![]() #Fitting SARIMAX model with seasonal ARIMA order (1,0,1) & estimation method is MLE (or ML) #Creating the suitable model of data that is able to be read by R with ts() function So here I attach his syntax: #Importing dataĭata=read.csv("C:/DATA.csv", header=TRUE) And so far, he's been doing it good with arimax() function of TSA package with seasonal ARIMA order (1,0,1). In doing this, he works with R because it has the package for analysing the SARIMAX model. The data used by him is about the monthly rainfall from 2000 - 2012 with Indian Ocean Dipole (IOD) index as the exogenous variable. My friend is currently working on his assignment about estimation of parameter of a time series model, SARIMAX (Seasonal ARIMA Exogenous), with Maximum Likelihood Estimation (MLE) method.
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