SARMAProcess

SARMAProcess[{a1,…,ap},{b1,…,bq},{s,{α1,…,αm},{β1,…,βr}},v] represents a weakly stationary seasonal autoregressive moving-average process with ARMA coefficients ai and bj, seasonal order s, seasonal ARMA coefficients αi and βj, and normal white noise with variance v.

SARMAProcess[{a1,…,ap},{b1,…,bq},{s,{α1,…,αm},{β1,…,βr}},Σ]  represents a weakly stationary vector SARMA process driven by normal white noise, with covariance matrix Σ.

SARMAProcess[{a1,…,ap},{b1,…,bq},{{s1,…},{α1,…,αm},{β1,…,βr}},Σ] represents a weakly stationary vector SARMA process with multiple seasonal orders si.

SARMAProcess[{a1,…,ap},{b1,…,bq},{s,{α1,…,αm},{β1,…,βr}},v,init]  represents a SARMA process with initial data init. 

SARMAProcess[c,…] represents a SARMA process with a constant c.

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