ARIMA (p, d, q)

ARIMA (2, 1, 6)

AR root

MA root

T statistics

P values

R2

Adjust R2

AIC values

c

0.107368

/

/

3.942512

0.0003

0.51

0.43

−1.57

ø1

0.649666

0.32 − 0.79i

/

6.178984

0.0000

ø2

−0.72295

0.32 + 0.79i

/

−6.9894

0.0000

θ1

−0.28109

/

0.80 − 0.56i

−4.74164

0.0000

θ2

0.281228

/

0.80 + 0.56i

5.520832

0.0000

θ3

0.256032

/

0.16 + 0.98i

3.921277

0.0003

θ4

0.24948

/

0.16 − 0.98i

4.931633

0.0000

θ5

−0.30336

/

−0.82 − 0.55i

−5.48566

0.0000

θ6

0.928133

/

−0.82 + 0.55i

33.26811

0.0000