Dependent Variable: LOG(Y)
Method: Least Squares
Date: 03/18/12 Time: 14:34
Sample (adjusted): 1995Q2 2011Q4
Included observations: 67 after adjustments
Convergence achieved after 9 iterations
Variable Coefficient Std. Error t-Statistic Prob.
C -1.514036 0.875055 -1.730218 0.0886
X1 0.003278 0.002527 1.297120 0.1994
X2 0.525178 0.142449 3.686780 0.0005
X3 -0.013303 0.017436 -0.762950 0.4484
ar(1) 0.986600 0.020078 49.13875 0.0000
R-squared 0.983711 Mean dependent var -0.874449
Adjusted R-squared 0.982660 S.D. dependent var 0.177436
S.E. of regression 0.023365 Akaike info criterion -4.603443
Sum squared resid 0.033848 Schwarz criterion -4.438913
Log likelihood 159.2153 Hannan-Quinn criter. -4.538338
F-statistic 936.0465 Durbin-Watson stat 1.966890
Prob(F-statistic) 0.000000
Inverted AR Roots .99
请问Inverted AR Roots ?这个值有什么含义。只知道当这个值等于1的时候,AR过程是不稳定的,可是趋近于1,如这儿的0.99呢?是好是坏