| 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 |