How can I estimate the multiplicative and additive SARIMA in Eviews? For example what command I should use to estimate the models SARIMA(1,1,1) x(1,1,1)12 and SARIMA(1,1,1) +(1,1,1)12 in Eviews?
SARIMA(1,1,1)x(1,1,1)12 of {Xt} involves AR(1), AR(12), AR(13), MA(1), MA(12) and MA(13) terms of the first non-seasonal difference of the first seasonal difference of {Xt}. Rather than look for an automatic Eviews code for the model I fit to the difference of differenced series an ARMA([1],[12],[13]; [1], [12],[13]). I know there is in existence automatic Eviews codes which may still be used. Additive SARIMA modelling is still evolving and has no known codes for now.
Thank you Ette. If I use seasonal AR terms and seasonal MA terms, is this the correct correct Eviews command to estimate the model, SARIMA (1,1,1)x(1,1,1)12 equation model1.ls d(log(xt,1,12) ar ma sar(12) sma(12)?