so far I have only tested the [Europe Amount]). If I try to make a forecast by setting the [FORECAST_METHOD] to [ARIMA] and the [PERIOCIDY_HINT] to [{12}] I get the following model:

ARIMA ({1,0.56005719701701},1,{1}) X ({1,-4.49542807765334E-02},1,{1,-0.14780356735683,0.137750785764794})(12) Intercept:13249.4811512314

I interpret this as the model ARIMA(1,1,1)x(1,1,2)(12) is that right? Furthermore, if I try to build the same model in the statistic software SPSS I recieve the message that there is not enough data to estimate the model, so how can Excel SSAS estimate this model, when SPSS can't?

kind regards

Marie
   

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