Clear Filters
Clear Filters

How to specify a seasonal ARIMA model

1 view (last 30 days)
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.
Regards,
Shivam.

Categories

Find more on Conditional Mean Models in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!