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    %% Specify an Additive Seasonal ARIMA Model 
%%
% Specify an MA model with no constant, and moving average terms at lags
% 1, 2, and 12,
%
% $${y_t} = {\varepsilon _t} + {\theta _1}{\varepsilon _{t - 1}} + {\theta _2}{\varepsilon _{t - 2}} + {\theta _{12}}{\varepsilon _{t - 12}}.$$
%

% Copyright 2015 The MathWorks, Inc.

Mdl = arima('Constant',0,'MALags',[1,2,12])