Dependent Variable is Log_RGDP
Estimation in differenced data (unit root imposed).
Observations 3-153 (1947, Qtr 3 to 1985, Qtr 1) used for estimation
with 2 pre-sample observations.
Estimation Method: Conditional ML (Time Domain)
Gaussian Likelihood
ARIMA(1,1,0)

Strong convergence
iteration time:  0.66
                              Estimate  Std. Err.   t Ratio  p-Value
[2]Intercept                   0.00586    0.00128      4.58        0
AR1                            0.35256    0.08165     4.317        0
Error Variance^(1/2)           0.01096     0.0007    ------   ------
                       Log Likelihood = 467.253
                    Schwarz Criterion = 459.727
               Hannan-Quinn Criterion = 462.414
                     Akaike Criterion = 464.253
                       Sum of Squares =  0.0181
                            R-Squared =  0.9992
                          Residual SD =   0.011
                    Residual skewness =  0.0577
                    Residual kurtosis =  3.7588
                     Jarque-Bera Test =  3.7072 {0.156}
Box-Pierce (residuals):         Q(12) =  6.9976 {0.857}
Box-Pierce (squared residuals): Q(12) =  9.1459  {0.69}

Covariance matrix from robust formula.
    ...Run completed in  4.01

        cdf	pdf
5%	1,14%	1,14%
10%	2,68%	1,54%
15%	4,57%	1,89%
20%	6,72%	2,15%
25%	9,05%	2,32%
30%	11,81%	2,77%
35%	14,63%	2,82%
40%	18,25%	3,61%
45%	21,93%	3,69%
50%	25,69%	3,76%
55%	30,51%	4,82%
60%	35,43%	4,92%
65%	40,34%	4,92%
70%	47,72%	7,37%
75%	55,09%	7,37%
80%	61,42%	6,33%
85%	71,07%	9,64%
90%	80,71%	9,64%
95%	90,36%	9,64%
100%	100,00%	9,64%