Hi,
Is R's implementation of Seasonal ARIMA in the arima() function a
multiplicative or an additive model?
e.g., is an ARIMA(0,1,1)(0,1,1)[12] from arima() the same as Box et al's
ARIMA(0,1,1)x(0,1,1)[12] (from Time Series Analysis 1994, p.333).
From another post http://tolstoy.newcastle.edu.au/R/help/04/07/0117.html
I suspect it's additive but I'm not sure.
Thanks,
Gad
--
Gad Abraham
Department of Mathematics and Statistics
The University of Melbourne
Parkville 3010, Victoria, Australia
email: g.abraham at ms.unimelb.edu.au
web: http://www.ms.unimelb.edu.au/~gabraham
