SARIMA combines three main components: autoregression (AR), differencing (I), and moving average (MA), along with seasonal counterparts. The seasonal component is typically represented by parameters that account for seasonal autoregression, seasonal differencing, and seasonal moving averages. The general form of a SARIMA model is SARIMA(p,d,q)(P,D,Q)s, where:
p: Order of autoregression. d: Degree of differencing. q: Order of moving average. P: Seasonal autoregressive order. D: Seasonal differencing degree. Q: Seasonal moving average order. s: Length of the seasonal cycle.
