Model

Parameter

Estimate

s.e

z-ratio

p-value

AIC

ARIMA(1,1,0)

${\phi }_1$

0.0786

0.0192

4.0895

4.3230e⁻⁵

−7588.08

ARIMA(0,1,1)

${\theta }_1$

0.0744

0.0187

3.9858

6.7250e⁻⁵

−7587.19

ARIMA(1,1,1)

${\phi }_1$

0.4172

0.1810

2.3056

0.0211

−7586.04

${\theta }_1$

−0.3412

0.1876

−1.8191

0.0689