Jabar Dependent Variable: LOG(Y) Method: ARMA Maximum Likelihood (OPG - BHHH) Date: 05/13/17 Time: 06:40 Sample: 2008Q1 2016Q4 Included observations: 36 Convergence achieved after 10 iterations Coefficient covariance computed using outer product of gradients Variable Coefficient Std. Error t-Statistic Prob. C LOG(KMK) LOG(INF) AR(1) AR(2) SIGMASQ 22.59966 0.423103 0.046528 1.206253 -0.289699 0.000272 2.420873 0.117842 0.256459 0.193884 0.236257 7.49E-05 9.335336 3.590419 0.181426 6.221526 -1.226203 3.625774 0.0000 0.0012 0.8573 0.0000 0.2297 0.0011 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.987760 0.985721 0.018054 0.009778 95.59233 484.2152 0.000000 Inverted AR Roots .88 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter. Durbin-Watson stat .33 32.13708 0.151080 -4.977352 -4.713432 -4.885236 1.811461