Variable

Coefficient

p-value

Constant         

AR (1)

0.830

0.000000036

MA (1)

−1.324

0.000000000060

MA (2)

0.404

0.10

MA (3)

0.529

0.019

MA (4)

−0.827

0.0013

MA (5)

0.634

0.00015