A Note on the Equivalence of Models with Monthly Means and Models with (0,1,1)12 Seasonal Parts with Θ = 1
A Note on the Equivalence of Models with Monthly Means and Models with (0,1,1)12 Seasonal Parts with Θ = 1
RR84-32
Introduction
Still the most common application of our result would be to the case where ut follows an ARIMA (autoregressive-integrated-moving average) model. We could have replaced ut in Model II by another time series vt, as long as it was assumed that ut and vt have the same probability structure.
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