Variable | Coefficient | Std. Error | t-Statistic | Prob. |
MA(1) | −0.922 | 0.053 | −17.257 | 0.000 |
R-squared | 0.380 | Mean dependent var | 0.004 | |
Adjusted R-squared | 0.380 | S.D. dependent var | 0.129 | |
S.E. of regression | 0.102 | Akaike info criterion | −1.697 | |
Sum squared resid | 0.248 | Schwarz criterion | −1.648 | |
Log likelihood | 22.213 | Hannan-Quinn criter | −1.684 | |
Durbin-Watson stat | 1.731 |
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Inverted MA Roots | 0.920 |
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