Dependent Variable: DLOG(CPI,1,4)
Method: Least Squares
Date: 05/28/12 Time: 07:16
Sample (adjusted): 1993Q2 2011Q4
Included observations: 75 after adjustments
Convergence achieved after 19 iterations
Variable Coefficient Std. Error t-Statistic Prob.
AR(1) 0.443960 0.107356 4.135420 0.0001
AR(2) 0.442303 0.121503 3.640280 0.0005
AR(4) -0.248366 0.124000 -2.002952 0.0490
SAR(4) -0.443534 0.132431 -3.349186 0.0013
R-squared 0.449719 Mean dependent var -0.000988
Adjusted R-squared 0.426468 S.D. dependent var 0.015661
S.E. of regression 0.011861 Akaike info criterion -5.979306
Sum squared resid 0.009988 Schwarz criterion -5.855707
Log likelihood 228.2240 Durbin-Watson stat 2.069188
Inverted AR Roots .72 -.27i .72+.27i .58+.58i .58+.58i
-.50+.40i -.50 -.40i -.58 -.58i -.58 -.58i