Variable

Coefficient

Std. Error

t-Statistic

Prob.

AR(1)

0.905546

0.021213

42.68819

0.0000

SIGMASQ

2.345048

0.090938

25.78739

0.0000

R-squared

0.822339

Mean dependent var

−4.34E−15

Adjusted R-squared

0.821631

S.D. dependent var

3.640318

S.E. of regression

1.537444

Akaike info criterion

3.712771

Sum squared resid

593.2971

Schwarz criterion

3.740703

Log likelihood

−467.6656

Hannan-Quinn criter.

3.724009

Durbin-Watson stat

2.021312

Inverted AR Roots

.91