Math Problem Statement

will i need to consider 1 and 11 in ACF graph as a q non seasonal values in SARIMA. if d=1 and D=1 and there is seasonal lag at 12,24 and 36.

Solution

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Math Problem Analysis

Mathematical Concepts

Time Series Analysis
SARIMA Modeling
Autocorrelation Function (ACF)
Partial Autocorrelation Function (PACF)

Formulas

SARIMA(p,d,q) x (P,D,Q)_S
ARIMA(p,d,q)
Seasonal Differencing (D)

Theorems

ARIMA Model
SARIMA Model
Autoregressive (AR) Process
Moving Average (MA) Process

Suitable Grade Level

Graduate Level (Statistics/Econometrics)