Variable

Coefficient

Std. Error

t-Statistic

Prob.

AR (1)

−0.094988

0.04494

−2.11364

0.035

AR (2)

0.082117

0.0297

2.764861

0.0059

SIGMASQ

1.034962

0.029898

34.61627

0.0000

R-squared

0.013561

Mean dependent var

0.053676

Adjusted R-squared

0.009646

S.D. dependent var

1.025311

S.E. of regression

1.020354

Akaike info criterion

2.884124

Sum squared resid

524.7259

Schwarz criterion

2.909145

Log likelihood

−728.1255

Hannan-Quinn criter.

2.893937

Durbin-Watson stat

1.93839