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