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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())

SARIMAX results table

Thank you for reading my question. Kind regards,

Apalokamar

Progman
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apalokamar
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1 Answers1

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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.

Shubhankar Raj
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