Parameter | Estimation | Standard error | t value | Approximate Pr > |t| | Lag |
---|---|---|---|---|---|
MA1,1 | 0.30118 | 0.04524 | 6.66 | <.0001 | 2 |
MA1,2 | 0.36505 | 0.04345 | 8.40 | <.0001 | 3 |
MA1,3 | −0.14669 | 0.04209 | −3.49 | 0.0006 | 5 |
MA1,4 | −0.21579 | 0.03792 | −5.69 | <.0001 | 6 |
MA1,5 | 0.65310 | 0.03797 | 17.20 | <.0001 | 7 |
AR1,1 | −0.68602 | 0.05706 | −12.02 | <.0001 | 1 |
AR1,2 | −0.31708 | 0.06558 | −4.83 | <.0001 | 2 |