Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 0.693012 | 0.084694 | 8.182580 | 0.0000 |
AR(1) | 0.041558 | 0.131407 | 0.316255 | 0.0057 |
AR(2) | 0.271372 | 0.136115 | 1.993696 | 0.0625 |
AR(3) | 0.693298 | 0.120527 | 5.752216 | 0.0000 |
AR(5) | −1.333350 | 0.204919 | −6.506710 | 0.0000 |
MA(1) | −1.759018 | 0.074929 | −23.47577 | 0.0000 |
MA(3) | 0.564195 | 0.124849 | 4.519027 | 0.0003 |
MA(4) | 0.752938 | 0.098721 | 7.626926 | 0.0000 |
MA(5) | 0.348454 | 0.079011 | 4.410204 | 0.0004 |
MA(6) | −1.595127 | 0.197661 | −8.069998 | 0.0000 |
MA(7) | 0.691729 | 0.120259 | 5.752013 | 0.0000 |
R-squared | 0.900758 | Mean dependent var | −0.574836 | |
Adjusted -squared | 0.842381 | S.D. dependent var | 25.29851 | |
S.E. of regression | 10.04383 | Akaike info criterion | 7.738518 | |
Sum squared resid | 1714.936 | Schwarz criterion | 8.261884 | |
Log likelihood | −97.33925 | Hannan-Quinn criter. | 7.898516 | |
F-statistic | 15.42989 | Durbin-Watson stat | 1.942597 | |
Prob (F-statistic) | 0.000001 |
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