LM (−1)

0.010318

[0.22370]

−0.094089**

[−2.08902]

@TREND (60)

−0.000113

[−0.47249]

0.000261

[1.31359]

C

−5.014693

−5.078706

Determinant resid covariance (dof adj.)

1.25E−09

1.21E−09

3.65E+03

−9.11E+00

−8.93E+00

1.24E−09

Determinant resid covariance

1.18E−09

Log likelihood

3.59E+03

Akaike information criterion

−9.09E+00

Schwarz criterion

−8.82E+00

alpha 1

−0.036674

[−7.07928]

−0.029783

[−6.42945]

alpha 2

0.01037

[1.07751]

−0.037166

[−4.33697]

alpha 3

0.033386

[1.51627]

−0.007474

[−0.35567]

alpha 4

−0.020353

[−1.10413]

−0.048309

[−2.45459]