I have one question so I'm asking for your help.
I'm working on a model with a Regression with SARIMA errors, I already have the model and the forecast, but I need the mathematically specification for the model, the order is (1,1,0) (1,0,0,12), and here we have the coefficients, so how can I build the model if the algebraic example is this one? Because I can’t understand how to specify the model for this case with a regression
Regression with ARIMA(1,1,0)(1,0,0)[12] errors
Coefficients:
ar1 0.3972
sar1 -0.4102
xreg 0.0380
s.e.
ar1 0.1108
sar1 0.1216
xreg 0.0113
I really appreciate your help.
I already specify the model with Rstudio, and estimate the forecast, so the only thing I need is the model specify to complete with this task, but I don't know how to do it with the regression.