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.
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
"""
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