I have built a proper model through the Arima process step, but I don't know how to formally and correctly describe the model.
this is my final arima model,it should name "ARIMA(1,1,1)(1,1,1)52" or another???
Hello @Phoenix_LJ ,
I am assuming you are familiar with the backshift notation and polynomials in the backshift operator.
Here's the formulae of your ARIMA(1,0,1)(1,1,1)52 model :
This is indeed a SARIMA model, i.e. Seasonal ARIMA (Auto-Regressive Integrated Moving Average) model with :
Kind regards,
Koen
Hello @Phoenix_LJ ,
I am assuming you are familiar with the backshift notation and polynomials in the backshift operator.
Here's the formulae of your ARIMA(1,0,1)(1,1,1)52 model :
This is indeed a SARIMA model, i.e. Seasonal ARIMA (Auto-Regressive Integrated Moving Average) model with :
Kind regards,
Koen
Thank you very much for your help!
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