Table 2.

Estimation of parameters of the ARIMA (10,1,0) (0,1,1)₁₂ model

Model parameter	Coefficient	Standard error	t	P
Autoregressive, lag 1	−0.7873	0.0895	8.7966	<0.0001
Autoregressive, lag 2	−0.4982	0.1092	4.5623	<0.0001
Autoregressive, lag 3	−0.3388	0.1133	2.9903	0.0035
Autoregressive, lag 4	−0.3657	0.1193	3.0654	0.0028
Autoregressive, lag 5	−0.4631	0.1280	3.6180	0.0005
Autoregressive, lag 6	−0.3039	0.1348	2.2545	0.0263
Autoregressive, lag 7	−0.3378	0.1393	2.4250	0.0171
Autoregressive, lag 8	−0.4064	0.1326	3.0649	0.0028
Autoregressive, lag 9	−0.4120	0.1213	3.3965	0.0010
Autoregressive, lag 10	−0.4196	0.0938	4.4733	<0.0001
Seasonal moving average, lag 12	−1.0000	0.1995	5.0125	<0.0001