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 |