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# ARIMA Learner

ARIMA Plug-in version 4.1.0.v201908271600 by KNIME AG, Zurich, Switzerland

Estimates parameters of an ARIMA time series model.

## Options

Column containing univariate time series
Column containing the time series which should be used for fitting the model.
AR/I/MA order
Orders of appropriate components of the ARIMA model.
Allow non-zero mean
If selected, an estimate of the mean of the time series will be also estimated. Otherwise, the time series will be treated as if it had mean equal 0. Models with positive integration order are always treated as having zero mean. The way how the mean is estimated depends on the particular estimation methods. Conditional likelihood method estimates the mean together with other parameters while maximizing the loglikelihood function. Yule-Walker, Hannan-Rissanen, and Maximum Likelihood estimate the mean of the time series using sample mean, subtract it from the time series and then estimate other parameters using centered time series.
Estimation method
Method which should be used for estimating the parameters of the ARIMA model. Four methods are available:
1. Conditional likelihood
Recommended estimation method. Estimates parameters by maximizing conditional loglikelihood as given by Hamilton (1994) "Time Series Analysis", sec. 5.6.
2. Yule - Walker
Applicable only to pure AR processes (MA order must be equal 0). Estimates the parameters using Yule-Walker equations. For details see Brockwell & Davies (2003) "Introduction to Time Series and Forecasting", sec. 5.1.1.
3. Maximum likelihood
Maximum Likelihood estimation computed using Innovations Algorithm as described in Brockwell & Davies (2003) "Introduction to Time Series and Forecasting", sec. 5.2.

## Input Ports

Table containing time series data.

## Output Ports

Model to connect to a predictor node.

## Installation

To use this node in KNIME, install KNIME Autoregressive integrated moving average (ARIMA) from the following update site:

A zipped version of the software site can be downloaded here. Read our FAQs to get instructions about how to install nodes from a zipped update site.

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