Writing mathematical equation for an ARIMA(0,1,1)(1,0,0)12

126 Views Asked by At

I would like to understand how to write the equation of an ARIMA(0,1,1)(1,0,0)12. I'm using SAS Studio to estimate the parameters and here is the result (https://i.stack.imgur.com/pHoSO.png)

I've tried to substitutes the the estimated parameters to the general seasonal ARIMA model ([The general seasonal ARIMA model][1] [1]: https://i.stack.imgur.com/wY9NW.png And here is the result [ARIMA(0,1,1)(1,0,0)12][2] [2]: https://i.stack.imgur.com/0oGkZ.png

I do not know if it is correct or wrong and I need the equation to be Zt = ....

0

There are 0 best solutions below