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!