Given the ARIMA standard form menus below which will result

Given the ARIMA standard form menus below which will result in 4 model coefficients excluding a constant term? (1,1,2)(2,1,0) (0,1,2)(1,2,1) (0,2,1)(1,2,0) (1,2,0)(1,2,0)

Solution

Sol)

Given Tentitive models

(1,1,2) where p=1, d=1 and q=2

(2,1,0)

(0,1,2)

(1,2,1)

(0,2,1)

(1,2,0)

First calculate AIC and SBC values for which model these two are least that model is best model