Skip to main content
. 2017 Jan 24;145(6):1118–1129. doi: 10.1017/S0950268816003216

Table 2.

Model estimation of the ARIMA(3,1,1)×(0,1,1)12 model

Variable Coefficient s.e. t statistic P value 95% CI
AR(1) −0·8104 0·0772 −10·49 <0·0001 −0·9619 to −0·6590
AR(2) −0·5449 0·1018 −5·35 <0·0001 −0·7446 to −0·3452
AR(3) −0·2358 0·8320 −2·84 0·0050 −0·3989 to −0·0728
Seasonal MA(1) −0·2836 0·0988 −2·87 <0·0001 −0·8832 to −0·4267

ARIMA, Autoregressive integrated moving average; CI, confidence interval; AR, autoregression; MA, moving average.