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A time series \\(\\{ X_t\\}\\) with finite second moments is said to be a PARMA series with period \\(T\\geq 1\\) if it is a solution to the periodic linear difference equation NEWLINE\\[NEWLINE (X_{nT +\\nu} - \\mu_{\\nu}) - \\sum_{k=1}^{p(\\nu)} \\phi_k(\\nu) (X_{nT +\\nu -k} - \\mu_{\\nu -k}) = \\varepsilon_{nT +\\nu} + \\sum_{k=1}^{q(\\nu)} \\theta_k(\\nu) \\varepsilon_{nT +\\nu -k}. NEWLINE\\]NEWLINE The error sequence \\(\\{ \\varepsilon_t\\}\\) is mean-zero periodic white noise with var\\((\\varepsilon_{nT +\\nu}) = \\sigma^2 (\\nu).\\) The authors find the best linear predictor \\(\\hat X_{nT +\\nu}.\\) For example, NEWLINE\\[NEWLINE \\hat X_{nT +\\nu} =\\sum_{k=1}^p \\phi(\\nu) X_{nT +\\nu -k} + \\sum_{k=1}^q \\theta_{nT +\\nu -1,k} (X_{nT +\\nu -k} - \\hat X_{nT +\\nu -k}),\\quad nT + \\nu >m,NEWLINE\\]NEWLINE where \\(\\theta_{t,j}\\) are some coefficients. The asymptotic forms of these recursions are explored and monotonicity properties of the mean squared prediction errors are derived. \\(h\\)-step-ahead predictors for \\(h \\geq 2\\) are considered, too. The authors also show how the likelihood of a vector ARMA model can be evaluated by writing the vector ARMA model in PARMA form. 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