ARIMA modeling (video 3) in SPSS using Forecasting add on

This video demonstrates options available for exploring and testing ARIMA models using a Forecasting Add-on in SPSS. It covers the use of Expert Modeler as a possible strategy for identifying the best ARIMA model (with caveats included). It also covers how to specify and test different ARIMA models, varying in their AR, Integrated, and Moving Average components.
A copy of the original dataset can be downloaded here: drive.google.c...
The demonstrations provided in this video come from Chapter 18 of Tabachnick & Fidell's text, Using Multivariate Statistics (6th edition; www.pearson.co...) The chapter is downloadable from the textbook website at: media.pearsoncm...
For more instructional videos and other materials on various statistics topics, be sure to my webpages at the links below:
Introductory statistics:
sites.google.c...
Multivariate statistics:
sites.google.c...

[@theorymann2387]

Hi Sir,
This has been a very helpful 3 part video. My biggest interest is arima x model.

[@mateuslevi8700]

Excellent video series! Helped me a lot on getting the hang of SPSS. Thanks a lot!!

[@kimberlydsouza5316]

Thank you so much! This will be very helpful for my project.

[@chobi1447]

Thank u for the video, but i still don’t know how to find the best arima model to my data as a beginner 😢

[@delroylch]

Hi Mike, thanks for the really helpful video. Just one quick question, in the tutorial video, you mentioned that the Ljung-Box was large, and it indicated that the model was not a good forecasting model. However, isn't Ljung-Box statistic is used to indicate the problem of autocorrelation? Hence, the LB-stat greater than .5 indicates that error terms are not serially-correlated?
**If we can't use LB-stat to validate the accuracy of ARIMA model, what else can we use?**

[@lubna84100]

Your Videos were really helpful to find the best fitted model. I was looking for the forecasting for the next 2 years depending on the data available of previous 5 years. Can you also put a video for that. How to forecast the time series data. I have done with the help of GRETL.

[@pankajsingha8388]

Dear Sir
How i get ARIMA Syntax in SPSS?

[@ellemason2055]

Sir, thank you. You talk too much though and do lots of Ahhh. But the guide is awesome. I thank you so much.

[@mikecrowson2462]

Hi Elle, I'm glad you found the video useful. This was actually put together several years ago. I think I'm much better on the 'ah's now'... :) I hope you check out my videos on other topics! Best wishes!

[@devez7]

u cant use aic in spss?

[@mikecrowson2462]

I believe you can get AIC if you use the syntax option I cover in video 2.

[@devez7]

Thanks