search for: sma2

...period=s) How can I write an estimated seasonal ARIMA model from the outputs. To be specifically, which sign to use? I know R uses a different signs from S plus. Is it correct that the model is: (1-ar1*B-ar2*B^2-...)(1-sar1*B^s-sar2*B^2s-....)(1-B)^d(1-B^s)^D X_t=(1+ma1*B+ma2*B^2+...)(1+sma1*B^s+sma2*B^2s+....) a_t For example: > m1=arima(koeps,order=c(0,1,1),seasonal=list(order=c(0,1,1),period=4)) > m1 Call: arima(x = koeps, order = c(0, 1, 1), seasonal = list(order = c(0, 1, 1), period = 4)) Coefficients: ma1 sma1 -0.4096 -0.8203 s.e. 0.0866 0.0743 Should the...

...t;% model(ARIMA(servicos ~ 1 + pdq(2, 0, 1) + PDQ(2, 0, 2), method = "ML", optim.method = "BFGS", optim.control = list(maxit = 1000))) %>% report() summary(modelo) |*|Series: . ARIMA(2,0,1)(2,0,2)[12] with non-zero mean Coefficients: ar1 ar2 ma1 sar1 sar2 sma1 sma2 mean 0.7534 0.0706 -0.5705 0.1759 0.7511 0.3533 -0.6283 0.5001 s.e. NaN NaN 0.0011 NaN NaN NaN NaN 0.1996 sigma^2 = 0.05312: log likelihood = 1.75 AIC=14.5 AICc=15.33 BIC=45.33 Training set error measures: ME RMSE MAE MPE MAPE MASE ACF1 Training set -0.006082139 0.2263897 0.1678...