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. 2013;12(4):35–41.

Table 2.

Significance of the parameters in the proposed models and the goodness of fit for each model.

Model type Lag Coefficient SE. Coef. T P AIC BIC
SARIMA (1,1,1)(1,1,1) 12 AR 1 0.075 0.115 0.65 0.5 12.6037 3.6037
SAR 12 -0.072 0.119 -0.6 0.5
MR 1 0.829 0.06 12.9 0.0001
SMA 12 0.862 0.09 8.9 0.0001
Constant - 0.011 0.02 0.57 0.57
SARIMA (0,1,1)(0,1,1) 12 MA 1 0.79 0.05 14.5 0.0001 8.7022 3.7022
AMA 12 0.86 0.07 10.9 0.0001
Constant - 0.008 0.03 0.31 0.7
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