Question: ( d ) The auto.arima function was used to automatically fit a SARIMA model SARIMA ( p , d , q ) ( P ,

(d) The auto.arima function was used to automatically fit a SARIMA model SARIMA(p, d, q)(P, D, Q)12, i.e., using the commands: >fit.3= auto.arima(hotel)>summary(fit.3) Further, the t-ratios were computed to test the significance of parameters using the commands: >fit.3$coef 9>fit.3$var.coef >std.errors=sqrt(diag(fit.3$var.coef))>std.errors >t.ratios = fit.3$coef/std.errors >t.ratios (i) Write down the SARIMA(p, d, q)(P, D, Q)12 in the form P (B S )p (B)(1 B S ) D (1 B) dXt = +Q (B S ) q (L) t where t is white noise. (6)(ii) Using the commands: >checkresiduals(fit.3) to check whether the residuals are white noise, we have Comment on the adequacy of this mode

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Programming Questions!