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Parameter estimates of the ARIMA (2,1,2) Model
| Parameter | Estimate | Std. error | Z-statistic | Confidence interval | |
|---|---|---|---|---|---|
| ar1 (ϕ) | − 0.29 | 0.11 | − 2.51 | − 0.51 | − 0.06 |
| ar2 (ϕ) | 0.68 | 0.10 | 6.25 | 0.47 | 0.90 |
| ma1 (θ) | 0.02 | 0.08 | 0.24 | − 0.13 | 0.17 |
| ma2 (θ) | 0.87 | 0.07 | − 12.49 | − 1.00 | − 0.73 |
