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st: multiplicative seasonality
I wonder if there is any way to estimate the following two time-series models, both of which deal with seasonality multiplicatively rather than additively.
Model 1: Multiplicative Autoregressive dt = a0 + (1+a1L)(1+a4L4)dt-1 + εt
Model 2: Multiplicative Moving Average dt = a0 + (1+β1L)(1+ β4L4)εt where L is the lag operator
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