Variable | Coefficient | Std. Error | t-Statistic | Prob. |
X | 1.065133 | 0.029248 | 36.41760 | 0.0000 |
AR(1) | 0.585735 | 0.016812 | 34.83961 | 0.0000 |
SIGMASQ | 22.46747 | 1.099700 | 20.43055 | 0.0000 |
R-squared | 0.875874 | Mean dependent var | 56.77683 | |
Adjusted R-squared | 0.874905 | S.D. dependent var | 13.47990 | |
S.E. of regression | 4.767679 | Akaike info criterion | 5.974734 | |
Sum squared resid | 5819.076 | Schwarz criterion | 6.015933 | |
Log likelihood | −770.7281 | Hannan-Quinn criter. | 5.991298 | |
Durbin-Watson stat | 2.290970 |
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Inverted AR Roots | 0.59 |
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