| Coefficient | Std. Error | t-Statistic | Prob. |
C(1) | −0.038958 | 0.005013 | −7.771520 | 0.0000 |
C(2) | 0.249914 | 0.057364 | 4.356625 | 0.0000 |
C(3) | 0.136354 | 0.142339 | 0.957955 | 0.3383 |
C(4) | −2.144315 | 2.542913 | −0.843251 | 0.3993 |
C(5) | −0.184826 | 0.231718 | −0.797633 | 0.4253 |
C(6) | 411.3472 | 67.54712 | 6.089782 | 0.0000 |
C(7) | −0.003653 | 0.004024 | −0.907971 | 0.3641 |
C(8) | 0.080361 | 0.046043 | 1.745347 | 0.0812 |
C(9) | 0.033708 | 0.114247 | 0.295048 | 0.7680 |
C(10) | 2.607662 | 2.041048 | 1.277609 | 0.2017 |
C(11) | −0.199222 | 0.185987 | −1.071161 | 0.2843 |
C(12) | 74.25583 | 54.21613 | 1.369626 | 0.1711 |
C(13) | −0.000141 | 0.000181 | −0.778648 | 0.4364 |
C(14) | −0.001500 | 0.002067 | −0.725619 | 0.4682 |
C(15) | −0.002994 | 0.005129 | −0.583613 | 0.5596 |
C(16) | 0.206720 | 0.091636 | 2.255882 | 0.0243 |
C(17) | −0.016943 | 0.008350 | −2.029074 | 0.0427 |
C(18) | 4.963978 | 2.434116 | 2.039335 | 0.0417 |
C(19) | −0.001368 | 0.002542 | −0.538045 | 0.5907 |
C(20) | 0.078183 | 0.029094 | 2.687239 | 0.0073 |
C(21) | −0.066563 | 0.072192 | −0.922031 | 0.3567 |
C(22) | 2.829089 | 1.289718 | 2.193572 | 0.0285 |
C(23) | −0.125653 | 0.117523 | −1.069180 | 0.2852 |
C(24) | 44.62109 | 34.25862 | 1.302478 | 0.1930 |
Determinant residual covariance | 2.08E+19 |
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Equation: D(M2) = C(1) * (M2(−1) + 0.574881509507 * COCOA(−1) − 10.3953452322 * CRUDE(−1) − 11.811354045 * GOLD(−1) + 14080.4555981) + C(2) * D(M2(−1)) + C(3) * D(COCOA(−1)) + C(4) * D(CRUDE(−1)) + C(5) * D(GOLD(−1)) + C(6) | ||||
Observations: 279 |
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R-squared | 0.438883 | Mean dependent var | 537.9935 | |
Adjusted R-squared | 0.428607 | S.D. dependent var | 1305.104 | |
S.E. of regression | 986.5354 | Sum squared resid | 2.66E+08 | |
Durbin-Watson stat | 1.973627 |
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Equation: D(COCOA) = C(7) * (M2(−1) + 0.574881509507 * COCOA(−1) − 10.3953452322 * CRUDE(−1) − 11.811354045 * GOLD(−1) + 14080.4555981) + C(8) * D(M2(−1)) + C(9) * D(COCOA(−1)) + C(10) * D(CRUDE(−1)) + C(11) * D(GOLD(−1)) + C(12) | ||||
Observations: 279 |
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R-squared | 0.038976 | Mean dependent var | 113.6340 | |
Adjusted R-squared | 0.021374 | S.D. dependent var | 800.4350 | |
S.E. of regression | 791.8344 | Sum squared resid | 1.71E+08 | |
Durbin-Watson stat | 1.908043 |
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Equation: D(CRUDE) = C(13)*( M2(−1) + 0.574881509507 * COCOA(−1) − 10.3953452322 * CRUDE(−1) − 11.811354045 * GOLD(−1) + 14080.4555981) + C(14) * D(M2(−1)) + C(15) * D(COCOA(−1)) + C(16) * D(CRUDE(−1)) + C(17) * D(GOLD(−1)) + C(18) | ||||
Observations: 279 |
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R-squared | 0.036454 | Mean dependent var | 3.213474 | |
Adjusted R-squared | 0.018806 | S.D. dependent var | 35.88970 | |
S.E. of regression | 35.55062 | Sum squared resid | 345030.1 | |
Durbin-Watson stat | 2.015359 |
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Equation: D(GOLD) = C(19)*( M2(−1) + 0.574881509507 * COCOA(−1) − 10.3953452322 * CRUDE(−1) − 11.811354045*GOLD(−1) + 14080.4555981) + C(20) * D(M2(−1)) + C(21) * D(COCOA(−1)) + C(22) * D(CRUDE(−1)) + C(23) * D(GOLD(−1)) + C(24) | ||||
Observations: 279 |
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R-squared | 0.059681 | Mean dependent var | 78.12186 | |
Adjusted R-squared | 0.042459 | S.D. dependent var | 511.3251 | |
S.E. of regression | 500.3521 | Sum squared resid | 68346176 | |
Durbin-Watson stat | 1.925121 |
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