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Table 4 Estimate Parameters of ARIMA Model for CPI

From: Modeling inflation rate factors on present consumption price index in Ethiopia: threshold autoregressive models approach

Model	Variable	Estimate	Std.error	Z –Value	P value
ARIMA (1,1,1)(1,0,1)12	AR(1)	0.317	0.057	5.468	< 0.001
	MA(1)	−0.096	0.017	−5.820	< 0.001
	SAR(1)	0.125	0.058	2.141	0.0323
	SMA(1)	0.056	0.054	−1.037	0.001
ARMA (1,1)	Constant	0.276	0.061	4.524	< 0.001
	AR(1)	0.468	0.049	9.406	< 0.001
	MA(1)	−0.043	0.354	0.121	< 0.001
ARIMA(2,1)	Constant	−0.006	0.076	−0.079	0.028
	AR(2)	0.807	0.049	−16.469	< 0.001
	MA(1)	−0.491	0.049	1.002	< 0.001

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