Chapter4

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Pure seasonal models ARIMA MODELS IN R David Stoffer Professor of Statistics at the University of Pittsburgh
ARIMA MODELS IN R Pure Seasonal Models Often collect data with a known seasonal component Air Passengers (1 cycle every S = 12 months) Johnson & Johnson Earnings (1 cycle every S = 4 quarters)
ARIMA MODELS IN R Pure Seasonal Models Consider pure seasonal models such as an SAR ( P = 1) X = Φ X + W s =12 t t −12 t
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