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