| Variable | Coefficien... | Std.Error | t-Statistic | Prob. | |
| C | 0.015446 | 0.032642 | 0.473180 | 0.6361 | |
| AR(1) | 0.132176 | 0.025761 | 5.130849 | 0.0000 | |
| AR(4) | 0.864408 | 0.025451 | 33.96309 | 0.0000 | |
| MA(1) | −0.102980 | 0.026670 | −3.861254 | 0.0001 | |
| MA(4) | −0.825392 | 0.214554 | −3.847018 | 0.0001 | |
| MA(6) | −0.071629 | 0.014447 | −4.958038 | 0.0000 | |
| SIGMASQ | 1.993658 | 0.042715 | 46.67307 | 0.0000 | |
| R-squared | 0.028583 | Mean dependent var | 0.015023 | ||
| Adjusted R-squared | 0.025016 | S.D.dependent var | 1.433028 | ||
| S.E.of regression | 1.414991 | Akaike info criterion | 3.536882 | ||
| Sum squared resid | 3271.592 | Schwarz criterion | 3.559930 | ||
| Log likelihood | −2895.012 | Hannan-Quinn criter | 3.545430 | ||
| F-statistic | 8.013053 | Durbin-Watson stat | 1.955693 | ||
| Prob(F-static) | 0.000000 |
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| Inverted AR Roots | 1.00 | 0.03 − 0.96i | 0.03 − 0.96i | −0.93 | |
| Inverted MA Roots | 1.00 | 0.03 − 0.93i | 0.03 + 0.93i | −0.00 − 0.30i | |
| −0.00 + 0.30i | −0.95 | ||||