Variable

Coefficient

Std. Error

t-Statistic

Prob.

AR(2)

0.421881

0.154933

2.722988

0.0105

MA(2)

−0.999832

0.064801

−15.42919

0.0000

R-squared

0.362551

Mean dependent var

0.001230

Adjusted R-squared

0.341989

S.D. dependent var

0.054525

S.E. of regression

0.044229

Akaike info criterion

−3.340168

Sum squared resid

0.060643

Schwarz criterion

−3.249471

Log likelihood

57.11277

Hannan-Quinn criter.

−3.309651

Durbin-Watson stat

2.053145

Inverted AR Roots

0.65

−0.65

Inverted MA Roots

1.00

−1.00