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Note: An ARIMA model is commonly denoted ARIMA(p,d,q). If any of p, d, or q are zero, the corresponding letters are often dropped. For example, if p and d are zero, then the model would simply be a moving average model, denoted as MA(q).
Figure 16.6 ARIMA Specification Window
p, Autoregressive Order
The order p of the polynomial ϕ(B) operator.
d, Differencing Order
The order d of the differencing operator.
q, Moving Average Order
The order q of the differencing operator θ(B).
Determines whether the intercept term μ is a part of the model.
Once you specify the model and click Estimate, a Model Report is added to the report window. See Reports.
Once you specify the model and click Estimate, a Model Report is added to the report window. See Reports.

Help created on 3/19/2020