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plz anyone here could help me ?

Hi and good day to everyone. I have this SARIMA(1,0,2)(0,0,1), S=12. I chosed this model because it gives the lowest AIC and BIC vlaues. Then, in order to apply Kalman filter, i converted this SARIMA(1,0,2)(0,0,1), S=12 into ARMA(1,14). My problem is. I don't know how to interprete the output from S...

plz anyone could help me . i have SARIMA(3,0,2)(0,0,1) S= 12. I converted into ARMA model which become ARMA(3,14).. by using this formula SARIMA(p,d,q)(P,D,Q), s=12 --> ARMA(PS +p +d+DS, QS +q)

my question is, is that correct what im doing.

hi, could anyone helps me because i wonder how to write seasonal arma in the estimation equation. firstly, i had a rainfall data, already stationary in nature. then when i plot the correlogram i notice that the spikes were to small(almost no significant spikes). Then do i need to do differencing pro...

good day mate, in Box-Jenkins u hv specify the estimation part and evaluation part. Usually the estimation part is 75% of data and evaluation part is 15% of data. Then within the 15% of data construct the error measures to find the smallest one. The smallest one, is the best . So, u hv to compare be...

so far, i just found a book named eviews5 user's guide. i think u can google it in the internet, u can download full version in pdf. im also still learning

hi tarox i also use the same method for my thesis, i also stuck at to find the way how to apply the kalman filter on the ARIMA models. I got just a few ideas, first find the best model among ARIMA's. The apply to Kalman filter by using OBJECT --> NEW OBJECT --> SSPACE. Up to this i know about Kalman...