Modelli ARIMA in R
David Stoffer
Professor of Statistics at the University of Pittsburgh

Considera modelli puramente stagionali come un SAR$(P = 1)_{s = 12}$
$$X_t = \Phi X_{t-12} + W_t$$

| $$SAR(P)_s$$ | $$SMA(Q)_s$$ | $$SARMA(P, Q)_s$$ | |
|---|---|---|---|
| ACF* | Decadimento | Si tronca a ritardo QS | Decadimento |
| PACF* | Si tronca a ritardo PS | Decadimento | Decadimento |

Modelli ARIMA in R