Variable | Coefficient | Std. Error | t-Statistic | Prob. |
AR(1) | −0.975462 | 0.092035 | −10.59886 | 0.0000 |
MA(1) | −0.112155 | 0.392838 | −0.285499 | 0.7779 |
MA(2) | −1.351197 | 0.321985 | −4.196466 | 0.0004 |
MA(3) | −0.019281 | 0.229386 | −0.084056 | 0.9338 |
MA(4) | 0.535264 | 0.338517 | 1.581204 | 0.1281 |
SIGMASQ | 182243.2 | 75505.24 | 2.413650 | 0.0246 |