I fit a multiple
GLS model with time series as a response and explanatory variables. I previously removed the seasonality and trends by using
My question is how should I interpret the coefficient considering that I fit the model with transformed variables? How should I interpret positive and negative coefficients?
My variables are centered in zero with positive and negative values so, for instance, if my coefficient is negative and the value of my explanatory variable is negative, then the response variable will be positive. Should I interpret this as a positive effect? or Should I interpret it the other way around if my coefficient is positive?
Is there a way to translate the interpretation in terms of the real scale of variables?
Any help will be appreciated