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

Table 5

Holt’s linear trend model.

Parameters
Alpha
Beta
Gamma
Initial parameters
Initial level
Initial trend
Initial state 1
Initial state 2
Initial state 3
Initial state 4
Initial state 5
Initial state 6
Compact log-likelihood
Log-likelihood
Akaike Information Criterion
Schwarz criterion
Hannan-Quinn criterion
Sum of squared residuals
Root mean squared error
Average mean squared error