ARIMA Models in R
David Stoffer
Professor of Statistics at the University of Pittsburgh
Consider pure seasonal models such as an SAR$(P = 1)_{s = 12}$
$$X_t = \Phi X_{t-12} + W_t$$
$$SAR(P)_s$$ | $$SMA(Q)_s$$ | $$SARMA(P, Q)_s$$ | |
---|---|---|---|
ACF* | Tails off | Cuts off lag QS | Tails off |
PACF* | Cuts off lag PS | Tails off | Tails off |
ARIMA Models in R