Value

Standard Error

t-statistic

p-value

Constant

−0.013543

0.012656

−1.0701

0.28457

AR {1}

1.6665

0.33923

4.9127

8.9848e−07

AR {2}

−0.96955

0.37197

−2.6065

0.0091471

AR {3}

0.24359

0.25324

0.96188

0.33611

MA {1}

−2

0.263

−7.6046

2.8578e−14

MA {2}

0.99999

0.38104

2.6244

0.0086805

Variance

0.26156

0.1157

2.2606

0.023784