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

Inverted MA Roots

0.920