표 16 ARIMAX 모델 추정 결과(모형 3)

구분		Coef.	Std	Z	Prob
모형 3 ARIMAX (2,1,0)	Intercept	0.040	0.029	1.384	0.166
	X1	0.011	0.004	3.205	0.001***
	AR.L1	1.131	0.077	14.664	0.000***
	AR.L2	-0.334	0.120	-2.784	0.005***
	SIGMA	0.086	0.007	12.715	0.000***
	BIC	71.48
	AIC	57.58

주 : 1) p<0.01.
2) ARIMAX, autoregressive integrated moving average with exogenous variable; BIC, Bayesian information criterion; AIC, Akaike information criterion.