Statespace Model Results
=========================================================================================
Dep. Variable: GDPC1 No. Observations: 85
Model: SARIMAX(2, 1, 0)x(3, 1, 0, 3) Log Likelihood 309.642
Date: Mon, 01 Jun 2015 AIC -607.283
Time: 16:29:38 BIC -592.627
Sample: 01-01-1984 HQIC -601.388
- 01-01-2005
==============================================================================
coef std err z P>|z| [95.0% Conf. Int.]
------------------------------------------------------------------------------
ar.L1 0.1650 0.113 1.463 0.143 -0.056 0.386
ar.L2 0.3976 0.106 3.747 0.000 0.190 0.606
ar.S.L3 -0.7675 0.124 -6.192 0.000 -1.010 -0.525
ar.S.L6 -0.4137 0.147 -2.816 0.005 -0.702 -0.126
ar.S.L9 -0.0305 0.119 -0.256 0.798 -0.264 0.203
sigma2 2.738e-05 4.48e-06 6.110 0.000 1.86e-05 3.62e-05
===================================================================================
Ljung-Box (Q): 32.90 Jarque-Bera (JB): 0.72
Prob(Q): 0.78 Prob(JB): 0.70
Heteroskedasticity (H): 1.05 Skew: -0.14
Prob(H) (two-sided): 0.90 Kurtosis: 2.64
===================================================================================