tahapan forecasting.docx
TRANSCRIPT
Null Hypothesis: IHK has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=13)
t-StatisticProb.*
Augmented Dickey-Fuller test statistic0.9466600.9959
Test critical values:1% level-3.466580
5% level-2.877363
10% level-2.575284
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/02/15 Time: 21:42
Sample (adjusted): 4 184
Included observations: 181 after adjustments
VariableCoefficientStd. Errort-StatisticProb.
IHK(-1)0.0017560.0018550.9466600.3451
D(IHK(-1))0.3007550.0734034.0973270.0001
D(IHK(-2))-0.2151840.073485-2.9282910.0039
C0.2751550.1463881.8796280.0618
R-squared0.109594Mean dependent var0.445974
Adjusted R-squared0.094503S.D. dependent var0.604407
S.E. of regression0.575139Akaike info criterion1.753442
Sum squared resid58.54895Schwarz criterion1.824127
Log likelihood-154.6865Hannan-Quinn criter.1.782099
F-statistic7.261924Durbin-Watson stat2.007632
Prob(F-statistic)0.000127
Null Hypothesis: D(IHK) has a unit root
Exogenous: Constant
Lag Length: 1 (Automatic - based on SIC, maxlag=13)
t-StatisticProb.*
Augmented Dickey-Fuller test statistic-10.114660.0000
Test critical values:1% level-3.466580
5% level-2.877363
10% level-2.575284
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(IHK,2)
Method: Least Squares
Date: 06/02/15 Time: 21:44
Sample (adjusted): 4 184
Included observations: 181 after adjustments
VariableCoefficientStd. Errort-StatisticProb.
D(IHK(-1))-0.9018450.089162-10.114660.0000
D(IHK(-1),2)0.2081360.0730852.8478600.0049
C0.4023280.0581446.9194470.0000
R-squared0.402247Mean dependent var0.003329
Adjusted R-squared0.395530S.D. dependent var0.739535
S.E. of regression0.574971Akaike info criterion1.747443
Sum squared resid58.84539Schwarz criterion1.800456
Log likelihood-155.1436Hannan-Quinn criter.1.768936
F-statistic59.89088Durbin-Watson stat2.004924
Prob(F-statistic)0.000000
Dlilihat dr corelogram nya Pada partial c. Terdapat spike pada1,2,8 maka model AR yang diajukan adalah AR 1, AR 2, dan AR 8 Pada autocorre terdp spike 1, 8 maka model MA yang diajukan adalah MA 1, MA 8
NOMODELP VALUER2-adjAICSBC
CARMA
1(0,1,1)0.0000-0.00000.0880391.7468881.781965
2(0,1,8)0.0000-0.01750.0276211.8110381.846114
3(0,1,20)0.0000-0.00320.0290221.8095961.844672
4(0,1,35)0.0000-0.00150.0340861.8043671.839443
5(1,1,0)0.00000.0005-0.0605501.7795591.814768
6(1,1,1)0.00000.14570.00020.0890271.7541961.807009
7(1,1,8)0.00000.00060.02150.0851121.7584851.811298
8(1,1,20)0.00000.00140.01680.0780571.7661661.818980
9(1,1,35)0.00000.00090.00600.0867171.7567281.809542
10(2,1,0)0.00000.0808-0.0114441.8303401.865683
11(2,1,1)0.00000.13290.00010.0914761.7513631.804377
12(2,1,8)0.00000.06760.01670.0395971.8068941.859908
13(2,1,20)0.00000.04000.00110.0458931.8003171.853331
14(2,1,35)0.00000.07160.00170.0445101.8017671.854780
15(8,1,0)0.00000.0144-0.0285311.8406901.876859
16(8,1,1)0.00000.01330.00000.1122531.7561991.810452
17(8,1,8)0.00000.66350.88490.0231011.8518951.906149
18(8,1,20)0.00000.02580.00710.0525331.8213041.875558
19(8,1,20)0.00000.04410.02330.0468141.8273211.881575
Digit pertama menunjukan AR (auto-regression)Digit kedua menunjukan different (tadi different pertama)Digit ketiga menunjukan MA (moving average)
MODEL ARIMA(0,1,1)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/02/15 Time: 22:14
Sample (adjusted): 2 184
Included observations: 183 after adjustments
Convergence achieved after 6 iterations
MA Backcast: 1
VariableCoefficientStd. Errort-StatisticProb.
