A SARIMA model extends an ARIMA model by taking seasonality into account. Such models are expressed as (p, d, q) × (P, D, Q)m. where (p, d, q) are as for an ARIMA model, while (P, D, Q)m express the seasonal autoregressive, integration and moving average components where the seasonality period is m.
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Hello sir, i want to ask you how to determine the initial Xt value to find the seasonal ACF and pacf lag values?
I hope you can respond to my question.
Thankyou
Hello Riana,
Sorry, but I don’t understand your question. Are you referring to the SARIMA? I don’t know what this has to do with PACF and ACF.
Charles