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

Inverted MA roots

0.99