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Seasonal ARIMA with exogenous variable

Asked by vaggelis on 5 Feb 2013

Hello, I want to identify a Seasonal ARIMA model for a time series of the production of a PV and I have to incorporate to the model the influence of a exogenous variable in the evolution of the time series.

As i have found, there is a way to develope a ARMAX model...but how can i develope a SARIMAX??

1 Comment

Ivan on 23 Mar 2013

Dear "vaggelis". I am also interested in that topic. Which exogenous variable did you used for PV production simulation? Radiance? What is accuracy of your model?

Regards,

Ivan

vaggelis

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