Re: [R] Re: Seasonal ARMA model

2004-07-04 Thread Prof Brian Ripley
On Sun, 4 Jul 2004, Ajay Shah wrote: > > It might clarify your thinking to note that a seasonal ARIMA model > > is just an ``ordinary'' ARIMA model with some coefficients > > constrained to be 0 in an efficient way. E.g. a seasonal AR(1) s = > > 4 model is the same as an ordinary (nonseasonal) A

[R] Re: Seasonal ARMA model

2004-07-04 Thread Ajay Shah
> It might clarify your thinking to note that a seasonal ARIMA model > is just an ``ordinary'' ARIMA model with some coefficients > constrained to be 0 in an efficient way. E.g. a seasonal AR(1) s = > 4 model is the same as an ordinary (nonseasonal) AR(4) model with > coefficients theta_1, theta_