Dependent Variable: H
Method: ARMA Maximum Likelihood (OPG - BHHH)
Date: 05/03/16 Time: 16:37
Sample: 1 136
Included observations: 136
Convergence achieved after 1 iteration
Coefficient covariance computed using outer product of gradients
Variable Coefficient Std. Error t-Statistic Prob.
Z 1.755715 0.187819 9.347895 0.0000
C 14193.18 1033.995 13.72655 0.0000
AR(1) 0.870901 0.041670 20.89991 0.0000
SIGMASQ 1193949. 101843.7 11.72334 0.0000
R-squared 0.911017 Mean dependent var 20671.32
Adjusted R-squared 0.908995 S.D. dependent var 3676.568
S.E. of regression 1109.112 Akaike info criterion 16.89992
Sum squared resid 1.62E+08 Schwarz criterion 16.98559
Log likelihood -1145.195 Hannan-Quinn criter. 16.93474
F-statistic 450.4779 Durbin-Watson stat 1.801481
Prob(F-statistic) 0.000000
Inverted AR Roots .87
残差么,具体代表Arma中的哪项呢