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 orderq is MA orderphi is Vector of AR coefficientstheta is Vector of MA coefficientssigma2 is White noise varianceaicc is Akaike information criterion correctedse.phi is Standard errors for the AR coefficientsse.theta is Standard errors for the MA coefficients