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Equation for ARIMA(0,1,0)(0,1,1)12?
Posted: Wed Dec 09, 2015 10:21 pm
by jeswanthjagu
What is equation to be written for ARIMA(0,1,0)(0,1,1)12?
Is it d(Y,1,12) sma(12)?
Auto-correlations are being computed for , W(t) = Y(t)-Y(t-1)-Y(t-12)+Y(t-13)
Re: Equation for ARIMA(0,1,0)(0,1,1)12?
Posted: Wed Dec 09, 2015 10:26 pm
by EViews Gareth
Re: Equation for ARIMA(0,1,0)(0,1,1)12?
Posted: Wed Dec 09, 2015 10:32 pm
by jeswanthjagu
In that link equations are mentioned for ARIMA(0,1,1)(0,1,1)12. I want it for ARIMA(0,1,0)(0,1,1)12. Moreover equations mentioned in the link are not working for me.
Re: Equation for ARIMA(0,1,0)(0,1,1)12?
Posted: Wed Dec 09, 2015 10:39 pm
by EViews Gareth
Pretty straight forward to workout how to change it