Estimation Of The Parameters Of The Bilinear Seasonal Arima Time Series Model

Abstract

The parameters of the seasonal bilinear time series model were estimated analytically. This was followed by some numerical illustrations. The closeness of the estimated values to the true values attested to the adequacy of the least square method of minimizing error and the Newton-Raphson iterative procedure.

Keywords: Seasonal Bilinear Time Series model, Least Square Method, Newton-Raphson iterative procedure.

Global Journal of Mathematical Sciences Vol. 7 (1) 2008: pp. 1-4