Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

0.181642

0.007415

24.49518

0.0000

MA(6)

−0.860269

0.058949

−14.59342

0.0000

R-squared

0.327539

Mean dependent var

0.173912

Adjusted R-squared

0.305847

S.D. dependent var

0.082022

S.E. of regression

0.068337

Akaike info criterion

−2.470036

Sum squared resid

0.144769

Schwarz criterion

−2.379339

Log likelihood

42.75559

Hannan-Quinn criter.

−2.439519

F-statistic

15.09936

Durbin-Watson stat

1.749398

Prob (F-statistic)

0.000501

Inverted MA Roots

0.98

0.49 − 0.84i

0.49 + 0.84i

−0.49 − 0.84i

−0.49 + 0.84i

−0.98