CODEWITHSUNDEEP
pythontime-seriesstatsmodels
Noah Motion
Noah Motion

Reputation: 185

freq argument options in statsmodels tsa AR and ARMA models

In the statsmodels time series analysis AR and ARMA models, the freq argument can be "a Pandas offset or ‘B’, ‘D’, ‘W’, ‘M’, ‘A’, or ‘Q’."

What do ‘B’, ‘D’, ‘W’, ‘M’, ‘A’, and ‘Q’ mean? I'm guessing that D is 'daily', W is 'weekly', M is 'monthly', A is 'annually', and that Q is 'quarterly', but I can't figure out what B is, and I can't find any documentation that confirms (or disconfirms) my guesses.

Upvotes: 5

Views: 5891

Answers (1)

Kijewski
Kijewski

Reputation: 26043

It is documented in their super class statsmodels.tsa.base.tsa_model.TimeSeriesModel.

"""
Timeseries model base class

Parameters
----------
endog
exog
dates
freq : str {'B','D','W','M','A', 'Q'}
    'B' - business day, ie., Mon. - Fri.
    'D' - daily
    'W' - weekly
    'M' - monthly
    'A' - annual
    'Q' - quarterly

"""

Upvotes: 9

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