It is my understanding of the AIC formula that: $$ AIC = -2\log(L) + 2m $$ where $m =$ number of parameters.
I am wondering how to determine the value of $m$ in AIC for the following models:
- Seasonal ARIMA(1,1,1)(1,1,1)12
I believe for an AR(p) model $m=p$,
MA(q) model $m=q$,
ARMA(p,q) model $m = p+q$,
ARIMA(p,d,q) model $m=p+q$
and for a seasonal ARIMA(p,d,q)(P,D,Q)s model $m = p+q+P+Q+1$.
Could you please let me know if this is correct?
And if not, how would I determine the correct number of parameters ($m$)?