想向各位前辈请教,关于季节ARIMA模型,如果有两个季节性,例如如下表的结果,最后的估计方程应该怎么写啊
请大家帮帮忙
Variable Coefficient Std. Error t-Statistic Prob.
AR(1) 0.412108 0.027242 15.12789 0.0000
AR(2) 0.195943 0.027039 7.246581 0.0000
SAR(96) 0.116016 0.012911 8.985555 0.0000
SAR(480) 0.876192 0.012965 67.58308 0.0000
MA(1) -0.973645 0.006975 -139.5920 0.0000
SMA(480) -0.517429 0.034837 -14.85290 0.0000
SMA(96) 0.083408 0.028626 2.913767 0.0036
R-squared 0.817365 Mean dependent var -0.036186
Adjusted R-squared 0.816599 S.D. dependent var 47.79523
S.E. of regression 20.46848 Akaike info criterion 8.880509
Sum squared resid 599110.8 Schwarz criterion 8.906182
Log likelihood -6373.645 Durbin-Watson stat 1.989895