Algebraic expression for a ARIMA(3,0,0)(2,1,2)
Budget: $10 – $30 USD
I need the algebraic expression for the model mentioned before as follows:
Series: log(tra_train)
ARIMA(3,0,0)(2,1,2)[12]
Coefficients:
ar1 ar2 ar3 sar1 sar2 sma1 sma2
0.0589 0.2868 0.4635 -0.6255 -0.1434 0.0999 -0.4171
s.e. 0.0576 0.0524 0.0587 0.1319 0.1172 0.1268 0.1146
sigma^2 = 0.001301: log likelihood = 502.68
AIC=-989.37 AICc=-988.8 BIC=-960.76
Series: log(tra_train)
ARIMA(3,0,0)(2,1,2)[12]
Coefficients:
ar1 ar2 ar3 sar1 sar2 sma1 sma2
0.0589 0.2868 0.4635 -0.6255 -0.1434 0.0999 -0.4171
s.e. 0.0576 0.0524 0.0587 0.1319 0.1172 0.1268 0.1146
sigma^2 = 0.001301: log likelihood = 502.68
AIC=-989.37 AICc=-988.8 BIC=-960.76