Simulasi SARIMA(0,1,2)(2,1,2)[12]

library(astsa)

## Warning: package 'astsa' was built under R version 4.3.3

set.seed(123)

sim_data <- sarima.sim(
  n = 200,
  ar = numeric(0),
  ma = c(0.5, 0.3),
  sar = c(0.6, -0.2),
  sma = c(-0.4, 0.3),
  d = 1,
  D = 1,
  S = 12
)
ts.plot(sim_data, col = "red", main = "Time Series (With Differencing)", ylab = "Value")

acf(sim_data, main = "ACF - With Differencing")

pacf(sim_data, main = "PACF - With Differencing")

data_nodiff <- cumsum(cumsum(sim_data))
ts.plot(data_nodiff, col = "cyan", main = "Time Series (Without Differencing)", ylab = "Value")

acf(data_nodiff, main = "ACF - Without Differencing")

pacf(data_nodiff, main = "PACF - Without Differencing")