how to interpret the seasonal Arima model in equation

royer11

New Member
Hello, I have managed to get an Arima model with R but I have not managed to create the mathematical model SARIMA(4,1,1)(0,1,1)_{12}

can you help me create the mathematical model?

Y =

Last edited:

noetsi

Fortran must die
I am not sure what you mean by the mathematical model. SARIMA(4,1,1)(0,1,1) is the model that is estimated (except there should be something like a 12,4 etc at the end to say the time periods, which I don't think is what you are asking about).

royer11

New Member
I am not sure what you mean by the mathematical model. SARIMA(4,1,1)(0,1,1)_{12} is the model that is estimated (except there should be something like a 12,4 etc at the end to say the time periods, which I don't think is what you are asking about).
Hello, towards reference to the mathematical model $X_t = \alpha$