Parameter estimation | ||||
type | coefficient | SE coefficient | T | P |
AR (1) | −0.0010 | 0.1179 | −0.01 | 0.993 |
AR (2) | −0.1696 | 0.1168 | −1.45 | 0.151 |
AR (3) | −0.2903 | 0.1191 | −2.44 | 0.017 |
constant | 4920.1 | 293.7 | 16.75 | 0.000 |
mean | 3367.6 | 210 |
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No. of obs. | 70 | |||
residual SE (sample error) = 3,982,968.3 MS (mean square) = 6,034,800.0 DF(degree of freedom) = 66.0 |