AR(5)

MA(5)

Coefficient

Estimate

Std Error

t-value

Coefficient

Estimate

Std Error

t-value

Constant

${\varphi }_0$

0.0136

0.0029

4.75

Constant

${\theta }_0$

0.0228

0.0042

5.42

${\varphi }_1$

0.1745

0.0599

2.91

${\theta }_1$

−0.1741

0.0602

−2.89

${\varphi }_2$

0.1220

0.0607

2.01

${\theta }_2$

−0.1756

0.0612

−2.87

${\varphi }_3$

−0.0015

0.0612

−0.02

${\theta }_3$

−0.0156

0.0621

−0.25

${\varphi }_4$

−0.0895

0.0607

−1.47

${\theta }_4$

0.0656

0.0612

1.07

${\varphi }_5$

0.1965

0.0603

3.26

${\theta }_5$

−0.1711

0.0606

−2.82

${\widehat{\sigma }}^2$

0.0022

${\widehat{\sigma }}^2$

0.0022