freq argument options in statsmodels tsa AR and ARMA models

Question

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.

Estrone

Answer 1

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

"""

Clava