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] |