变量

参数检验

系数

t值

P值

SARIMA(2,1,2)(1,1,1)12

AR(1)

0.1439

2.2449

0.0131

AR(2)

−0.7892

−13.2639

0.0000

MA(1)

−0.0115

−0.3605

0.3595

MA(2)

1.0000

29.0698

0.0000

SAR(1)

0.4371

0.4837

0.3147

SMA(1)

−0.4948

−0.5645

0.2866

SARIMA(2,1,0)(0,1,0)12

AR(1)

0.1243

1.4798

0.0705

AR(2)

0.0271

0.3238

0.3733

SARIMA(1,1,2)(0,1,0)12

AR(1)

−0.1652

−0.5756

0.2828

MA(1)

0.3040

1.1075

0.1349

MA(2)

0.1696

1.5224

0.0650

SARIMA(0,1,2)(0,1,0)12

MA(1)

0.1497

1.7780

0.0387

MA(2)

0.1417

1.2743

0.1022

SARIMA(0,1,1)(0,1,0)12

MA(1)

0.1144

1.4799

0.0705

SARIMA(1,1,0)(0,1,0)12

AR(1)

0.1278

1.5342

0.0635