7.00.02 - Seasonal ARIMA Model - Aster Analytics

Teradata Aster® Analytics Foundation User GuideUpdate 2

Aster Analytics
Release Number
Release Date
September 2017
Content Type
Programming Reference
User Guide
Publication ID
English (United States)

In a seasonal ARIMA model, ARIMA(p, d, q)(sp, sd, sq) m:

  • p, d, and q are as in the nonseasonal model
  • sp, sd, and sq are the seasonal analogs of p, d, and q
  • m is the number of data points in each season

To calculate the coefficients of the input parameters, the Arima function uses this formula:

(1 - φ 1 B - … - φ p B p )(1 - Φ1 B m - … - Φ m*sp )(1 - B) d (1 - B m ) sd y t =

c + (1 + θ 1 B + … + θ q B q )(1 + Θ1 B m + … + Θ q B m*sq )e t

The Φ values are seasonal autoregressive parameters and the Θ values are seasonal moving average parameters.

The values B and e t are as defined as in the nonseasonal model.