Hi Could just anyone explain me the coefficients in the output of arima model
timeseriesarima <- arima(series, order=c(1,1,2)) > timeseriesarima Series: series ARIMA(1,1,2) Coefficients: ar1 ma1 ma2 0.9744 -1.7695 0.7873 s.e. 0.0310 0.0481 0.0426 sigma^2 estimated as 337.4: log likelihood=-1096.03 AIC=2200.07 AICc=2200.23 BIC=2214.2 **************** CAUTION - Disclaimer ***************** This e-mail contains PRIVILEGED AND CONFIDENTIAL INFORMATION intended solely for the use of the addressee(s). If you are not the intended recipient, please notify the sender by e-mail and delete the original message. Further, you are not to copy, disclose, or distribute this e-mail or its contents to any other person and any such actions are unlawful. This e-mail may contain viruses. Infosys has taken every reasonable precaution to minimize this risk, but is not liable for any damage you may sustain as a result of any virus in this e-mail. You should carry out your own virus checks before opening the e-mail or attachment. Infosys reserves the right to monitor and review the content of all messages sent to or from this e-mail address. Messages sent to or from this e-mail address may be stored on the Infosys e-mail system. ***INFOSYS******** End of Disclaimer ********INFOSYS*** [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.