Table 1. Parameter estimates of seasonal autoregressive integrated moving average model .
ar1 | ar2 | ma1 | ma2 | ma3 | sar1 | sma1 | |
Coefficient | -1.719 | -0.903 | 1.124 | -0.109 | -0.615 | -0.164 | -0.721 |
t-stat | -25.732 | -15.677 | 13.896 | -1.049 | -8.855 | -1.602 | -8.620 |
P value | 0.001 | 0.001 | 0.001 | 0.293 | 0.001 | 0.100 | 0.001 |
zt=-1.719 zt-1-0.903 zt-2-0.164 zt-12+ +1.124 -0.109 -0.615 -0.721
zt=dsbructr