Adjusted R-squared 0.913361 S.D. dependent var 1.290225 S.E. of regression 0.379770 Akaike info criterion 0.946455 Sum squared resid 22.49920 Schwarz criterion 1.004359 Log likelihood -72.24318 Hannan-Quinn criter. 0.969969 Durbin-Watson stat 2.031635
Inverted AR Roots .81+.02i .81-.02i
Dependent Variable: INFLAT
Method: ARMA Maximum Likelihood (OPG - BHHH) Date: 07/16/17 Time: 15:45 Sample: 1953Q1 1992Q3 Included observations: 159 Convergence achieved after 29 iterations Coefficient covariance computed using outer product of gradients
Adjusted R-squared 0.898684 S.D. dependent var 1.290225 S.E. of regression 0.410680 Akaike info criterion 1.100827 Sum squared resid 26.31072 Schwarz criterion 1.158731 Log likelihood -84.51578 Hannan-Quinn criter. 1.124342 Durbin-Watson stat 1.691131
Inverted AR Roots .97
Inverted MA Roots -.53
Dependent Variable: INC
Method: ARMA Maximum Likelihood (OPG - BHHH) Date: 07/16/17 Time: 15:57 Sample: 1953Q1 1992Q3 Included observations: 159 Convergence achieved after 6 iterations Coefficient covariance computed using outer product of gradients
Adjusted R-squared 0.902719 S.D. dependent var 10.75856 S.E. of regression 3.355577 Akaike info criterion 5.299612 Sum squared resid 1745.284 Schwarz criterion 5.376817 Log likelihood -417.3192 Hannan-Quinn criter. 5.330964 F-statistic 489.7229 Durbin-Watson stat 2.021790 Prob(F-statistic) 0.000000
Inverted AR Roots .96 -.06
Dependent Variable: INC
Method: ARMA Maximum Likelihood (OPG - BHHH) Date: 07/16/17 Time: 15:57 Sample: 1953Q1 1992Q3 Included observations: 159 Convergence achieved after 6 iterations Coefficient covariance computed using outer product of gradients
Adjusted R-squared 0.975442 S.D. dependent var 13.53929 S.E. of regression 2.121756 Akaike info criterion 4.424485 Sum squared resid 675.2771 Schwarz criterion 4.598196 Log likelihood -342.7465 Hannan-Quinn criter. 4.495027 F-statistic 785.4571 Durbin-Watson stat 2.013068 Prob(F-statistic) 0.000000
Inverted AR Roots .98 .65-.27i .65+.27i .03
-.20-.73i -.20+.73i -.77
Dependent Variable: CONS
Method: ARMA Maximum Likelihood (OPG - BHHH) Date: 07/16/17 Time: 16:46 Sample: 1953Q1 1985Q3 Included observations: 131 Convergence achieved after 30 iterations Coefficient covariance computed using outer product of gradients