ARIMA

[Schteeke]

Hello, sorry if this happens to be the wrong forum section for this question.
Anyhow, I remember that my teacher 2 years ago said that the ARIMA output in SAS shows the estimates of the MA components multiplied by (-1), is this (still) true?

Thanks in advance.

[Puwang]

The short answer is YES.

For example, the following parameter estimates:

Parameter	Estimate	Standard Error	t Value	Approx Pr > |t|	Lag
MA1,1	0.40194	0.07988	5.03	<.0001	1
MA2,1	0.55686	0.08403	6.63	<.0001	12

correspond to the following MA formulas:

Moving Average Factors
Factor 1:	1 - 0.40194 B**(1)
Factor 2:	1 - 0.55686 B**(12)

Hope this helps. Thanks.