Table 6.

Estimated parameters and test statistics for the ARIMA (11,1,9) model fitted using the training data.

AR(p) and MA(q) Models	Estimate	Std. Error	z value	Pr(>|z|)
AR(1)	-0.1755	0.21019	-0.8351	0.403666
AR(2)	-0.1417	0.14252	-0.9941	0.320163
AR(3)	-0.3442	0.13824	-2.4897	0.0127865*
AR(4)	-0.3585	0.05584	-6.4207	1.36E-10***
AR(5)	-0.7355	0.09814	-7.4937	6.69E-14***
AR(6)	-0.5427	0.17467	-3.1073	0.001888**
AR(7)	0.1981	0.14059	1.4087	0.158917
AR(8)	-0.4069	0.17538	-2.3203	0.020325*
AR(9)	-0.2583	0.05284	-4.8892	1.01E-06***
AR(10)	-0.1931	0.09173	-2.1051	0.035283*
AR(11)	0.0702	0.08440	0.8321	0.405334
MA(1)	-0.9170	0.20841	-4.4000	1.08E-05***
MA(2)	0.0252	0.25876	0.0973	0.922452
MA(3)	0.6393	0.12613	5.0680	4.02E-07***
MA(4)	-0.5061	0.21405	-2.3644	0.01806*
MA(5)	0.5584	0.09537	5.8550	4.77E-09***
MA(6)	-0.1260	0.11157	-1.1293	0.258779
MA(7)	-0.5921	0.08531	-6.9405	3.91E-12***
MA(8)	0.7162	0.20083	3.5664	0.000362***
MA(9)	-0.4938	0.18228	-2.7089	0.00675**