7 | 1.217544 | 5.942583 | 27.21519 | 6.208845 | 59.94640 | 0.686979 |
8 | 1.227934 | 6.045831 | 27.05671 | 6.202841 | 59.25202 | 1.442602 |
9 | 1.242190 | 6.140966 | 27.63463 | 6.063304 | 58.46140 | 1.699707 |
10 | 1.248256 | 6.200363 | 27.96095 | 6.037391 | 58.09003 | 1.711270 |
11 | 1.255248 | 6.171131 | 28.47245 | 6.097909 | 57.51379 | 1.744725 |
12 | 1.259629 | 6.128298 | 28.69139 | 6.114021 | 57.18847 | 1.877823 |
13 | 1.261662 | 6.210357 | 28.70124 | 6.100568 | 57.00616 | 1.981671 |
14 | 1.264105 | 6.437667 | 28.64500 | 6.082250 | 56.79187 | 2.043217 |
15 | 1.265354 | 6.579801 | 28.58850 | 6.070444 | 56.70158 | 2.059668 |
16 | 1.266052 | 6.624018 | 28.58112 | 6.065705 | 56.66695 | 2.062212 |
17 | 1.266421 | 6.631314 | 28.60105 | 6.065221 | 56.64141 | 2.061010 |
18 | 1.266864 | 6.626785 | 28.63421 | 6.065380 | 56.60993 | 2.063694 |
19 | 1.267375 | 6.629296 | 28.66030 | 6.065941 | 56.57616 | 2.068307 |
20 | 1.267767 | 6.643790 | 28.67031 | 6.065713 | 56.54595 | 2.074243 |
Variance Decomposition of D(ZARX): | ||||||
Period | S.E. | D(FEDR) | D(YGAP) | D(SAP) | D(R) | D(ZARX) |
1 | 0.414610 | 5.501757 | 0.164100 | 0.076306 | 3.920995 | 90.33684 |
2 | 0.438567 | 7.715469 | 1.652200 | 2.146192 | 3.578968 | 84.90717 |
3 | 0.449118 | 8.869899 | 1.672568 | 3.669669 | 3.432130 | 82.35573 |
4 | 0.464289 | 10.97502 | 2.063567 | 4.668923 | 4.111776 | 78.18071 |
5 | 0.468852 | 10.82615 | 3.386752 | 4.720168 | 4.170145 | 76.89679 |
6 | 0.474203 | 12.22120 | 3.508341 | 4.828418 | 4.214941 | 75.22710 |
7 | 0.479915 | 13.19915 | 3.883099 | 5.024014 | 4.441729 | 73.45200 |
8 | 0.482216 | 13.78638 | 3.882834 | 4.998465 | 4.417531 | 72.91479 |
9 | 0.483403 | 14.07201 | 3.878572 | 5.030953 | 4.398669 | 72.61980 |
10 | 0.483833 | 14.19199 | 3.872423 | 5.024297 | 4.396736 | 72.51456 |
11 | 0.484406 | 14.24792 | 3.938816 | 5.037531 | 4.432552 | 72.34319 |
12 | 0.485025 | 14.21390 | 3.974242 | 5.075380 | 4.566502 | 72.16997 |
13 | 0.485394 | 14.22705 | 4.014026 | 5.087707 | 4.599089 | 72.07213 |
14 | 0.485912 | 14.24305 | 4.136954 | 5.094009 | 4.593526 | 71.93246 |
15 | 0.486158 | 14.24938 | 4.202208 | 5.093650 | 4.588913 | 71.86585 |
16 | 0.486296 | 14.25340 | 4.238454 | 5.093827 | 4.586903 | 71.82742 |
17 | 0.486371 | 14.25792 | 4.256332 | 5.094285 | 4.585620 | 71.80585 |
18 | 0.486390 | 14.25987 | 4.256074 | 5.093933 | 4.589743 | 71.80038 |
19 | 0.486430 | 14.25798 | 4.260631 | 5.093097 | 4.599152 | 71.78914 |
20 | 0.486479 | 14.25521 | 4.272330 | 5.092148 | 4.605490 | 71.77482 |
Cholesky Ordering: D(FEDR) D(YGAP) D(SAP) D(R) D(ZARX) |