How to specify a seasonal ARMA model using model function?

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

回答 (0 件)

カテゴリ

ヘルプ センター および File ExchangeConditional Mean Models についてさらに検索

製品

質問済み:

2013 年 7 月 22 日

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by