Table 4 Estimate of the ARIMA(0,1,0) ×...

Table 4

Estimate of the ARIMA(0,1,0) × (2,0,0)₁₂ model

Parameter	Estimate	Std.Error	t-stat	p-value
$Φ_{1}$	0.269	0.115	2.339	0.022
$Φ_{2}$	0.348	0.142	2.451	0.016
σ²	137.50
log-lik	−323.76
AIC	653.53
RMSE	11.515
MAE	7.801

Source(s): Authors

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