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Fred
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How to specify a seasonal ARMA model using model function?

Fred
さんによって質問されました 2013 年 7 月 22 日
Hi,
How can I specify a (1,0,0)(2,0,0)[12] SARMA model using model function in econ toolbox?
(1,0,0)(2,0,0)[12] are orders of nonseasonal and seasonal parts so (1,0,0) is nonseasonal part or AR(1) with seasonal AR of order 2 and seasonal MA of order 2

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