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Dependent Variable: MELLITI

Method: ARMA Maximum Likelihood (OPG - BHHH)


Date: 01/16/21 Time: 16:23
Sample: 2016M01 2019M12
Included observations: 48
Convergence achieved after 19 iterations
Coefficient covariance computed using outer product of gradients

Variable Coefficient Std. Error t-Statistic Prob.

AR(1) 0.988934 0.018242 54.21297 0.0000


SIGMASQ 2101708. 296469.3 7.089124 0.0000

R-squared 0.413982 Mean dependent var 9596.953


Adjusted R-squared 0.401242 S.D. dependent var 1913.826
S.E. of regression 1480.907 Akaike info criterion 17.55898
Sum squared resid 1.01E+08 Schwarz criterion 17.63694
Log likelihood -419.4154 Hannan-Quinn criter. 17.58844
Durbin-Watson stat 2.961482

Inverted AR Roots .99

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