Often time series possess a seasonal component that repeats every s observations. For monthly observations s = 12 (12 in 1 year), for quarterly observations s = 4 (4 in 1 year). In order to deal with seasonality, ARIMA processes have been generalized: SARIMA models have then been formulated. … Seasonal ARIMA (SARIMA)
If you did not already know: “Seasonal ARIMA (SARIMA)”
17 Tuesday Nov 2015
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