C0.4401330.0575777.6442100.0000
MA(1)0.3527370.0695535.0715040.0000
R-squared0.093050Mean dependent var0.440304
Adjusted R-squared0.088039S.D. dependent var0.603596
S.E. of regression0.576414Akaike info criterion1.746888
Sum squared resid60.13786Schwarz criterion1.781965
Log likelihood-157.8403Hannan-Quinn criter.1.761107
F-statistic18.57004Durbin-Watson stat2.060439
Prob(F-statistic)0.000027
Inverted MA Roots-.35
MODEL ARIMA (0,1,8)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/02/15 Time: 22:18
Sample (adjusted): 2 184
Included observations: 183 after adjustments
Convergence achieved after 6 iterations
MA Backcast: -6 1
VariableCoefficientStd. Errort-StatisticProb.
C0.4410220.03609212.219540.0000
MA(8)-0.1889670.078769-2.3989930.0175
R-squared0.032963Mean dependent var0.440304
Adjusted R-squared0.027621S.D. dependent var0.603596
S.E. of regression0.595202Akaike info criterion1.811038
Sum squared resid64.12208Schwarz criterion1.846114
Log likelihood-163.7099Hannan-Quinn criter.1.825256
F-statistic6.169770Durbin-Watson stat1.489084
Prob(F-statistic)0.013904
Inverted MA Roots.81.57-.57i.57-.57i.00-.81i
-.00+.81i-.57+.57i-.57-.57i-.81
MODEL ARIMA (0,1,20)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/19/15 Time: 22:28
Sample (adjusted): 2 184
Included observations: 183 after adjustments
Convergence achieved after 6 iterations
MA Backcast: -18 1
VariableCoefficientStd. Errort-StatisticProb.
C0.4430150.03487712.702280.0000
MA(20)-0.2368290.079202-2.9902030.0032
R-squared0.034357Mean dependent var0.440304
Adjusted R-squared0.029022S.D. dependent var0.603596
S.E. of regression0.594773Akaike info criterion1.809596
Sum squared resid64.02968Schwarz criterion1.844672
Log likelihood-163.5780Hannan-Quinn criter.1.823814
F-statistic6.439881Durbin-Watson stat1.532866
Prob(F-statistic)0.012002
Inverted MA Roots.93.88+.29i.88-.29i.75-.55i
.75+.55i.55-.75i.55+.75i.29+.88i
.29-.88i.00-.93i-.00+.93i-.29+.88i
-.29-.88i-.55+.75i-.55-.75i-.75-.55i
-.75+.55i-.88-.29i-.88+.29i-.93
MODEL ARIMA (0,1,35)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/19/15 Time: 22:32
Sample (adjusted): 2 184
Included observations: 183 after adjustments
Convergence achieved after 7 iterations
MA Backcast: -33 1
VariableCoefficientStd. Errort-StatisticProb.
C0.4464130.0541548.2434160.0000
MA(35)0.2740280.0849953.2240660.0015
R-squared0.039393Mean dependent var0.440304
Adjusted R-squared0.034086S.D. dependent var0.603596
S.E. of regression0.593220Akaike info criterion1.804367
Sum squared resid63.69576Schwarz criterion1.839443
Log likelihood-163.0996Hannan-Quinn criter.1.818585
F-statistic7.422520Durbin-Watson stat1.512324
Prob(F-statistic)0.007073
Inverted MA Roots.96-.09i.96+.09i.93+.26i.93-.26i
.87+.42i.87-.42i.78-.57i.78+.57i
.67+.70i.67-.70i.53-.80i.53+.80i
.38-.89i.38+.89i.21-.94i.21+.94i
.04-.96i.04+.96i-.13+.95i-.13-.95i
-.30+.92i-.30-.92i-.46-.85i-.46+.85i
-.60+.75i-.60-.75i-.73+.63i-.73-.63i
-.83-.49i-.83+.49i-.90+.34i-.90-.34i
-.95+.17i-.95-.17i-.96
MODEL ARIMA (1,1,0)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/02/15 Time: 22:22
Sample (adjusted): 3 184
Included observations: 182 after adjustments
Convergence achieved after 3 iterations
VariableCoefficientStd. Errort-StatisticProb.
