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I'm actually new in using Alteryx, and I wonder if I can change the weekend days on ARIMA tool or Time Series tools in general to be Friday and Saturday which are the weekend days in where I'm living now.
Looking at the underlying R code it looks like the 'weekdays' option simply sets the frequency of the time series to 5. I can't see any references to specific weekdays being calculated. Therefore, I think providing your incoming data stream is in repeating sets of 5 days it doesn't matter if these days are Sun-Thu, Mon-Fri or any other 5 consecutive days.