Model

Parameter

Estimate

s.e

z-ratio

p-value

AIC

ARIMA(1,1,0)

${\phi }_1$

−0.3498

0.0181

−19.363

<2.2e⁻¹⁶

−6928.94

ARIMA(2,1,0)

${\phi }_1$

−0.3925

0.0191

−20.5059

<2.2e⁻¹⁶

−6967.33

${\phi }_2$

−0.1220

0.0191

−6.3787

1.786e⁻¹⁰

ARIMA(0,1,2)

${\theta }_1$

−0.3956

0.0195

−20.2916

<2e⁻¹⁶

−6966.61

${\theta }_2$

0.0383

0.0193

1.9843

0.04722

ARIMA(2,1,1)

${\phi }_1$

−0.2709

0.1415

−1.9143

0.05558

−6966.08

${\phi }_2$

−0.0797

0.0544

−1.4655

0.14277

${\theta }_1$

−0.1236

0.1416

−0.8729

0.38272