C0.4433380.0583787.5942140.0000
AR(1)0.2560670.0719513.5589310.0005
R-squared0.065741Mean dependent var0.442575
Adjusted R-squared0.060550S.D. dependent var0.604476
S.E. of regression0.585890Akaike info criterion1.779559
Sum squared resid61.78810Schwarz criterion1.814768
Log likelihood-159.9399Hannan-Quinn criter.1.793832
F-statistic12.66599Durbin-Watson stat1.895399
Prob(F-statistic)0.000476
Inverted AR Roots.26
Model ARIMA (1,1,1)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/02/15 Time: 22:26
Sample (adjusted): 3 184
Included observations: 182 after adjustments
Convergence achieved after 7 iterations
MA Backcast: 2
VariableCoefficientStd. Errort-StatisticProb.
C0.4422800.0534308.2776730.0000
AR(1)-0.2761120.188956-1.4612550.1457
MA(1)0.5960220.1580963.7699990.0002
R-squared0.099093Mean dependent var0.442575
Adjusted R-squared0.089027S.D. dependent var0.604476
S.E. of regression0.576942Akaike info criterion1.754196
Sum squared resid59.58231Schwarz criterion1.807009
Log likelihood-156.6319Hannan-Quinn criter.1.775606
F-statistic9.844330Durbin-Watson stat2.006245
Prob(F-statistic)0.000088
Inverted AR Roots-.28
Inverted MA Roots-.60
Model ARIMA (1,1,8)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/02/15 Time: 22:32
Sample (adjusted): 3 184
Included observations: 182 after adjustments
Convergence achieved after 7 iterations
MA Backcast: -5 2
VariableCoefficientStd. Errort-StatisticProb.
C0.4433710.0473689.3601770.0000
AR(1)0.2537710.0723253.5087630.0006
MA(8)-0.1842290.079441-2.3190660.0215
R-squared0.095221Mean dependent var0.442575
Adjusted R-squared0.085112S.D. dependent var0.604476
S.E. of regression0.578181Akaike info criterion1.758485
Sum squared resid59.83840Schwarz criterion1.811298
Log likelihood-157.0221Hannan-Quinn criter.1.779895
F-statistic9.419166Durbin-Watson stat1.893911
Prob(F-statistic)0.000129
Inverted AR Roots.25
Inverted MA Roots.81.57-.57i.57-.57i.00+.81i
-.00-.81i-.57-.57i-.57+.57i-.81
MODEL ARIMA (1,1,20)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/19/15 Time: 22:39
Sample (adjusted): 3 184
Included observations: 182 after adjustments
Convergence achieved after 7 iterations
MA Backcast: -17 2
VariableCoefficientStd. Errort-StatisticProb.
C0.4454160.0467279.5322750.0000
AR(1)0.2368130.0727883.2534780.0014
MA(20)-0.1954030.080934-2.4143590.0168
R-squared0.088244Mean dependent var0.442575
Adjusted R-squared0.078057S.D. dependent var0.604476
S.E. of regression0.580405Akaike info criterion1.766166
Sum squared resid60.29981Schwarz criterion1.818980
Log likelihood-157.7211Hannan-Quinn criter.1.787576
F-statistic8.662254Durbin-Watson stat1.900227
Prob(F-statistic)0.000257
Inverted AR Roots.24
Inverted MA Roots.92.88+.28i.88-.28i.75-.54i
.75+.54i.54+.75i.54-.75i.28+.88i
.28-.88i.00-.92i-.00+.92i-.28+.88i
-.28-.88i-.54+.75i-.54-.75i-.75-.54i
-.75+.54i-.88-.28i-.88+.28i-.92
MODEL ARIMA (1,1,35)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/19/15 Time: 22:46
Sample (adjusted): 3 184
Included observations: 182 after adjustments
Convergence achieved after 6 iterations
MA Backcast: -32 2
VariableCoefficientStd. Errort-StatisticProb.
