| | B | SE | t | |
| ARIMA(1,1,1)(0,1,0)12 | | | | | AR1 | 0.59 | 0.09 | 6.92 | 0.00 | MA1 | 0.99 | 0.17 | 5.91 | 0.00 | ARIMA(1,1,1)(0,1,1)12 | | | | | AR1 | 0.55 | 0.11 | 5.16 | 0.00 | MA1 | 0.93 | 0.06 | 15.59 | 0.00 | SMA1 | 0.71 | 0.12 | 5.99 | 0.00 | ARIMA(1,1,1)(1,1,0)12 | | | | | AR1 | 0.54 | 0.11 | 4.86 | 0.00 | MA1 | 0.92 | 0.06 | 15.71 | 0.00 | SAR1 | −0.45 | 0.09 | −5.14 | 0.00 | ARIMA(1,1,1)(1,1,1)12 | | | | | AR1 | 0.55 | 0.11 | 5.21 | 0.00 | MA1 | 0.93 | 0.06 | 15.66 | 0.00 | SAR1 | 0.09 | 0.18 | 0.48 | 0.63 | SMA1 | 0.78 | 0.22 | 3.63 | 0.00 | ARIMA(2,1,1)(0,1,0)12 | | | | | AR1 | 0.61 | 0.10 | 6.11 | 0.00 | AR2 | −0.02 | 0.10 | −0.15 | 0.88 | MA1 | 0.99 | 0.15 | 6.86 | 0.00 | ARIMA(2,1,1)(0,1,1)12 | | | | | AR1 | 0.55 | 0.11 | 5.00 | 0.00 | AR2 | 0.00 | 0.11 | −0.01 | 0.99 | MA1 | 0.93 | 0.07 | 14.13 | 0.00 | SMA1 | 0.71 | 0.12 | 5.95 | 0.00 | ARIMA(2,1,1)(1,1,0)12 | | | | | AR1 | 0.54 | 0.11 | 4.76 | 0.00 | AR2 | 0.02 | 0.11 | 0.22 | 0.83 | MA1 | 0.93 | 0.06 | 14.90 | 0.00 | SAR1 | −0.45 | 0.09 | −5.14 | 0.00 | ARIMA(2,1,1)(1,1,1)12 | | | | | AR1 | 0.55 | 0.11 | 5.03 | 0.00 | AR2 | −0.01 | 0.11 | −0.08 | 0.94 | MA1 | 0.93 | 0.07 | 13.98 | 0.00 | SAR1 | 0.09 | 0.18 | 0.49 | 0.63 | SMA1 | 0.78 | 0.22 | 3.61 | 0.00 |
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Note. The parameter estimation of the ARIMA(1,1,1)(0,1,0) 12, ARIMA(1,1,1)(0,1,1) 12, and ARIMA(1,1,1)(1,1,0) 12 models showed , but for other models, . |