Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| −0.988651 | 0.007213 | −137.0736 | 0.0000 |
R-squared | 0.524603 | Mean dependent var. | 7.97E−05 | |
Adjusted R-squared | 0.524603 | S.D. dependent var. | 0.019016 | |
S.E. of regression | 0.013112 | Akaike info criterion | −5.826493 | |
Sum squared residual | 0.041087 | Schwarz criterion | −5.811990 | |
Log likelihood | 700.1792 | Hannan-Quinn criter. | −5.820650 | |
Durbin-Watson statistic | 2.127480 |
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Inverted MA roots | 0.99 |
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