1 |
coef |
1, 1, 1, 1, 0, 0, 0 |
|
1 |
ar_params |
[[1.2280127869768733, 0.10369097626637279, 0.7141124344630049], [1.6892503311514915, -0.7866365569885521, 1.2398648486516826], [2.5905232539842906, -1.9806470096597304, 0.848961995714201]] |
|
1 |
ma_params |
[[-1.3578087849315306, 3.1929513989417986, -0.507843441200345], [-0.27161298036695314, 2.0434556838776285, -0.6532994061098848], [-0.3314681626075737, 0.9709146220990982, 0.4986214533613408]] |
|
1 |
exogenous_params |
|
|
1 |
seasonal_ar_params |
[[-0.8516241752486389, 1.4543285878588237, -1.717424059774754], [0.27802014575224626, 1.1028023698734997, -1.981710680445198], [3.6436081834691665, -0.6515504279942187, 0.2101671051863758]] |
|
1 |
seasonal_ma_params |
|
|
1 |
period |
4 |
|
1 |
lag |
0 |
|
1 |
sigma |
[[8687.149620951508, 7948.571854972013, 2273.0461867165814], [7948.571854972013, 12790.637540035925, 1116.4386244141892], [2273.0461867165814, 1116.4386244141892, 3484.41990598517]] |
|
1 |
aic |
26.97888751820004 |
|
1 |
bic |
28.130584042443644 |
|
1 |
iterations |
60 |
|
1 |
converged |
true |
|
1 |
|
|
1 |
1 |
|
|
2 |
1 |
|
|
3 |
2 |
coef |
1, 1, 1, 1, 0, 0, 0 |
|
2 |
ar_params |
[[-2.8588217461202174, 2.132413356693889, 0.048031825091634464], [-1.6669033637617956, 1.0810782826131897, 0.2430782867637148], [-0.4730750055653358, 0.024891878448287257, 0.2376339870230307]] |
|
2 |
ma_params |
[[1.7104434579564591, -2.139631490133681, -0.4000963233539877], [2.995949635314298, -2.2697549832800177, -2.5616082579956614], [0.30188472672917305, -0.7646261744793058, -0.21255497859171532]] |
|
2 |
exogenous_params |
|
|
2 |
seasonal_ar_params |
[[-2.8260118262809155, 2.7154238951166594, -0.8509533086123783], [-2.9395646286325388, 3.1247969541738883, -1.7883773157208929], [-1.3822487137932813, 1.1513048428957071, 0.29884692571288657]] |
|
2 |
seasonal_ma_params |
|
|
2 |
period |
4 |
|
2 |
lag |
0 |
|
2 |
sigma |
[[8931.17883016103, 9690.562795737687, 4251.384014300442], [9690.562795737687, 17621.68165475026, 4888.406402279781], [4251.384014300442, 4888.406402279781, 3825.021513435783]] |
|
2 |
aic |
26.841090807077666 |
|
2 |
bic |
27.99278733132127 |
|
2 |
iterations |
89 |
|
2 |
converged |
true |
|
2 |
|
|
1 |
2 |
|
|
2 |
2 |
|
|
3 |
3 |
coef |
1, 1, 1, 1, 0, 0, 0 |
|
3 |
ar_params |
[[-1.4296101261525473, 2.5315319963982015, 1.541536836147999], [0.5068978405697062, 0.34804164987971653, 0.27906793587515316], [-1.0150487527027767, -0.2032855566913086, 0.07866915491037613]] |
|
3 |
ma_params |
[[1.684265978492897, -1.0116180666097978, -5.533178263753073], [-1.0550984768730498, 1.5756063090213763, 4.70570346190122], [1.660449272138234, 0.6884049529205533, -0.26326075799465776]] |
|
3 |
exogenous_params |
|
|
3 |
seasonal_ar_params |
[[0.3038135044562906, -0.055637121723792274, -0.45848481298992416], [0.8796218186498189, -0.5098716183542696, -0.3679846957572214], [0.7588190526613598, -0.49764695771025447, -0.23842915354370808]] |
|
3 |
seasonal_ma_params |
|
|
3 |
period |
4 |
|
3 |
lag |
0 |
|
3 |
sigma |
[[0.04925768206601586, -0.06743723547426139, -0.061586897494505584], [-0.06743723547426139, 0.22449141784354268, 0.28364011938502687], [-0.061586897494505584, 0.28364011938502687, 0.41035204036308964]] |
|
3 |
aic |
-3.544378720752083 |
|
3 |
bic |
-2.567726687519719 |
|
3 |
iterations |
100 |
|
3 |
converged |
false |
|
3 |
|
|
1 |
3 |
|
|
2 |
3 |
|
|
3 |