−0.8 | VAR(2) | N/A | N/A | 2.794558 | 1.871746 |
BVAR1 | 3.499985 | 2.469094 | 3.003398 | 2.172383 | |
BVAR2 | 3.485945 | 2.4724 | 3.023571 | 2.216076 | |
BVAR3 | 3.421835 | 2.443648 | 2.917568 | 2.109152 | |
BVAR4 | 3.407584 | 2.454034 | 2.893364 | 2.10613 | |
0.8 | VAR(2) | N/A | N/A | 2.319124 | 1.560363 |
BVAR1 | 3.048499 | 2.207239 | 2.551886 | 1.87176 | |
BVAR2 | 3.045309 | 2.218768 | 2.575611 | 1.904332 | |
BVAR3 | 3.291741 | 2.559531 | 2.927194 | 2.326211 | |
BVAR4 | 3.345142 | 2.619884 | 2.879254 | 2.269554 | |
0.85 | VAR(2) | N/A | N/A | 2.383968 | 1.599955 |
BVAR1 | 3.088592 | 2.237249 | 2.593269 | 1.898944 | |
BVAR2 | 3.115247 | 2.269976 | 2.607954 | 1.921699 | |
BVAR3 | 3.331697 | 2.580985 | 2.953197 | 2.340492 | |
BVAR4 | 3.391991 | 2.652839 | 2.908163 | 2.285598 | |
0.9 | VAR(2) | N/A | N/A | 2.446215 | 1.638628 |
BVAR1 | 3.159379 | 2.282306 | 2.653275 | 1.934046 | |
BVAR2 | 3.159299 | 2.287451 | 2.657339 | 1.953146 | |
BVAR3 | 3.372884 | 2.588348 | 2.970293 | 2.33445 | |
BVAR4 | 3.435369 | 2.66265 | 2.955572 | 2.308289 | |
0.95 | VAR(2) | N/A | N/A | 2.526335 | 1.683815 |
BVAR1 | 3.239628 | 2.325308 | 2.715885 | 1.968942 | |
BVAR2 | 3.255642 | 2.353053 | 2.726984 | 1.993325 | |
BVAR3 | 3.423552 | 2.582054 | 2.986378 | 2.305256 | |
BVAR4 | 3.480364 | 2.651436 | 2.97899 | 2.290409 | |
0.99 | VAR(2) | N/A | N/A | 2.613225 | 1.739059 |
BVAR1 | 3.346564 | 2.381411 | 2.796383 | 2.012807 | |
BVAR2 | 3.35575 | 2.405958 | 2.820216 | 2.040734 | |
BVAR3 | 3.457429 | 2.546992 | 2.954774 | 2.197399 | |
BVAR4 | 3.531113 | 2.624224 | 2.965086 | 2.200766 |