Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

0.633775

0.242930

2.608884

0.0093

AR(1)

0.645407

0.030837

20.92942

0.0000

AR(2)

-0.868277

0.024150

-35.95392

0.0000

AR(3)

0.708063

0.038789

18.25408

0.0000

AR(7)

0.163455

0.035219

4.641170

0.0000

AR(9)

0.200029

0.029873

6.695929

0.0000

AR(12)

0.088303

0.023266

3.795379

0.0002

MA(1)

0.110951

0.008731

12.70838

0.0000

MA(2)

0.984474

0.008594

114.5507

0.0000