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Parameters values used in the simulations. The first four models refer to P pre and P post, while the fifth model refers to RP.
| ARIMA | ϕ 1 | ϕ 2 | ϕ 3 | ϕ 4 | ϕ 5 | θ 1 | θ 2 | θ 3 |
|---|---|---|---|---|---|---|---|---|
| (4,1,2) | 0.52 | 0.35 | −0.04 | 0.11 | / | −0.07 | 0.12 | / |
| (5,1,3) | −0.66 | −0.3 | 0.24 | 0.01 | 0.14 | −0.08 | −0.19 | −0.29 |
| (2,2,0) | −0.08 | −0.25 | / | / | / | / | / | / |
| (1,1,1) | −0.15 | / | / | / | / | 0.12 | / | / |
| (0,1,1) | / | / | / | / | / | 0.3 | / | / |
