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Absolute value of difference of p and q estimates.
| Coefficients of the second ARMA(1,1 ) series |
|||||||||
|---|---|---|---|---|---|---|---|---|---|
| Correlation | (1,1) | (1,0.5) | (1,0) | (1,−0.5) | (1,−1) | (0.5,1) | (0,1) | (−0.5,1) | (−1,1) |
|
| |||||||||
| p = 0.3 | 0.0236 | 0.0262 | 0.0324 | 0.0661 | 0.1537 | 0.0895 | 0.1235 | 0.1372 | 0.1491 |
| p = 0.6 | 0.0190 | 0.0200 | 0.0275 | 0.0675 | 0.1520 | 0.0935 | 0.1192 | 0.1447 | 0.1525 |
