| Article ID: | iaor19951554 |
| Country: | Netherlands |
| Volume: | 10 |
| Issue: | 4 |
| Start Page Number: | 573 |
| End Page Number: | 581 |
| Publication Date: | Oct 1994 |
| Journal: | International Journal of Forecasting |
| Authors: | Newbold Paul, Agiakloglou Christos, Miller John |
| Keywords: | ARIMA processes |
Many software packages are available for fitting autoregressive integrated moving average models to time-series data. The practitioner is faced with a wide choice of programs for fitting these models. As the authors illustrate in this paper, the results obtained can depend substantially in important respects on the particular choice that is made. The present examples serve as a basis for exploring the causes of this phenomenon.