Modeling And Forecasting Financial Performance Of A Business: Statistical And Econometric Approach
Table 3:
Variable | Model | Parameter | Parameter estimate | Standard error | р-value |
Y | ARMA(1,1) | 61,81 | 13,05 | <0,0001 | |
−0,19 | 0,04 | 0,0105 | |||
0,79 | 0,17 | <0,0001 | |||
X1 | ARMA(1,0) | 601,52 | 74,72 | <0,0001 | |
0,75 | 0,12 | <0,0001 | |||
X2 | ARMA(1,0) | 215,88 | 15,11 | <0,0001 | |
0,32 | 0,13 | 0,0443 | |||
X3 | ARMA(1,0) | 851,47 | 79,91 | <0,0001 | |
0,77 | 0,11 | <0,0001 |