Table 7.

Model parameters.

	Coefficient	Standard deviation	t	p>|t|	0.025	0.975
Constant	4.006	0.553	7.244	0	2.922	5.089
ma.L1.D.data	−0.142	0.092	−1.535	0.125	−0.322	0.039
ma.L2.D.data	−0.278	0.086	−3.222	0.001	−0.447	−0.109
ma.L3.D.data	−0.425	0.081	−5.219	0	−0.585	−0.265
ma.L4.D.data	−0.311	0.085	−3.664	0	−0.478	−0.145
ma.L5.D.data	0.156	0.101	1.538	0.124	−0.043	0.355

Note: ***, ** and × represent the significance level of 1%, 5% and 10% respectively.