Subject
Re: [R] AR(2) coefficient
You forgot to RTFM. From ?arima
Different definitions of ARMA models have different signs for the
AR and/or MA coefficients. The definition used here has
'X[t] = a[1]X[t-1] + ... + a[p]X[t-p] + e[t] + b[1]e[t-1] + ... +
b[q]e[t-q]'
and so the MA coefficients differ in sign
As I need your urgent help so let me modify my question. I imported the
following data set to R and run the statements i mentioned in my previous
reply
Year Month Period ab c
1 2008 Jan 2008-Jan 105,536,785 9,322,074 9,212,111
2 2008 Feb 2008-Feb 137,239,037 10,986,047 1
I am a beginner in using R and I need help in the interpretation of AR result
by R. I used 12 observations for my AR(2) model and it turned out the
intercept showed 5.23 while first and second AR coefficients showed 0.40 and
0.46. It is because my raw data are in million so it seems the intercept
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