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 |
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Inverted AR Roots | 0.65 | −0.65 |
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Inverted MA Roots | 1.00 | −1.00 |
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