# Create auto regressive regressors in R (extract from auto.arima) [closed]

I have time series with daily data with, this series have 7 frequency. I used auto.arima in order to determine regressors. This function suggest me to use five regressor ar1,ar2,ar3,sar1 and sar2.You can see results below.

ARIMA(3,1,0)(2,1,0)[7]

Coefficients:
ar1      ar2      ar3     sar1     sar2
-0.7606  -0.4866  -0.1719  -0.6797  -0.3253
s.e.   0.0295   0.0344   0.0296   0.0284   0.0285

sigma^2 estimated as 2415:  log likelihood=-5929.68
AIC=11871.36   AICc=11871.44   BIC=11901.47


But actually my final goal is not to modeling with ARIMA. So I used arima only to find regressors and put them into some machine learning algorithm.

So my question is how to create or extract this five regressors ar1,ar2,ar3,sar1 and sar2 in separate time series?

• The terms to which you refer aren't going to be time series, they are going to be numbers, as in the displayed printout. Or is it that you don't know what, for example, the ar1 value $-0.7606$ is a coefficient of? – jbowman Feb 23 at 23:45