ARIMA(5,2,0)

ARIMA((5)),2,0)

ARIMA((5)),2,1)

ARIMA(0,2,(5))

ARIMA(1,2,(5))

$x_{t-1}$

0.3425

0

0

0

0.2995

$x_{t-2}$

−0.1686

0

0

0

0

$x_{t-3}$

−0.1941

0

0

0

0

$x_{t-4}$

0.2205

0

0

0

0

$x_{t-5}$

−0.5144

−0.4179

−0.4654

0

0

${\epsilon }_{t-1}$

0

0

0.3867

0

0

${\epsilon }_{t-2}$

0

0

0

0

0

${\epsilon }_{t-3}$

0

0

0

0

0

${\epsilon }_{t-4}$

0

0

0

0

0

${\epsilon }_{t-5}$

0

0

0

−0.4494

−0.4456

AIC

−130.41

−131.52

−133.66

−131.46

−132.18

p值

0.9918

0.9743

0.4321

0.7838

0.8156

0.9868

0.3678

0.6491

0.5479

0.8109