Hi R team,
We?ve run Arimax models in R. We had a lot of queries around the
interpretation of the outputs.
*Dependent variable =* Volume (Growth %)
*Independent Variables =* 3 Macroeconomic variables (Growth %)
Following is the line of code
Arimax.Model <- auto.arima(y = input.data[,"Volume"], xreg
input.data[,model.vars], seasonal = F)
Following is the output
Series: input.data[, "Volume"]
Regression with ARIMA(0,0,0) errors
*Coefficients:*
* Birth_Rate_Change Proportion_Female_labour Females_20_39*
* 97.7658 1.370 19.7528*
*s.e. 23.8575 0.305 3.9874*
sigma^2 estimated as 4.316: log likelihood=-24.07
AIC=56.15 AICc=61.86 BIC=58.09
*Query ? *
1. *Could you help us understand the interpretation of the coefficients
obtained? Even if it?s not a growth model, how would we interpret the
coefficients?*
2. *Is there a limit on the number of regressors we can get in the model
in ARIMAX modeling exercise in R? This is because we are only getting 3
regressors at max.*
Will be very thankful if you could provide answers to our queries.
Best Regards
Regards,
Sanchi
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Sanchi Bhatia
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