Seasonal ARMA/ARIMA models

Hello,
I am looking for a way to add a seasonal factor in an ARIMA model. For example after looking at the ACF of a return time series which clearly indicates high autocorrelation at equidistant lags(e.g every 12 lags for monthly time series which indicates a yearly seasonal effect).
I looked at the help but couldn't find anything on this. Any suggestions?
Thanks JC

Réponses (0)

Catégories

En savoir plus sur MATLAB dans Centre d'aide et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by