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Interpreting the coefficients of ARIMA (ARIMAX model)
Interpreting the coefficients of ARIMA (ARIMAX model)

Dear all, am kindly requesting help on interpretation of ARIMA model coefficients with both MA and AR terms plus an exogenous variable.Is the interpretation the same as that one of linear regression i.e 1 unit increase at lag 1 of y is associated with decrease or increase in y.
How do interprete the coefficient of exogenous variable (X) in the ARIMA model.Kindly help and thanks in advance

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Interpreting the coefficients of ARIMA (ARIMAX model)

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Home / Data Cleaning / Data management / Data Processing / Interpreting the coefficients of ARIMA (ARIMAX model) Interpreting the coefficients of ARIMA (ARIMAX model)

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