C0.4489720.0683026.5733350.0000
AR(1)0.2447480.0724303.3790990.0009
MA(35)0.2411130.0866782.7816990.0060
R-squared0.096809Mean dependent var0.442575
Adjusted R-squared0.086717S.D. dependent var0.604476
S.E. of regression0.577673Akaike info criterion1.756728
Sum squared resid59.73339Schwarz criterion1.809542
Log likelihood-156.8623Hannan-Quinn criter.1.778138
F-statistic9.593076Durbin-Watson stat1.899845
Prob(F-statistic)0.000110
Inverted AR Roots.24
Inverted MA Roots.96+.09i.96-.09i.93+.26i.93-.26i
.87-.42i.87+.42i.78+.56i.78-.56i
.66-.69i.66+.69i.53+.80i.53-.80i
.38+.88i.38-.88i.21-.94i.21+.94i
.04-.96i.04+.96i-.13-.95i-.13+.95i
-.30+.91i-.30-.91i-.45+.85i-.45-.85i
-.60+.75i-.60-.75i-.72-.63i-.72+.63i
-.82+.49i-.82-.49i-.90-.34i-.90+.34i
-.94+.17i-.94-.17i-.96
Model ARIMA (2,1,0)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/02/15 Time: 22:37
Sample (adjusted): 4 184
Included observations: 181 after adjustments
Convergence achieved after 3 iterations
VariableCoefficientStd. Errort-StatisticProb.
C0.4454820.03954211.266140.0000
AR(2)-0.1296500.073831-1.7560440.0808
R-squared0.016936Mean dependent var0.445974
Adjusted R-squared0.011444S.D. dependent var0.604407
S.E. of regression0.600939Akaike info criterion1.830340
Sum squared resid64.64175Schwarz criterion1.865683
Log likelihood-163.6458Hannan-Quinn criter.1.844669
F-statistic3.083692Durbin-Watson stat1.436149
Prob(F-statistic)0.080791
Model ARIMA (2,1,1)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/02/15 Time: 22:42
Sample (adjusted): 4 184
Included observations: 181 after adjustments
Convergence achieved after 5 iterations
MA Backcast: 3
VariableCoefficientStd. Errort-StatisticProb.
C0.4452450.0500658.8933710.0000
AR(2)-0.1165980.077242-1.5095160.1329
MA(1)0.3068140.0742294.1333240.0001
R-squared0.101570Mean dependent var0.445974
Adjusted R-squared0.091476S.D. dependent var0.604407
S.E. of regression0.576100Akaike info criterion1.751363
Sum squared resid59.07656Schwarz criterion1.804377
Log likelihood-155.4984Hannan-Quinn criter.1.772856
F-statistic10.06174Durbin-Watson stat1.998704
Prob(F-statistic)0.000072
Inverted MA Roots-.31
Model ARIMA (2,1,8)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/02/15 Time: 22:49
Sample (adjusted): 4 184
Included observations: 181 after adjustments
Convergence achieved after 6 iterations
MA Backcast: -4 3
VariableCoefficientStd. Errort-StatisticProb.
C0.4448680.03171414.027440.0000
AR(2)-0.1360620.074002-1.8386220.0676
MA(8)-0.1912710.079160-2.4162680.0167
R-squared0.050269Mean dependent var0.445974
Adjusted R-squared0.039597S.D. dependent var0.604407
S.E. of regression0.592319Akaike info criterion1.806894
Sum squared resid62.44993Schwarz criterion1.859908
Log likelihood-160.5239Hannan-Quinn criter.1.828387
F-statistic4.710699Durbin-Watson stat1.430844
Prob(F-statistic)0.010150
Inverted MA Roots.81.58-.58i.58-.58i.00+.81i
-.00-.81i-.58-.58i-.58+.58i-.81
MODEL ARIMA (2,1,20)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/19/15 Time: 22:51
Sample (adjusted): 4 184
Included observations: 181 after adjustments
Convergence achieved after 6 iterations
MA Backcast: -16 3
VariableCoefficientStd. Errort-StatisticProb.
