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 | ā4.34Eā15 | |
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 | ā467.6656 | Hannan-Quinn criter. | 3.724009 | |
Durbin-Watson stat | 2.021312 |
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Inverted AR Roots | .91 |
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