Variable

Coefficient

Std. Error

t-Statistic

Prob.

AR(1)

1.535694

0.116532

13.17828

0.0000

AR(2)

−0.777645

0.118049

−6.587454

0.0000

MA(1)

−0.954865

0.073601

−12.97348

0.0000

R-squared

0.656459

Mean dependent var

−14.19170

Adjusted R-squared

0.628976

S.D. dependent var

205.7096

S.E. of regression

125.3013

Akaike info criterion

12.60028

Sum squared resid

392510.4

Schwarz criterion

12.74301

Log likelihood

−173.4039

Hannan-Quinn criter.

12.64391

Durbin-Watson stat

1.854546