Dependent Variable: URATE
Method: ARMA Maximum Likelihood (BFGS)
Date: 02/17/23 Time: 10:20
Sample: 1960Q1 2012Q4
Included observations: 212
Convergence achieved after 5 iterations
Coefficient covariance computed using outer product of gradients
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
AR(1)
AR(2)
SIGMASQ
6.084676
1.640403
-0.677992
0.060439
0.567983
0.037382
0.038594
0.004660
10.71278
43.88180
-17.56745
12.97102
0.0000
0.0000
0.0000
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
Inverted AR Roots
0.976700
0.976364
0.248197
12.81314
-5.540748
2906.359
0.000000
.82-.07i
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
.82+.07i
6.081981
1.614394
0.090007
0.153339
0.115604
1.967838