Paranaguá Spot | Chicago | Rotterdam | Overall model | |||
Variable | Coeff. | Std. Error | Coeffi. | Std. Error | Coeff. | Std. Error |
Above Threshold | −0.37 | 0.08 | −0.23 | 0.09 | −0.36 | 0.07 |
Below Threshold | −0.32 | 0.08 | −0.43 | 0.10 | −0.31 | 0.07 |
Differenced Residuals (t − 1) | 0.40 | 0.09 | 0.13 | 0.09 | 0.41 | 0.08 |
Differenced Residuals (t − 2) | 0.16 | 0.09 | 0.07 | 0.09 | 0.25 | 0.09 |
Threshold value (tau): | 0.00 |
| 0.00 |
| 0.00 |
|
F-equal: | 0.19 | 3.80 | 2.37 | 3.89 | 0.37 | 3.76 |
T-max value: | −4.28 | −1.97 | −2.50 | −1.97 | −4.14 | 2.30 |
F-joint (Phi): | 16.70 | 6.31 | 10.74 | 6.35 | 19.06 | 7.80 |