Parameter

Estimated

Standard error

t

P-value

AR (1)

0.798581

0.0463091

17.2446

0.000

MA (1)

1.97525

0.00726258

271.977

0.000

MA (2)

−1.00211

0.010447

−95.9235

0.000

Estimated variance of white noise = 2.28597E7 with 64 degrees of freedom. Estimated standard deviation of white noise = 4781.19. Number of iterations: 21