Model

Parameter

Estimate

s.e

z-ratio

p-value

AIC

ARIMA(1,1,0)

${\phi }_1$

0.1014

0.0192

5.2866

1.246e-07

−9132.2

ARIMA(0,1,1)

${\theta }_1$

0.0963

0.0186

5.176

2.265e-07

−9130.87

ARIMA(1,1,1)

${\phi }_1$

0.2455

0.1523

1.6123

0.1069

−9131.12

${\theta }_1$

−0.1453

0.1550

−0.9369

0.3488