Results: ARMA | |||
Model | ARMA | BIC: | 417.466 |
AIC: | 412.7155 | HQIC: | 414.374 |
Coef. | t | P > |t| | |
const | 1113.831 | 66.6007 | 0.0000 |
ar.L1.amount | 0.3251 | 2.0318 | 0.05 |
Real | Imaginary | Modulus | |
AR.1 | 3.0763 | 0.0000 | 3.0763 |