1 Hannan Rissanen

Data     <- read_excel("total_kunjungan_mancanegara.xlsx")
Visitors <- Data$Visitors

# hannan(x, p, q)

Main   <- c("diff",6)
er     <- Resid(Visitors, Main)
result <- hannan(er,1,1)
print(result)

## $phi
## [1] 0.7920423
## 
## $theta
## [1] 1.076769
## 
## $sigma2
## [1] 62319274586
## 
## $aicc
## [1] 762.8153
## 
## $se.phi
## [1] 0.1281155
## 
## $se.theta
## [1] 1.00091

Where

x is The time series data (from Resid)
p is AR order
q is MA order
phi is Vector of AR coefficients
theta is Vector of MA coefficients
sigma2 is White noise variance
aicc is Akaike information criterion corrected
se.phi is Standard errors for the AR coefficients
se.theta is Standard errors for the MA coefficients