e051108

実効為替レート(実質)


Call:
arima(x = ty1, order = c(2, 1, 2), seasonal = list(order = c(1, 1, 1), period = 12))

Coefficients:
ar1 ar2 ma1 ma2 sar1 sma1
0.0320 0.1308 0.2835 -0.1356 0.0574 -1.0000
s.e. 0.5308 0.1277 0.5293 0.2054 0.0481 0.0296

sigma^2 estimated as 6.738: log likelihood = -1086.68, aic = 2187.36