Modelling the Impact of Government Policies on Import on Domestic Price of Indian Gold Using ARIMA Intervention Method

Table 4

Intervention ARIMA model parameter estimation.

Variable	Coefficient	Std. error	-statistic	Prob.
General mean ()
Impact ()
Slope
AR(1) coefficient
MA(1) coefficient
-squared	0.421113
Adjusted -squared
SE of regression
Sum squared resid.
Log-likelihood
Durbin-Watson stat.
Mean dependent var.
SD dependent var.
Akaike info. criterion
Schwarz criterion
Hannan-Quinn criter.

1 stands for the order of AR and MA.