seasonal auto-regressive (SAR) [SAR ]

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“The autoregressive lag structure of a seasonal model but the lag terms are specified in multiples of the seasonality. With monthly data, the seasonal factor is 12, so SAR(1) refers to a 12-month lag: Yt = a1Yt-12.”

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By |February 1st, 2019|Comments Off on seasonal auto-regressive (SAR) [SAR ]