Table 2.
Parameter estimation and testing of literature case
| Parameter | Value | Error | t-Statistic |
|---|---|---|---|
| Constant | 2.44949 | 1.84992 | 1.32411 |
| AR{1} | 0.303464 | 0.110981 | 2.73438 |
| MA{1} | −0.722583 | 0.0795293 | −9.08575 |
| Variance | 11,995.1 | 779.512 | 15.3879 |
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