ARIMA-modeller i R
David Stoffer
Professor of Statistics at the University of Pittsburgh

Betrakta rena säsongsmodeller som SAR$(P = 1)_{s = 12}$
$$X_t = \Phi X_{t-12} + W_t$$

| $$SAR(P)_s$$ | $$SMA(Q)_s$$ | $$SARMA(P, Q)_s$$ | |
|---|---|---|---|
| ACF* | Avtar | Avskärs lag QS | Avtar |
| PACF* | Avskärs lag PS | Avtar | Avtar |

ARIMA-modeller i R