−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