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The parameters of a regression model. Most commonly, the values by which the independent variables will be multiplied to get the predicted value of the dependent variable.

1 vote

Large coefficients of covariates in Arima

Large coefficients does not mean anything themselves. Suppose that your store announces a one-day discount and you want to discover the effect of that on sales. If your variables and ARIMA (lags, et …
André Oliveira's user avatar