Hi, I am trying to build an ARIMA-model of a time series that has two seasonal patterns, i.e. (p,d,q) x (ps1,1,qs1)S1 x (ps2,1,qs2)S2, where S2 is an integer multiple of S1. Is there any literature on how to identify the remaining components of the model, i.e., moving average, autoregressive etc. based on the (partial) autocorrelation function(s)? Any hint is very welcome! Thanks a lot, Stefan Sent via Deja.com http://www.deja.com/ Before you buy. ================================================================= Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =================================================================
