Table 2.
Variable | Coefficient | s.e. | t statistic | P value | 95% CI |
---|---|---|---|---|---|
AR(1) | −0·8104 | 0·0772 | −10·49 | <0·0001 | −0·9619 to −0·6590 |
AR(2) | −0·5449 | 0·1018 | −5·35 | <0·0001 | −0·7446 to −0·3452 |
AR(3) | −0·2358 | 0·8320 | −2·84 | 0·0050 | −0·3989 to −0·0728 |
Seasonal MA(1) | −0·2836 | 0·0988 | −2·87 | <0·0001 | −0·8832 to −0·4267 |
ARIMA, Autoregressive integrated moving average; CI, confidence interval; AR, autoregression; MA, moving average.