Table 4 Estimating a model and testing parameter significance

Model Constant AR1 AR2 MA1 MA2 MA3 L-jung Box p-value
ARIMA (0,0,2) 10,925.17 –1.370 –0.837 0.295 <0.05
ARIMA (0,0,3) 10,930.33 –1.394 –1.166 –0.652 0.887 <0.05
ARIMA (1,0,1) 11,016.21 0.901 -0.478 0.843 <0.05
ARIMA (1,0,2) 10,985.95 0.830 –0.642 –0.381 0.922 <0.05
ARIMA (2,0,0) 10,938.22 1.502 –0.663 0.951 <0.05
Source: Autoregressive Integrated Moving Average (ARIMA).
Note: AR, Autoregressive; MA, Moving Average.