How can I specify a Seasonal ARIMA model in MATLAB

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Jahetbe
Jahetbe 2017년 2월 11일
Hi
I need to specify ARIMA(1,0,1)(0,1,1)12 in MATLAB. I write the following code. ............................................................................................................
Mdl1 = arima('ARLags',1,'MALags',2,'SMALags',1,'Seasonality',12); mdl = estimate(Mdl1,x); yF1 = forecast(mdl,60); ............................................................................................................

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