Displaying 1 result from an estimated 1 matches for "sarx".
Did you mean:
sar
2011 Feb 12
2
Time unit in ts() and arima() functions
...arameter, "frequency = 7", or "frequency = frequency(a)"
(a is the time series), I can get arN, maN, sarN, smaN... coefficients.
What unit shall be applied to these coefficients ? One day or one week ?
Logically (and ideally), for me, one day for arN and maN and one week
for sarX and smaX coefficients, but I'm not sure.
I have the same kind of doubt about lag units when I apply the acf()
function to the time series (a) or the residuals returned by the arima()
function.
Thanks for your answer.