Dependent Variable: MELLITI

Method: ARMA Maximum Likelihood (OPG - BHHH)

Date: 01/16/21 Time: 16:29
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) 0.999309 0.002821 354.2242 0.0000

MA(1) -0.681622 0.120454 -5.658762 0.0000
SIGMASQ 1221247. 223130.5 5.473243 0.0000

R-squared 0.659480 Mean dependent var 9596.953

Adjusted R-squared 0.644346 S.D. dependent var 1913.826
S.E. of regression 1141.343 Akaike info criterion 17.08084
Sum squared resid 58619864 Schwarz criterion 17.19779
Log likelihood -406.9402 Hannan-Quinn criter. 17.12504
Durbin-Watson stat 2.339259

Inverted AR Roots 1.00

Inverted MA Roots .68