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

Inverted AR Roots

0.59