ECM | Y5 |
| Y6 |
| Y7 |
| Y8 |
EC | 0.148 (0.185) |
| −1.822 (0.280) |
| 0.001 (0.043) |
| −0.162 (0.222) |
Y5 (−1) | −1.089 (0.305) | Y6 (−1) | 0.621 (0.212) | Y7 (−1) | 0.340 (0.192) | Y8 (−1) | −0.489 (0.271) |
Y5 (−2) | −0.647 (0.362) | Y6 (−2) | 0.530 (0.194) | Y7 (−2) | −0.066 (0.190) | Y8 (−2) | −0.559 (0.242) |
Y5 (−3) | 0.135 (0.339) | Y6 (−3) | 0.498 (0.148) | Y7 (−3) | −0.307 (0.206) | Y8 (−3) | −0.301 (0.201) |
Y5 (−4) | 0.120 (0.250) |
|
| Y7 (−4) | 0.295 (0.187) |
|
|
X31 (−1) | 0.199 (0.684) |
| −0.313 (0.528) |
| −0.087 (0.073) |
| 0.279 (0.357) |
X31 (−2) | 0.679 (0.665) |
| −0.878 (0.450) |
| 0.125 (0.077) |
| −0.003 (0.322) |
X31 (−3) | 0.912 (0.616) |
| −0.115 (0.501) |
| −0.079 (0.066) |
| −0.333 (0.361) |
X31 (−4) | −0.200 (0.695) |
|
|
| −0.157 (0.069) |
|
|
X32 (−1) | 0.138 (0.122) |
| 0.431 (0.126) |
| −0.005 (0.015) |
| 0.093 (0.110) |
X32 (−2) | 0.181 (0.155) |
| 0.290 (0.113) |
| −0.018 (0.018) |
| 0.093 (0.101) |
X32 (−3) | 0.123 (0.154) |
| 0.197 (0.106) |
| 0.018 (0.020) |
| 0.090 (0.088) |
X32 (−4) | 0.070 (0.130) |
|
|
| 0.022 (0.013) |
|
|
X33 (−1) | 0.207 (0.261) |
| −0.366 (0.244) |
| −0.007 (0.025) |
| 0.196 (0.155) |
X33 (−2) | 0.383 (0.264) |
| −0.535 (0.236) |
| 0.084 (0.026) |
| −0.033 (0.175) |
X33 (−3) | −0.279 (0.376) |
| −0.409 (0.250) |
| −0.022 (0.035) |
| −0.227 (0.196) |
X33 (−4) | −0.598 (0.375) |
|
|
| −0.015 (0.031) |
|
|
C | 0.092 (0.043) |
| 0.016 (0.02) |
| 0.014 (0.010) |
|
|
@TREND (18M03) |
|
|
|
|
|
|
|
R-squared | 0.765 |
| 0.810 |
| 0.697 |
| 0.685 |
Adj. R-squared | 0.530 |
| 0.698 |
| 0.394 |
| 0.521 |
Sum sq. resids | 0.667 |
| 0.716 |
| 0.008 |
| 0.403 |
S.E. equation | 0.198 |
| 0.180 |
| 0.022 |
| 0.132 |
F-statistic | 3.251 |
| 7.214 |
| 2.302 |
| 4.170 |
Log likelihood | 19.661 |
| 19.428 |
| 97.286 |
| 29.800 |
Akaike AIC | −0.095 |
| −0.302 |
| −4.531 |
| −0.934 |
Schwarz SC | 0.705 |
| 0.314 |
| −3.731 |
| −0.362 |
Mean dependent | 0.007 |
| 0.030 |
| 0.021 |
| 0.006 |
S.D. dependent | 0.289 |
| 0.328 |
| 0.028 |
| 0.191 |