| Variable | Coefficien... | Std.Error | t-Statistic | Prob. |
| C | 0.015984 | 0.026661 | 0.599531 | 0.5489 |
| AR(1) | 0.139715 | 0.031922 | 4.376760 | 0.0000 |
| AR(4) | 0.861118 | 0.024721 | 34.83371 | 0.0000 |
| AR(6) | −0.006711 | 0.021404 | −0.313540 | 0.7539 |
| MA(1) | −0.111201 | 0.038130 | −2.916342 | 0.0036 |
| MA(4) | −0.821925 | 0.207979 | −3.951966 | 0.0001 |
| MA(6) | −0.066874 | 0.021323 | −3.136214 | 0.0017 |
| SIGMASQ | 1.992629 | 0.044360 | 44.91946 | 0.0000 |
| R-squared | 0.029084 | Mean dependent var | 0.015023 | |
| Adjusted R-squared | 0.024922 | S.D.dependent var | 1.433028 | |
| S.E.of regression | 1.415059 | Akaike info criterion | 3.537763 | |
| Sum squared resid | 3269.905 | Schwarz criterion | 3.564103 | |
| Log likelihood | −2894.734 | Hannan-Quinn criter | 3.547531 | |
| F-statistic | 6.988063 | Durbin-Watson stat | 1.955300 | |
| Prob(F-static) | 0.000000 |
|
| |
| Inverted AR Roots | 1.00 | 0.09 | 0.03 − 0.96i | 0.03 + 0.96i |
| −0.09 | −0.93 | |||
| Inverted MA Roots | 1.00 | −0.03 − 0.93i | 0.03 + 0.93i | −0.00 − 0.29i |
| −0.00 + 0.29i | −0.95 | |||