AR(5) | MA(5) | ||||||
Coefficient | Estimate | Std Error | t-value | Coefficient | Estimate | Std Error | t-value |
Constant
|
0.0136 |
0.0029 |
4.75 | Constant
|
0.0228 |
0.0042 |
5.42 |
| 0.1745 | 0.0599 | 2.91 |
| −0.1741 | 0.0602 | −2.89 |
| 0.1220 | 0.0607 | 2.01 |
| −0.1756 | 0.0612 | −2.87 |
| −0.0015 | 0.0612 | −0.02 |
| −0.0156 | 0.0621 | −0.25 |
| −0.0895 | 0.0607 | −1.47 |
| 0.0656 | 0.0612 | 1.07 |
| 0.1965 | 0.0603 | 3.26 |
| −0.1711 | 0.0606 | −2.82 |
| 0.0022 |
| 0.0022 |