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 |