# Large coefficients of covariates in Arima

I got some clue here Large coefficients and std. errors

Without scaling the dependent variable (online_unit_sale) my output is as below. Flag1 and Flag2 are the covariates and their coefficients are in thousands. However scaling DV lowers the coefficients.

auto.arima(ts_data,xreg = regressor)
Series: ts_data
Regression with ARIMA(4,1,2) errors

Coefficients:
ar1     ar2     ar3      ar4      ma1      ma2    Flag1       Flag2
0.1464  0.1650  0.0041  -0.0594  -0.2069  -0.7684  5891.982   10600.219
s.e.  0.1228  0.1172  0.0916   0.0791   0.1073   0.1065  3479.626   3436.101

sigma^2 estimated as 63660026:  log likelihood=-2421.42
AIC=4860.85   AICc=4861.66   BIC=4891.91


My query is even for flag variable which are just 0 and 1 is it ok to get large coefficients?

Thanks