Dependent Variable: RENT_NEXANS

Method: ARMA Maximum Likelihood (OPG - BHHH)

Date: 05/09/19 Time: 18:59
Sample: 1/14/2010 12/31/2018
Included observations: 2136
Convergence achieved after 35 iterations
Coefficient covariance computed using outer product of gradients

Variable Coefficient Std. Error t-Statistic Prob.

C -0.000231 0.000337 -0.686358 0.4926

AR(1) 0.753549 0.053219 14.15938 0.0000
MA(1) -0.839671 0.046378 -18.10498 0.0000
SIGMASQ 0.000553 8.84E-06 62.52708 0.0000

R-squared 0.016890 Mean dependent var -0.000225

Adjusted R-squared 0.015507 S.D. dependent var 0.023712
S.E. of regression 0.023528 Akaike info criterion -4.659366
Sum squared resid 1.180190 Schwarz criterion -4.648754
Log likelihood 4980.202 Hannan-Quinn criter. -4.655482
F-statistic 12.20961 Durbin-Watson stat 1.972106
Prob(F-statistic) 0.000000

Inverted AR Roots .75

Inverted MA Roots .84