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