Seasonal Space-Time ARIMA Modeling

• NCJ Number: 88445
• Journal: Geographical Analysis Volume: 13 Issue: 2 Dated: (April 1981) Pages: 117-133
• Author(s): P E Pfeifer; S J Deutsch
• Date Published: 1981
• Length: 17 pages
• Publication Format: Article
• Publication Type: Report (Study/Research)
• Language: English
• Country: United States of America

Annotation

The paper introduces and illustrates the extension of the STARIMA (Space-Time Autoregressive Integrated Moving Average) model family to accommodate seasonable behavior.

Abstract

Three iterative stages of the model-building procedure are discussed. These three stages -- identification, estimation, and diagnostic checking -- are illustrated with an example application. Forecasts of the future occurrences of the example process are also presented. Figures, formulas, and 14 references are included. (Author summary modified)