Table 2 Estimated parameters for the optimal SARIMA(0,1,3)(0,1,1)12 method and statistical test for them.
Parameter | Estimates | Standard error | t | p-value |
|---|---|---|---|---|
MA1 | 0.171 | 0.079 | 2.156 | 0.033 |
MA2 | 0.215 | 0.080 | 2.683 | 0.008 |
MA3 | 0.344 | 0.078 | 4.394 | <0.001 |
SMA1 | 0.434 | 0.081 | 5.362 | <0.001 |