AR(1) Model

MA(1) Model

Coefficient

Estimate

Std Error

t-value

Coefficient

Estimate

Std Error

t-value

${\varphi }_1$

−0.2369

0.0816

−2.90

${\theta }_1$

0.2581

0.0811

3.18

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

0.0002

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

0.0002