| Variable | c | AR (1) | MA (1) | MA (2) |
| Coeff. | −0.001446 | −0.039383 | 0.872595 | 0.323792 |
| Std. Error | 0.008692 | 0.298242 | 0.303090 | 0.215987 |
| R-squared | 0.441949 |
| Adj. R-squared | 0.424233 |
| Sigma2 | 0.001892 |
|
|
|
| Inverted AR Roots | −0.04 |
|
| |
| Inverted MA Roots | −0.44 − 0.37i | −0.44 + 0.37i |
| |