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 |