5 | Multiplicative SARIMA models |
5.1 | Introduction |
5.2 | Modeling Seasonal Time Series |
5.3 | Identification of Multiplicative SARIMA Models |
5.4 | Estimation of Multiplicative SARIMA Models |
5.4.1 | Maximum Likelihood Estimation |
5.4.2 | Setting the Multiplicative SARIMA Model |
5.4.3 | Setting the Expanded Model |
5.4.4 | The Conditional Sum of Squares |
5.4.5 | The Extended ACF |
5.4.6 | The Exact Likelihood |
Bibliography |