Specification of ARIMA Models

2 Application of ARIMA Models 6.7.2.1 Specification of ARIMA Models 

The specification of ARIMA models is very expensive for the operator who analyzes time series. The first phase is the estimation of the order of three inherent processes, autoregression, integration, and moving average. 

For composed trend and seasonal processes, the ARIMA trend and the ARIMA seasonal model were multiplied, e.g. both AR components as well as both integration components and both MA components. Then the notation is  

The following practice is advised for determining these parameters  

Making a Series Stationary by Differencing - to Yield the Parameters d and sd 

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