Sample (adjusted): 1997Q2 2016Q1 Included observations: 76 after adjustments Convergence achieved after 10 iterations MA Backcast: 1997Q1 Sample (adjusted): 1997Q2 2016Q1 | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
AR (1) | 0.555378 | 0.122424 | 4.536497 | 0.0000 |
MA (1) | 0.456640 | 0.134248 | 3.401468 | 0.0011 |
R-squared | 0.579268 | Mean dependent var | −0.003815 | |
Adjusted R-squared | 0.573582 | S.D. dependent var | 0.205956 | |
S.E. of regression | 0.134491 | Akaike info criterion | −1.148676 | |
Sum squared resid | 1.338498 | Schwarz criterion | −1.087341 | |
Log likelihood | 45.64970 | Hannan-Quinn criter. | −1.124164 | |
Durbin-Watson stat | 1.894332 |
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