Date:         Tue, 2 Feb 1999 14:54:38 -0600
Reply-To:     "Nichols, David" <nichols@SPSS.COM>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@UGA.CC.UGA.EDU>
From:         "Nichols, David" <nichols@SPSS.COM>
Subject:      Re: autoregression

The procedures in SPSS that handle autoregressive models are AREG (for AR(1)
models) and ARIMA (for more general models). These are in the Trends module,
and are documented in the SPSS Trends 6.1 manual (the latest to cover
Trends).
 
David Nichols
Principal Support Statistician and
Manager of Statistical Support
SPSS Inc.
 
> -----Original Message-----
> From: Nathalie Holvoet [SMTP:nathol@RUCA.UA.AC.BE]
> Sent: Friday, January 29, 1999 8:01 AM
> To:   SPSSX-L@UGA.CC.UGA.EDU
> Subject:      autoregression
>
> Hello,
>
> I'm currently running autoregressive models. In which SPSS book can I find
> more information about the latter models?
>
> Thank you very much in advance,
>
> Nathalie Holvoet
> Institute of Development Policy and Management
> University of Antwerp