No mean term in this model.

                                                    Autoregressive Factors

                                                   Factor 1:  1 - 0.16789 B**(1)
                                                   Factor 2:  1 + 0.50344 B**(12)

proc arima;
 identify var=cpi(1) nlag=24;
 estimate p=(1)(12) noint ;
 forecast lead=12 interval=month id=date out=b;
run;程序做出来是上面的结果，可是可是看不懂，这个模型真实的到底是什么样的，怎么解读这个结果？

 

谢谢！！！