Variable | Parameter | Coefficient with p-value in parenthesis |
Opec (logOC) |
|
|
PL (logpw) |
| 0.1392 (0.020)** |
PK1 (logmserv) |
| 0.0401 (0.722) |
PK2 (logcap) |
| 0.0053 (0.815) |
Lpfit (logprofit) |
| −0.2037 (0.001)*** |
Lpotr (logptret) |
| 1.1246 (0.000)*** |
Lcont (logcntr) |
| −0.0196 (0.623) |
Closed |
| 0.2047 (0.015)** |
Open |
| −0.0544 (0.479) |
MA |
| −0.1650 (0.003)*** |
Constant |
| 1.0596 (0.135)* |
Sigma2 |
| 0.3055 |
Gamma (γ) |
| 0.9835 |
Prob > Chi2 |
| 0.0000*** |
L-R Chi2 |
| 2177.29 |
Log-likelihood | L.L.F | 53.1318 |