Mean Equation

Coefficient

Std. Error

z-Statistic

Prob.

C

0.007

0.009

0.777

0.440

AR(2)

−1.148

0.043

−26.795

0.000

AR(3)

−0.121

0.019

−6.385

0.000

AR(4)

−0.275

0.021

−13.166

0.000

AR(5)

−0.247

0.038

−6.567

0.000

AR(7)

−0.116

0.023

−5.067

0.000

MA(2)

0.946

0.013

74.912

0.000

SMA(7)

0.119

0.068

1.760

0.079

Variance Equation

C

0.005

0.002

1.946

0.052

RESID (−1)2

0.063

0.017

3.716

0.000

GARCH (−1)

0.936

0.015

60.744

0.000

Inverted AR Roots*

0.44−0.49i

0.44+0.49i

−0.01−0.90i

−0.01+0.90i

−0.11−0.71i

−0.11+0.71i

−0.64

Inverted MA Roots*

0.67+0.32i

0.67−0.32i

0.16+0.72i

0.16−0.72i