Table 2.
The Parameter estimates of the tentative models with their AIC and SC
Model | Variable | Coefficient | Std. Error | t-Statistic | prob | AIC | SC |
---|---|---|---|---|---|---|---|
SARIMA(1,0,1)(0,1,0)12 | C | −0.81 | 0.16 | −4.92 | < 0.01 | ||
AR(1) | −0.16 | 0.22 | −0.73 | 0.47 | 3.00 | 3.10 | |
MA(1) | 0.51 | 0.20 | 2.52 | 0.01 | |||
SARIMA(1,0,(2))(0,1,0)12 | C | −0.84 | 0.21 | −4.00 | < 0.01 | ||
AR(1) | 0.23 | 0.12 | 1.93 | 0.06 | 3.03 | 3.12 | |
MA(2) | 0.27 | 0.12 | 2.23 | 0.03 | |||
SARIMA((2),0,1)(0,1,0)12 | C | −0.78 | 0.20 | −3.96 | < 0.01 | ||
AR(2) | 0.14 | 0.12 | 1.21 | 0.23 | 2.94 | 3.04 | |
MA(1) | 0.37 | 0.12 | 3.15 | < 0.01 | |||
SARIMA((2),0,(2))(0,1,0)12 | C | −0.77 | 0.15 | −5.22 | < 0.01 | ||
AR(2) | −0.59 | 0.10 | −6.07 | < 0.01 | 2.87 | 2.98 | |
MA(2) | 0.96 | 0.02 | 54.39 | < 0.01 | |||
SARIMA(2,0,(2))(0,1,0)12 | C | −0.78 | 0.16 | −4.83 | < 0.01 | ||
AR(1) | 0.17 | 0.10 | 1.77 | 0.08 | 2.87 | 3.00 | |
AR(2) | −0.61 | 0.10 | −6.26 | < 0.01 | |||
MA(2) | 0.97 | 0.02 | 46.44 | < 0.01 | |||
SARIMA(2,0,1)(0,1,0)12 | C | −0.71 | 0.22 | −3.21 | 0.00 | ||
AR(1) | 0.64 | 0.25 | 2.57 | 0.01 | 2.91 | 3.03 | |
AR(2) | −0.02 | 0.14 | −0.17 | 0.86 | |||
MA(1) | −0.31 | 0.27 | −1.15 | 0.26 | |||
SARIMA(1,0,2)(0,1,0)12 | C | −0.81 | 0.18 | −4.46 | < 0.01 | ||
AR(1) | −0.16 | 0.29 | −0.54 | 0.59 | 3.01 | 3.13 | |
MA(1) | 0.50 | 0.30 | 1.65 | 0.10 | |||
MA(2) | 0.18 | 0.14 | 1.29 | 0.20 | |||
SARIMA(2,0,2)(0,1,0)12 | C | −0.72 | 0.22 | −3.31 | < 0.01 | ||
AR(1) | 0.65 | 0.26 | 2.52 | 0.01 | |||
AR(2) | −0.09 | 0.21 | − 0.44 | 0.66 | 2.93 | 3.09 | |
MA(1) | −0.33 | 0.28 | −1.17 | 0.25 | |||
MA(2) | 0.12 | 0.23 | 0.52 | 0.60 |