Dependent Variable: Y
Method: Least Squares
Date: 09/09/10 Time: 20:10
Sample(adjusted): 7 201
Included observations: 195 after adjusting endpoints
Convergence achieved after 17 iterations
Backcast: -3 6
Variable Coefficient Std. Error t-Statistic Prob.
AR(1) 0.327373 0.060503 5.410875 0.0000
AR(4) 0.420421 0.073347 5.731959 0.0000
AR(6) 0.244921 0.067490 3.629002 0.0004
MA(1) -0.469129 0.000852 -550.3966 0.0000
MA(4) -0.277123 0.073617 -3.764413 0.0002
MA(10) -0.214330 0.060957 -3.516091 0.0005
R-squared 0.095512 Mean dependent var 9.302564
Adjusted R-squared 0.071583 S.D. dependent var 8.587677
S.E. of regression 8.274602 Akaike info criterion 7.094545
Sum squared resid 12940.65 Schwarz criterion 7.195252
Log likelihood -685.7181 Durbin-Watson stat 2.054431
Inverted AR Roots 1.00 .30+.71i .30 -.71i -.20+.66i
-.20 -.66i -.86
Inverted MA Roots .99 .72 -.45i .72+.45i .28+.84i
.28 -.84i -.19+.82i -.19 -.82i -.65+.47i
-.65 -.47i -.85