Solved – How to interpret auto.arima() output from R

arimatime series

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.

Related Question