Re: [R] AR(2) coefficient interpretation

2008-12-22 Thread Stephen Oman
value of 9.397515 below and I have no idea about how to interpret this value. Please help. $pred Time Series: Start = 12 End = 12 Frequency = 1 [1] 9.397515 $se Time Series: Start = 12 End = 12 Frequency = 1 [1] 2.028483 Stephen Oman wrote: > > I am a beginner in using R and I n

[R] AR(2) coefficient interpretation

2008-12-22 Thread Stephen Oman
I am a beginner in using R and I need help in the interpretation of AR result by R. I used 12 observations for my AR(2) model and it turned out the intercept showed 5.23 while first and second AR coefficients showed 0.40 and 0.46. It is because my raw data are in million so it seems the intercept