Table 4 Estimation of model parameters for any OI
Model | Model parameter | Coefficient | p-value |
|---|---|---|---|
Arima(1,1,1) | constant | −0.26 | <0.0001 |
AR(1) | 0.28 | 0.008 | |
MA(1) | −0.88 | <0.0001 | |
Sigma | 3.2 | <0.0001 | |
Arima(1,1,2) | constant | −0.23 | <0.0001 |
AR(1) | 0.73 | <0.0001 | |
MA(1) | −1.41 | 0.999 | |
MA(2) | −0.41 | 0.999 | |
Sigma | 2.99 | 0.499 | |
Arima(2,1,1) | constant | −0.23 | <0.0001 |
AR(1) | 0.32 | <0.0001 | |
AR(2) | 0.19 | 0.045 | |
MA(1) | −1.0 | 0.981 | |
Sigma | 2.98 | 0.481 |