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