R help - Dec 2011 - Question about fitting seasonal ARIMA in R?

Hi all,

I just couldn't find a R function which can fit multiple seasonal
patters...  i.e. in the following code:

*arima(x = data, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S), ...
***
*
there can be only one "period", am I right?

What if the data seem to have three different seasonality cycles, 5, 12, 21?

Thanks a lot!
*

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sorry for the re-post...

On Sun, Dec 11, 2011 at 8:22 PM, Michael <comtech.usa@gmail.com> wrote:
> Hi all,
>
> I just couldn't find a R function which can fit multiple seasonal
> patters...  i.e. in the following code:
>
> *arima(x = data, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
> period = S), ...
> ***
> *
> there can be only one "period", am I right?
>
> What if the data seem to have three different seasonality cycles, 5, 12,
> 21?
>
> Thanks a lot!
> *
>
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