coef

std err

P > |z|

[0.025

0.975]

ar.L1

0.8359

0.181

0.000

0.481

1.191

ma.L1

−0.7154

0.198

0.000

−1.103

−0.327

ma.S.L12

−0.5825

0.078

0.000

−0.734

−0.430

sigma2

7.0057

0.523

0.000

5.980

8.031

SARIMAX Results

AIC

BIC

HQIC

Model: SARIMAX(1, 1, 1) × (0, 1, 1, 12)

597.949

609.198

602.518