e061301

　　　　　　　　　　貸出約定平均金利

期間　７６年１月～０８年５月

Call:
arima(x = ty1, order = c(2, 1, 2), seasonal = list(order = c(1, 1, 1), period = 12))

Coefficients:
ar1 ar2 ma1 ma2 sar1 sma1
0.5786 0.2370 0.6585 0.0780 -0.0794 -1.000
s.e. 1.9459 1.6442 1.9536 0.8001 0.0523 0.045

sigma^2 estimated as 0.001744: log likelihood = 636.22, aic = -1258.43