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Dependent Variable is Var1
Observations 1-40 used for estimation.
Estimation Method: Conditional ML (Time Domain)
Gaussian Likelihood
ARIMA(3,0,0)

Strong convergence
iteration time:  5.36
                              Estimate  Std. Err.   t Ratio  p-Value
Intercept                      0.05865    0.00866     6.773        0
Trend                         -0.00088    0.00045    -1.954    0.059
Var2                          -0.07075    0.00847    -8.353        0
Var3                           0.07524    0.00994      7.57        0
Var4                          -0.01354     0.0093    -1.456    0.155
AR1                           -0.35487    0.20147    -1.762    0.088
AR2                           -0.28585    0.16805    -1.701    0.098
AR3                            0.16586    0.11871     1.397    0.172
Error Variance^(1/2)           0.01898     0.0026    ------   ------
                       Log Likelihood = 101.812
                    Schwarz Criterion = 85.2115
               Hannan-Quinn Criterion = 90.0636
                     Akaike Criterion = 92.8115
                       Sum of Squares =  0.0144
                            R-Squared =  0.6143
                          Residual SD =  0.0215
                    Residual skewness = -0.1756
                    Residual kurtosis =  3.4747
                     Jarque-Bera Test =  0.5811 {0.747}
Box-Pierce (residuals):         Q(12) =  6.0951 {0.911}
Box-Pierce (squared residuals): Q(12) =  6.5548 {0.885}
AR Roots
       Real    | Imaginary   | Moduli 
     -0.34063      0.62624      0.71288
     -0.34063     -0.62624      0.71288
      0.32639      0.00000      0.32639

Covariance matrix from robust formula.
    ...Run completed in  6.05

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