Time series- Seasonal ARIMA model

Posted by Monali Parab on Jan 01, 2013; 11:02am
URL: http://spssx-discussion.165.s1.nabble.com/Time-series-Seasonal-ARIMA-model-tp5717193.html

Hi All,

 

Can anyone help me on Seasonal Arima model for Time series?

 

I am interested in knowing how we can decide the model parameter & what other things need to look out in order to improve the model?

Also for the seasonal decomposition, data requirement for the additive model & for the multiplicative model. i.e. how shall i decide whether go for additive model or the multiplicative model?

 

I am using SPSS 21 Forecasting module for the same.

 

Thanks in advanced.

 
Thanks,
Monali