Variable

Coefficient

Std. Error

t-Statistic

Prob.  

C

0.058550

0.042974

1.362448

0.1776

AR(1)

0.717053

0.115272

6.220547

0.0000

MA(1)

-0.611429

0.159185

-3.841010

0.0003

R-squared

0.235579

    Mean dependent var

0.094329

Adjusted R-squared

0.212761

    S.D. dependent var

0.277505

S.E. of regression

0.246221

    Akaike info criterion

0.076736

Sum squared resid

4.061854

    Schwarz criterion

0.173100

Log likelihood

0.314253

    Hannan-Quinn criter.

0.115013

F-statistic

10.32402

    Durbin-Watson stat

1.837761

Prob(F-statistic)

0.000123