Parameter

Estimate

Std Error

t-Statistic

Constant

−0.0003

0.0055

−0.0494

AR(1)

0.1064

0.2303

0.4622

AR(2)

0.5423

0.2234

2.4273

AR(3)

0.0277

0.0757

0.366

AR(4)

−0.7031

0.0729

−9.652

AR(5)

0.0806

0.2265

0.3558

AR(6)

0.8426

0.2163

3.896

MA(1)

−0.1625

0.2304

−0.7054

MA(2)

−0.5671

0.2374

−2.3886

MA(3)

0.0127

0.0852

0.1488

MA(4)

0.7652

0.0712

10.7484

MA(5)

−0.1797

0.2365

−0.7597

MA(6)

−0.8514

0.2529

−3.3666

MA(7)

0.0874

0.0380

2.2975

MA(8)

0.0383

0.0189

2.0253

MA(9)

−0.0402

0.0185

−2.1675

MA(10)

<0.001

0.0257

−0.001

MA(11)

0.0432

0.0242

1.7835

Variance

3.069

0.0503

61.0522