​
seed
1
paths
50
periods T
30
ε
t
variance
1
ARIMA coefficients
AR(1)
φ
1
-0.3
AR(2)
φ
2
0.2
differencing
0
1
2
MA(1)
θ
1
0.2
MA(2)
θ
2
0.1
seasonal ARIMA coefficients
seasonal order
12
SAR(1)
Φ
1
0.2
SAR(2)
Φ
2
-0.1
differencing
0
1
2
SMA(1)
Θ
1
-0.3
SMA(2)
Θ
2
0.1
display
paths and histogram
density plot
model
formula
​