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 |