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_2,
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) AR(4)
