Dependent Variable: Y
Method: ARMA Maximum Likelihood (OPG - BHHH)
Date: 01/03/22 Time: 21:21
Sample: 1978 2020
Included observations: 43
Convergence achieved after 24 iterations
Coefficient covariance computed using outer product of gradients
Variable Coefficient Std. Error t-Statistic Prob.
AR(1) 1.928339 0.086879 22.19569 0.0000
AR(2) -0.931420 0.093453 -9.966776 0.0000
SIGMASQ 1.51E+08 19815506 7.627541 0.0000
R-squared 0.998355 Mean dependent var 242739.9
Adjusted R-squared 0.998273 S.D. dependent var 306695.7
S.E. of regression 12746.74 Akaike info criterion 22.03885
Sum squared resid 6.50E+09 Schwarz criterion 22.16173
Log likelihood -470.8354 Hannan-Quinn criter. 22.08417
Durbin-Watson stat 1.509453
Inverted AR Roots .96-.04i .96+.04i
这里特征根各两个数是代表什么?