  In this paper we investigate the dependence structure for PARMA models (i.e.
ARMA models with periodic coefficients) with symmetric alpha-stable
innovations. In this case the covariance function is not defined and therefore
other measures of dependence have to be used. After obtaining the form of the
bounded solution of the PARMA system with symmetric alpha-stable innovations,
we study the codifference and the covariation -- the most popular measures of
dependence defined for symmetric stable time series. We show that both
considered measures are periodic. Moreover we determine the cases when the
codifference and the covariation are asymptotically proportional with the
coefficient of proportionality equal to alpha.
