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 |