Date:         Thu, 17 Aug 2006 03:23:39 -0400
Reply-To:     "K. C." <heeha@CANADA.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         "K. C." <heeha@CANADA.COM>
Subject:      ARIMA coefficents intrepretation

This is not really SAS related but statistics related.   I am learning time
series and have problems interpreting the coefficients.


If I have a model ARIMA(1,0,1) with (1,0,1) as the seasonal counterparts,
how do I interpret their coefficients?

i.e. coeff. of AR1
     coeff. of seasonal AR1
     coeff. of MA1
     coeff. of seasonal MA1

First of all, can I get the slope of the trend and the cyclical pattern
from these coefficients?  If not, how can I get these estimates?

Your help is very much appreciated!

KC