C0.4466980.02941415.186620.0000
AR(2)-0.1533130.074106-2.0688440.0400
MA(20)-0.2612390.078928-3.3098210.0011
R-squared0.056494Mean dependent var0.445974
Adjusted R-squared0.045893S.D. dependent var0.604407
S.E. of regression0.590375Akaike info criterion1.800317
Sum squared resid62.04054Schwarz criterion1.853331
Log likelihood-159.9287Hannan-Quinn criter.1.821810
F-statistic5.329070Durbin-Watson stat1.473998
Prob(F-statistic)0.005653
Inverted MA Roots.94.89+.29i.89-.29i.76+.55i
.76-.55i.55+.76i.55-.76i.29+.89i
.29-.89i.00-.94i-.00+.94i-.29+.89i
-.29-.89i-.55+.76i-.55-.76i-.76+.55i
-.76-.55i-.89-.29i-.89+.29i-.94
MODEL ARIMA (2,1,35)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/19/15 Time: 22:54
Sample (adjusted): 4 184
Included observations: 181 after adjustments
Convergence achieved after 7 iterations
MA Backcast: -31 3
VariableCoefficientStd. Errort-StatisticProb.
C0.4515450.0476839.4696290.0000
AR(2)-0.1342160.074058-1.8122940.0716
MA(35)0.2701910.0849073.1821770.0017
R-squared0.055126Mean dependent var0.445974
Adjusted R-squared0.044510S.D. dependent var0.604407
S.E. of regression0.590803Akaike info criterion1.801767
Sum squared resid62.13052Schwarz criterion1.854780
Log likelihood-160.0599Hannan-Quinn criter.1.823259
F-statistic5.192462Durbin-Watson stat1.459996
Prob(F-statistic)0.006431
Inverted MA Roots.96+.09i.96-.09i.93+.26i.93-.26i
.87+.42i.87-.42i.78-.57i.78+.57i
.67+.70i.67-.70i.53-.80i.53+.80i
.38+.89i.38-.89i.21+.94i.21-.94i
.04-.96i.04+.96i-.13-.95i-.13+.95i
-.30+.92i-.30-.92i-.46+.85i-.46-.85i
-.60+.75i-.60-.75i-.73+.63i-.73-.63i
-.83-.49i-.83+.49i-.90+.34i-.90-.34i
-.95+.17i-.95-.17i-.96
Model ARIMA (8,1,0)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/02/15 Time: 22:54
Sample (adjusted): 10 184
Included observations: 175 after adjustments
Convergence achieved after 3 iterations
VariableCoefficientStd. Errort-StatisticProb.
C0.4494060.03816211.776280.0000
AR(8)-0.1970060.079699-2.4718760.0144
R-squared0.034114Mean dependent var0.453234
Adjusted R-squared0.028531S.D. dependent var0.612748
S.E. of regression0.603943Akaike info criterion1.840690
Sum squared resid63.10130Schwarz criterion1.876859
Log likelihood-159.0603Hannan-Quinn criter.1.855361
F-statistic6.110171Durbin-Watson stat1.501390
Prob(F-statistic)0.014408
Inverted AR Roots.75-.31i.75+.31i.31+.75i.31-.75i
-.31+.75i-.31-.75i-.75-.31i-.75+.31i
Model ARIMA (8,1,1)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/02/15 Time: 22:58
Sample (adjusted): 10 184
Included observations: 175 after adjustments
Convergence achieved after 6 iterations
MA Backcast: 9
VariableCoefficientStd. Errort-StatisticProb.
C0.4493490.0493399.1073620.0000
AR(8)-0.1999820.079945-2.5015020.0133
MA(1)0.3576840.0714155.0085370.0000
R-squared0.122457Mean dependent var0.453234
Adjusted R-squared0.112253S.D. dependent var0.612748
S.E. of regression0.577333Akaike info criterion1.756199
Sum squared resid57.32988Schwarz criterion1.810452
Log likelihood-150.6674Hannan-Quinn criter.1.778206
F-statistic12.00085Durbin-Watson stat2.076123
Prob(F-statistic)0.000013
Inverted AR Roots.76-.31i.76+.31i.31+.76i.31-.76i
-.31+.76i-.31-.76i-.76-.31i-.76+.31i
Inverted MA Roots-.36
Model ARIMA (8,1,8)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/02/15 Time: 23:04
Sample (adjusted): 10 184
Included observations: 175 after adjustments
Convergence achieved after 54 iterations
MA Backcast: 2 9
VariableCoefficientStd. Errort-StatisticProb.
