AR(5) SUBSET

MA(5) SUBSET

Coefficient

Estimate

Std Error

t-value

Coefficient

Estimate

Std Error

t-value

Constant

${\varphi }_0$

0.0126

0.0036

3.47

Constant

${\theta }_0$

0.0202

0.0038

5.31

${\varphi }_1$

0.1697

0.0599

2.83

${\theta }_1$

−0.1648

0.0404

−4.07

${\varphi }_2$

0.1092

0.0602

1.82

${\theta }_2$

−0.1793

0.0454

−3.95

${\varphi }_5$

0.1801

0.0594

3.03

${\theta }_5$

−0.1774

0.0388

−4.57

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

0.0022

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

0.0022