Table 6.
Parameter estimates of the ARIMA (0,1,2) model
| Parameter | Estimate | Std. Error | t | p value |
|---|---|---|---|---|
| MA (1) | −0.72742 | 0.121841 | −5.97022 | 0.000010 |
| MA (2) | −0.90289 | 0.0876436 | −10.3019 | 0.000000 |
| Mean | 1313.25 | 462.68 | 2.83836 | 0.010507 |
| Constant | 1313.25 |
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