S/No.

i

MA(2) Model

i

AR(2) Model

${\widehat{\theta }}_i$

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

t-value

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

${\widehat{\varphi }}_i$

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

t-value

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

1

1

0.3427

0.0981

3.49

1.0136

1

−0.2615

0.0967

−2.70

1.0450

2

0.2862

0.0984

2.91

2

−0.3528

0.0971

−3.63

2

1

0.3513

0.0943

3.72

1.0510

1

−0.2013

0.0964

−2.09

1.1560

2

0.3412

0.0943

3.62

2

−0.3011

0.0966

−3.12

3

1

0.3902

0.0929

4.20

1.1770

1

−0.3004

0.0953

−3.15

1.2770

2

0.3940

0.0933

4.23

2

−0.3500

0.0953

−3.67

4

1

0.3629

0.0967

3.75

1.0590

1

−0.2879

0.0973

−2.96

1.1230

2

0.2958

0.0970

3.05

2

−0.2709

0.0973

−2.78

5

1

0.3322

0.0977

3.40

0.9375

1

−0.2472

0.0970

−2.55

0.9769

2

0.2830

0.0977

2.90

2

−0.2901

0.0994

−2.92

6

1

0.4133

0.0975

4.24

0.9956

1

−0.3220

0.0963

−3.34

1.0670

2

0.2674

0.0991

2.70

2

−0.3053

0.0962

−3.17

7

1

0.2955

0.0983

3.01

0.9634

1

−0.2575

0.0967

−2.66

0.9719

2

0.2476

0.0990

2.50

2

−0.2996

0.0983

−3.05

8

1

0.3655

0.0987

3.70

1.0770

1

−0.3685

0.0933

−3.95

1.0540

2

0.2279

0.0987

2.31

2

−0.3906

0.0941

−4.15

9

1

0.3554

0.0976

3.64

1.2330

1

−0.3564

0.0954

−4.74

1.2280

2

0.2808

0.0978

2.87

2

−0.3401

0.0961

−3.54

10

1

0.2389

0.0958

2.49

1.0290

1

−0.2598

0.0940

−2.76

1.0260

2

0.3301

0.0963

3.43

2

−0.3869

0.0941

−4.11