Which is the best tool to solve problems using ARIMA model?

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Srikanth Potharla

you can perform ARIMA in SPSS also. SPSS is more user friendly and and you can easily impliment your model in SPSS.

To get an idea on the procedure of ARIMA in SPSS, you can refer my artitle " Effect of Foreign Direct Investment(FDI) on the Economic Development of India” Arthshastra Indian Journal of Economics & Research, ISSN: 2278-1811, Vol.1, No. 3, September-October,2012, page No. 15-26.

further discussion in this regard is most welcome

Patrizio Vanella

The Software doesn't matter, every traditional econometrics or statistics-software should do for ARIMA models. The important thing is that you understand what you are doing. You could easily calculate an ARIMA model in R using the auto.arima()-command. This way, based on the AIC, the best model specification would be fit to your data....But like I said, it's pretty dangerous if you don't really understand your statistical model.

Md. Mohayminul Islam

Dear Patrizio Vanella,

I think you are absolutely right. I also think understanding the model is first priority, tools come later.

Please suggest me some study materials to get better understanding on ARIMA from basic to advanced level.

Thank you in anticipation.

Vamsi Pratapa

SPSS software is one of the tools for ARIMA Model

Bhupesh Choudhary

How we can download rainfall station data freely.

Vinaytosh Mishra

I have found Statistica as very user friendly

Ihsan F. Hasan

Minitab software is suitable for the Arima model.

Dear Mohayminul,

Sorry for this late reply. I just now read your question. I can warmly recommend Time Series Analysis and Its Applications from Shumway and Stoffer. It is a great teaching book with many applications in R and many examples, while staying correct enough in theory.

Best!

Patrizio

Thank you for your information. I never heard about the book. I will check it out definitely.