Database Reference
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Series: gas_prod
ARIMA(0,1,1)(1,0,0)[12]
Coefficients:
ma1 sar1
-0.7065 0.8566
s.e. 0.0526 0.0298
sigma^2 estimated as 25.24: log likelihood=-733.22
AIC=1472.43 AICc=1472.53 BIC=1482.86
acf(arima_2$residuals, xaxp = c(0, 48, 4), lag.max=48,
main="")
pacf(arima_2$residuals, xaxp = c(0, 48,4), lag.max=48,
main="")
Based on the standard errors associated with each coefficient estimate, the
coefficients are significantly different from zero. In Figures 8.17 and 8.18 , the
respective ACF and PACF plots for the residuals from the second pass ARIMA
model indicate that no further terms need to be considered in the ARIMA model.
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