Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 0.004702 | 0.004017 | 1.170353 | 0.2421 |
AR(4) | −0.074992 | 0.028843 | −2.60001 | 0.0094 |
AR(6) | −0.107617 | 0.028693 | −3.75066 | 0.0002 |
AR(8) | −0.067521 | 0.028679 | −2.35439 | 0.0187 |
AR(10) | 0.087257 | 0.028434 | 3.068732 | 0.0022 |
MA(1) | −1.006921 | 0.006188 | −162.717 | 0 |
R^2 = 0.519025 | ||||
AIC = 8.056301 | ||||
SC = 8.081941 | ||||
D.W. = 1.992522 |