r(t) = 0.0091 + 0.116r(t−1) − 0.019r(t−2) − 0.104r(t−3) + ˆa(t) , ˆσa = 0.054.
The standard errors of the coefficients are 0.002, 0.032, 0.032, and 0.032, respectively.
Except for the lag-2 coefficient, all parameters are statistically significant at
the 1% level.