ARIMA (0,1,0)(0,1,1)12 help needed

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jeswanthjagu
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Joined: Wed Dec 09, 2015 1:03 pm

ARIMA (0,1,0)(0,1,1)12 help needed

Postby jeswanthjagu » Sun Dec 13, 2015 10:11 am

Hi All,

I'm trying to forecast a monthly series data. I have observed a monthly seasonality in the data. Hence I have taken the dependent variable as y(t)-y(t-1)-y(t-12)+y(t-13).
I'm trying to apply the model ARIMA(0,1,0)(0,1,1)12.

I have attached the data and output. I'm relatively new to this topic. Am I doing it correct. If yes, can there be a better ARIMA model?
Attachments
Capture4.JPG
Output
Capture4.JPG (62.14 KiB) Viewed 2632 times
CASE 2.xlsx
Data
(9.85 KiB) Downloaded 368 times
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