Model information: | ||||
parameters: | s.e. | sigma2 | log likelihood | AIC |
ar1 = −1.0536 ar2 = −0.9947 ma1 = 1.0907 ma2 = 0.9983 | 0.0881 0.0258 0.1881 0.1942 | 198,508 | −264.47 | 538.93 |