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