1
$\begingroup$

If the ARIMA model is: $Y= X_1+X_2+X_3+X_4$

I have data of 50 years.

What is the sample size here?

  1. 50 (50 years of observations)
  2. 250 (each variable/series has 50 years of observations, total 5 variables, 50*5=250)
$\endgroup$
2
$\begingroup$

The sample size ($n$) is the number of observations you have of the response variable and the corresponding explanatory variables $(y_i, x_i)$. The correct sample size is thus $n=50$, since you have $50$ such pairs of response and explanatory variables.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.