Research Article

Modelling Customs Revenue in Ghana Using Novel Time Series Methods

Table 2

Summary of ARIMA (0, 1, 1) model.

ARIMA (0, 1, 1) with drift
CoefficientsSE

MA 10.0933
Drift8.69172.5850
Sigma2 estimate2245.00
Log likelihood563.75
AIC1133.50
BIC1141.52
Ljung–Box test p-value of residuals0.01469