Table 2. Optimisation of the autocorrelation function, showing the auto-regressive (AR, φ n) and moving-average (MA, θ n) correlation parameters for models of increasing order.
AR order (p) | MA order (q) | φ 1 | φ 2 | θ 1 | AIC |
0 | 0 | 1969.509 | |||
1 | 0 | 0.17668 | 1772.993 | ||
1 | 1 | −0.07139 | 0.29979 | 1774.255 | |
2 | 0 | 0.28949 | −0.14868 | 1773.324 |