This is a pretty simple question but didn't find anything relevant here, so hope it's not a duplicate.
statsmodels python library to find the best parameters (minimizing the AIC) for an ARIMA model and the result of the fitting with such parameters set [(1,1,1)x(1,1,0,12)] on the data is:
Now, while that model will minimize the AIC value, I see some coefficients with p-values that indicate non statistical significance (ar1 with 0.966 and ar.S with 0.543). What does that mean? Should I set those coefficients to 0 or the corresponding parameters and refit the model?
Any hint or clarification is greatly appreciated.