Hi Dinuka,
To specify a seasonal ARIMA model with the given parameters in MATLAB (R2023a), you can use the 'arima' function as follows:
model = arima('ARLags',1, 'D',0, 'MALags',[], 'SARLags',12, 'Seasonality',12, 'SMALags',[], 'D',1);
In this model specification:
- 'ARLags',1 specifies the non-seasonal AR term at lag 1.
- 'D',0 sets the non-seasonal differencing order to 0.
- 'MALags',[] indicates no non-seasonal MA terms.
- 'SARLags',12 sets the seasonal AR term at lag 12 (which corresponds to the seasonal period).
- 'Seasonality',12 defines the number of periods in a season (indicating monthly data if 12).
- 'SMALags',[] indicates no seasonal MA terms.
- 'D',1 (the second 'D' in the argument list) sets the seasonal differencing order to 1, which is part of the seasonal component of the model.
This will create an ARIMA(1,0,0)(1,1,0)_12 model as you described. To understand more about the 'arima' function, kindly refer to the following documentation:
I hope it was helpful.
Regards,
Shivam.
