Dependent Variable: R1

Method: Least Squares

Date: 09/10/12 Time: 03:53

Sample (adjusted): 2/23/2007 12/30/2011

Convergence achieved after 3 iterations

Variable

Coefficient

Std. Error

t-Statistic

Prob.   

C

-0.001090

0.000921

-1.183921

0.2367

AR(11)

0.085662

0.028107

3.047695

0.0024

AR(14)

-0.057957

0.027961

-2.072782

0.0384

AR(17)

0.103783

0.027947

3.713601

0.0002

AR(18)

-0.080974

0.027934

-2.898749

0.0038

AR(22)

-0.074590

0.028146

-2.650073

0.0082

AR(29)

0.081863

0.028100

2.913293

0.0036

AR(33)

-0.073637

0.028114

-2.619202

0.0089

AR(34)

-0.073517

0.028168

-2.609944

0.0092

R-squared

0.051019

Mean dependent var

-0.001122

Adjusted R-squared

0.044847

S.D. dependent var

0.036130

S.E. of regression

0.035311

Akaike info criterion

-3.842006

Sum squared resid

1.533647

Schwarz criterion

-3.804800

Log likelihood

2389.123

Hannan-Quinn criter.

-3.828013

F-statistic

8.265945

Durbin-Watson stat

2.009378

Prob(F-statistic)

0.000000

Inverted AR Roots

.93+.09i

.93-.09i

.90+.24i

.90-.24i

.86+.42i

.76-.59i

.76+.59i

.63+.70i

.47-.82i

.47+.82i

.32+.88i

.14-.88i

.14+.88i

.00-.95i

-.20-.91i

-.20+.91i

-.34+.87i

-.54-.78i

-.54+.78i

-.66-.66i

-.75-.37i

-.75+.37i

-.77+.48i

-.84+.24i

-.84-.24i

-.93+.14i

-.93-.14i