C0.4499230.03803811.828290.0000
AR(8)-0.1490020.341902-0.4358040.6635
MA(8)-0.0503470.347197-0.1450100.8849
R-squared0.034329Mean dependent var0.453234
Adjusted R-squared0.023101S.D. dependent var0.612748
S.E. of regression0.605629Akaike info criterion1.851895
Sum squared resid63.08723Schwarz criterion1.906149
Log likelihood-159.0408Hannan-Quinn criter.1.873902
F-statistic3.057280Durbin-Watson stat1.501573
Prob(F-statistic)0.049579
Inverted AR Roots.73+.30i.73-.30i.30-.73i.30+.73i
-.30+.73i-.30-.73i-.73-.30i-.73+.30i
Inverted MA Roots.69.49+.49i.49-.49i-.00+.69i
-.00-.69i-.49+.49i-.49-.49i-.69
MODEL ARIMA (8,1,20)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/19/15 Time: 22:57
Sample (adjusted): 10 184
Included observations: 175 after adjustments
Convergence achieved after 6 iterations
MA Backcast: -10 9
VariableCoefficientStd. Errort-StatisticProb.
C0.4496950.03069814.649080.0000
AR(8)-0.1826200.081193-2.2492220.0258
MA(20)-0.2253550.082663-2.7261830.0071
R-squared0.063423Mean dependent var0.453234
Adjusted R-squared0.052533S.D. dependent var0.612748
S.E. of regression0.596436Akaike info criterion1.821304
Sum squared resid61.18654Schwarz criterion1.875558
Log likelihood-156.3641Hannan-Quinn criter.1.843311
F-statistic5.823738Durbin-Watson stat1.551204
Prob(F-statistic)0.003571
Inverted AR Roots.75+.31i.75-.31i.31-.75i.31+.75i
-.31-.75i-.31+.75i-.75-.31i-.75+.31i
Inverted MA Roots.93.88+.29i.88-.29i.75+.55i
.75-.55i.55-.75i.55+.75i.29-.88i
.29+.88i.00-.93i.00+.93i-.29-.88i
-.29+.88i-.55-.75i-.55+.75i-.75+.55i
-.75-.55i-.88-.29i-.88+.29i-.93
MODEL ARIMA (8,1,35)
Dependent Variable: D(IHK)
Method: Least Squares
Date: 06/19/15 Time: 23:02
Sample (adjusted): 10 184
Included observations: 175 after adjustments
Convergence achieved after 6 iterations
MA Backcast: -25 9
VariableCoefficientStd. Errort-StatisticProb.
C0.4529250.0457209.9064750.0000
AR(8)-0.1631090.080420-2.0282090.0441
MA(35)0.2069310.0903742.2897220.0233
R-squared0.057770Mean dependent var0.453234
Adjusted R-squared0.046814S.D. dependent var0.612748
S.E. of regression0.598233Akaike info criterion1.827321
Sum squared resid61.55583Schwarz criterion1.881575
Log likelihood-156.8906Hannan-Quinn criter.1.849328
F-statistic5.272864Durbin-Watson stat1.505471
Prob(F-statistic)0.005991
Inverted AR Roots.74+.31i.74-.31i.31-.74i.31+.74i
-.31+.74i-.31-.74i-.74-.31i-.74+.31i
Inverted MA Roots.95+.09i.95-.09i.92+.25i.92-.25i
.86-.41i.86+.41i.77+.56i.77-.56i
.66+.69i.66-.69i.53+.80i.53-.80i
.38-.88i.38+.88i.21-.93i.21+.93i
.04+.96i.04-.96i-.13-.95i-.13+.95i
-.30-.91i-.30+.91i-.45+.84i-.45-.84i
-.60-.75i-.60+.75i-.72+.63i-.72-.63i
-.82+.49i-.82-.49i-.90-.34i-.90+.34i
-.94+.17i-.94-.17i-.96