Model | Variable | Coefficient | t-Statistic | Prob | Adjusted R-squared | AIC | SC |
AR(1)MA(1) | AR(1) | 0.912716 | 16.04045 | 0.0000 | 0.153379 | −3.963158 | −3.846208 |
MA(1) | −0.946758 | −25.50664 | 0.0000 | ||||
AR(1)MA(2) | AR(1) | 0.902022 | 13.45634 | 0.0000 | 0.148997 | −3.938801 | −3.782868 |
MA(1) | −0.812512 | −4.859949 | 0.0000 | ||||
MA(2) | −0.129789 | −0.821248 | 0.4159 | ||||
AR(2)MA(1) | AR(1) | 1.046339 | 6.219181 | 0.0000 | 0.136415 | −3.918400 | −3.760941 |
AR(2) | −0.143460 | −0.919842 | 0.3628 | ||||
MA(1) | −0.946134 | −21.57116 | 0.0000 | ||||
AR(2)MA(2) | AR(1) | 0.207469 | 0.189544 | 0.8506 | 0.715318 | −5.231306 | −5.097991 |
AR(2) | 0.683526 | 0.680705 | 0.4998 | ||||
MA(1) | −0.514549 | −0.498525 | 0.6207 | ||||
MA(2) | −0.974222 | −0.765656 | 0.4482 |