Setting ARIMA Options

ARIMA equations can include a constant that represents the intercept if the AR portion of a model is not 0; otherwise, it represents the mean of the series. You can set ARIMA options to indicate whether to include the constant in ARIMA equations. The ARIMA options can also be used to provide variance stationarity in data using the Box-Cox transformation. If you choose to apply the Box-Cox transformation, you can select from among several lambda (λ) options. For more information, see the Oracle Crystal Ball Reference and Examples Guide.

The ARIMA options settings apply to both automatic and custom-model ARIMA forecasts. AutoSelect is the default for the constant option; None is the default for the Box-Cox option.

  To set ARIMA options:

  1. In the Predictor wizard Methods panel, select ARIMA.

  2. In the Autoregressive Integrated Moving Average (ARIMA) Details panel, click ARIMA Options (Alt+o).

  3. In the ARIMA Options dialog, indicate whether to:

    • Include the constant in ARIMA equations by selecting AutoSelect (the default), Always, or Never

    • Perform no Box-Cox transformation (None); or perform a Box-Cox transformation with an Optimized value for lambda or a Square root, Logarithmic, or Custom lambda value (between –5 and +5, inclusive)

    Note:

    If you select AutoSelect for constant inclusion, Predictor includes a constant in the ARIMA equation only when the model does not include a non-seasonal or seasonal difference term.