I am trying to understand the SARIMAX Results table.
I don't get what L means in the results table. I could understand Ar.L52 as autorgresive lagged 52, but the results table says Ar.S.L52. Does it mean seasonal?
I have uploaded my data, run auto_arima to find the best model and then used the following code to generate my model.
# Create the model with the optimal values
model = sm.tsa.statespace.SARIMAX(df['Audits'],
order=(0, 1, 1),
seasonal_order = (1, 0, 0, 52))
model = sm.tsa.arima.model.ARIMA()
# Fit the model
results = model.fit()
# Output a summary table
print(results.summary())
Thank you for reading my question. Kind regards,
Apalokamar
Ar.S.L52 indicates a seasonality... in this case I think it is a seasonality in terms of weeks.. and 52 weeks is 1 year. This means that your data has annual seasonality.
The technical post webpages of this site follow the CC BY-SA 4.0 protocol. If you need to reprint, please indicate the site URL or the original address.Any question please contact:yoyou2525@163.com.