auto.arima(ldeaths)
Here is the output I got from R, but I am not sure how to read ARIMA(1,0,0)(2,0,0)[12]. What does it mean? How to put ar1
, sar1
, and sar2
into a model?
Series: ldeaths
ARIMA(1,0,0)(2,0,0)[12] with non-zero mean
Coefficients:
ar1 sar1 sar2 intercept
0.4418 0.3098 0.5078 2058.2234
s.e. 0.1345 0.0973 0.0998 175.8665
Ok the data came from R. ldeaths…and I just analyzed it.
Best Answer
You have an implied loss of $12+12+1 =25$ starting values. This is indeed a very unusual model and sets a red flag for me. Why don't you post your data in a column oriented csv file. All ARIMA model can be expressed as a weighted average of the past which goes a long way (pun) to "explain" the model and it's implications for the future.