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How to specify a seasonal ARIMA model

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Md. Golam Mostafa
Md. Golam Mostafa on 5 Feb 2016
Answered: Shivam Lahoti on 18 Feb 2024
I need to specify a seasonal ARIMA model, ARIMA(2,0,1)(0,1,1)24. How can I specify it in MATLAB?

Answers (1)

Shivam Lahoti
Shivam Lahoti on 18 Feb 2024
Hi Md. Golam,
To specify a seasonal ARIMA model with the given parameters you can use the 'arima' function as follows:
% Define the non-seasonal component
ARLags = [1, 2]; % Autoregressive lags for non-seasonal component
MALags = 1; % Moving average lags for non-seasonal component
D = 0; % Non-seasonal differencing
% Define the seasonal component
SARLags = []; % No seasonal autoregressive terms
SMALags = 24; % Seasonal moving average lag
Seasonality = 24;% Number of periods in a season
SD = 1; % Seasonal differencing order
% Create the ARIMA model
model = arima('ARLags', ARLags, 'D', D, 'MALags', MALags, ...
'SARLags', SARLags, 'SMALags', SMALags, ...
'Seasonality', Seasonality, 'D', SD);
This will create an ARIMA(2,0,1)(0,1,1)24 model as you described. To understand more about the 'arima' function, kindly refer to the following documentation:
I hope it was helpful.


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