1 Model is specified by the usual notation (pdq) x (PDQ) S: (pdq) is for a nonseasonal model; (PDQ) for a seasonal, and S is the seasonality.
2 At least one of the p, P, q, or Q parameters must be non-zero, and none may exceed five.
3 The maximum number of parameters you can estimate is ten.
4 At least three data points must remain after differencing. That is, S * D + d + 2 must be less than the number of points, where S is the length of a season.
5 The maximum "back order" for the model is 100. In practice, this condition is always satisfied if S * D + d + p + P + q + Q is at most 100.
6 The ARIMA model normally includes a constant term only if there is no differencing (that is, d = D = 0).
7 Missing observations are only allowed at the beginning or the end of a series, not in the middle.
8 The seasonal component of this model is multiplicative, and thus is appropriate when the amount of cyclical variation is proportional to the mean.