identify var=y(1,24,168,168); /*double differencing at lag 168??*/
estimate p=(1)(24)(168 336) q=(1 2)(24 48)(168);
I am not sure about the 13x4 case. It depends on your model. But you can difference the series at different lags as much as you like, and specify AR and MA coefficients. Or use seasonal dummy variables.
Your problems appear a little involved. There are a few different ways to approach this and besides ARIMA, we might be able to use UCM procedure for these problems. Is it possible to take this discussion offline where you provide me additional details and possibly your data (if necessary suitably altered to keep it private). I support ARIMA and UCM. Once you get a satisfactory answer, we could post it again (or not) in this list. Send me an email at firstname.lastname@example.org
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