Coefficient

Std. error

T-statistic

Prob.

C

5.49866

0.87019

6.31889

0.0000

AR (1)

0.91789

0.02535

36.2081

0.0000

Adjusted R²

0.949322

F-statistic

113.0833^* (0.0000)

DW stat

2.484648