S/No.

i

AR(2) Model

i

MA(2) Model

${\widehat{\varphi }}_i$

$std\left({\widehat{\varphi }}_i\right)$

t-value

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

${\widehat{\theta }}_i$

$std\left({\widehat{\theta }}_i\right)$

t-value

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

1

1

−0.3241

0.0943

−3.44

1.1220

1

0.3105

0.0954

3.25

1.1020

2

−0.3612

0.0953

−3.79

2

0.3286

0.0958

3.43

2

1

−0.2162

0.0961

−2.25

1.0890

1

0.2218

0.0974

2.28

1.0900

2

−0.3130

0.0964

−3.25

2

0.2563

0.0975

2.63

3

1

−0.2127

0.0974

−2.18

0.8725

1

0.2718

0.0975

2.79

0.8520

2

−0.3010

0.0973

−3.09

2

0.2762

0.0975

2.83

4

1

−0.3098

0.0944

−3.28

0.9103

1

0.3323

0.0979

3.39

0.9220

2

−0.3606

0.0945

−3.82

2

0.2468

0.0981

2.52

5

1

−0.2619

0.0934

−2.81

1.1780

1

0.2009

0.0960

2.09

1.2210

2

−0.3873

0.0934

−4.15

2

0.3390

0.0963

3.52

6

1

−0.2957

0.0909

−3.25

0.8452

1

0.2356

0.0946

2.49

0.8851

2

−0.4419

0.0916

−4.82

2

0.3531

0.0953

3.71

7

1

−0.2177

0.0961

−2.26

1.0073

1

0.2896

0.0961

3.02

0.9750

2

−0.3064

0.0962

−3.18

2

0.3080

0.0961

3.21

8

1

−0.2970

0.0949

−3.13

0.9185

1

0.3579

0.0972

3.68

0.9009

2

−0.3395

0.0951

−3.57

2

0.2726

0.0972

2.80

9

1

−0.2634

0.0953

−2.76

1.092

1

0.2035

0.0983

2.07

1.1390

2

−0.3477

0.0956

−3.64

2

0.2255

0.0983

2.29

10

1

−0.3409

0.0947

−3.60

0.9556

1

0.3399

0.0992

3.43

0.9664

2

−0.3476

0.0949

−3.66

2

0.2084

0.1017

2.05