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Variable Coefficient Std. Error t-Statistic Prob.

C -0.005606 0.005775 -0.970601 0.3338


BAGIHASIL 0.000806 0.000376 2.145015 0.0341
VACA -0.004141 0.002025 -2.045060 0.0432
VAHU 0.000414 0.000539 0.768206 0.4440
STVA 0.004303 0.001578 2.727859 0.0074
AR(1) 0.721896 0.100384 7.191369 0.0000
AR(2) 0.143945 0.112690 1.277362 0.2041
SIGMASQ 5.49E-06 6.00E-07 9.147735 0.0000
R-squared 0.712839 Mean dependent var 0.007435
Adjusted R-squared 0.694891 S.D. dependent var 0.004391
S.E. of regression 0.002426 Akaike info criterion -9.130382
Sum squared resid 0.000659 Schwarz criterion -8.944549
Log likelihood 555.8229 Hannan-Quinn criter. -9.054914
F-statistic 39.71780 Durbin-Watson stat 2.008626
Prob(F-statistic) 0.000000

Variable Coefficient Std. Error t-Statistic Prob.


BAGIHASIL -0.000826 0.000393 -2.102717 0.0377
VACA 0.007119 0.003341 2.131187 0.0352
VAHU -0.001667 0.001309 -1.273669 0.2053
STVA 0.012783 0.003309 3.863316 0.0002
C 0.017688 0.006121 2.889615 0.0046
R-squared 0.283108 Mean dependent var 0.007435
Adjusted R-squared 0.258173 S.D. dependent var 0.004391
S.E. of regression 0.003782 Akaike info criterion -8.276198
Sum squared resid 0.001645 Schwarz criterion -8.160052
Log likelihood 501.5719 Hannan-Quinn criter. -8.229031
F-statistic 11.35367 Durbin-Watson stat 0.675125
Prob(F-statistic) 0.000000

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