Type | Coef SE | Coef | T | P |
AR 1 | 0.6871 | 0.1227 | 5.60 | 0.000 |
AR 2 | −0.8856 | 0.1602 | −5.53 | 0.000 |
MA 1 | 1.3080 | 0.1486 | 8.80 | 0.000 |
MA 2 | −1.2325 | 0.2599 | −4.74 | 0.000 |
MA 3 | 0.5784 | 0.1438 | 4.02 | 0.000 |
Constant | −0.0140 | 0.3074 | −0.05 | 0.964 |