7 | 0.668875 | 17.19358 | 9.235348 | 9.198771 | 53.57937 | 10.79293 |
8 | 0.674982 | 17.05853 | 9.101497 | 9.034951 | 53.23808 | 11.56695 |
9 | 0.680064 | 16.82157 | 9.011462 | 8.955404 | 53.29566 | 11.91590 |
10 | 0.682595 | 16.78524 | 8.969430 | 9.083714 | 53.22609 | 11.93552 |
11 | 0.683991 | 16.79059 | 8.935504 | 9.193935 | 53.17335 | 11.90662 |
12 | 0.685224 | 16.74822 | 8.924008 | 9.262387 | 53.18180 | 11.88359 |
13 | 0.686191 | 16.70286 | 8.950178 | 9.325444 | 53.16722 | 11.85430 |
14 | 0.686971 | 16.70745 | 8.968719 | 9.376094 | 53.12023 | 11.82751 |
15 | 0.687773 | 16.75850 | 8.968917 | 9.402504 | 53.06929 | 11.80079 |
16 | 0.688456 | 16.81023 | 8.964744 | 9.413966 | 53.03168 | 11.77939 |
17 | 0.688891 | 16.84215 | 8.964440 | 9.421268 | 53.00576 | 11.76638 |
18 | 0.689135 | 16.85855 | 8.965477 | 9.423952 | 52.99337 | 11.75865 |
19 | 0.689268 | 16.86506 | 8.966249 | 9.423137 | 52.99142 | 11.75413 |
20 | 0.689341 | 16.86663 | 8.967320 | 9.421697 | 52.99091 | 11.75344 |
Variance Decomposition of D(YGAP): | ||||||
Period | S.E. | D(FEDR) | D(ZARX) | D(R) | D(SAP) | D(YGAP) |
1 | 0.012320 | 0.692653 | 0.172451 | 6.068378 | 21.33808 | 71.72844 |
2 | 0.012992 | 2.459806 | 0.748072 | 5.653200 | 26.14035 | 64.99858 |
3 | 0.013455 | 3.420153 | 2.582989 | 5.311842 | 24.38081 | 64.30421 |
4 | 0.013943 | 5.396028 | 4.499440 | 5.679429 | 22.70410 | 61.72100 |
5 | 0.014421 | 7.923389 | 5.293900 | 5.426732 | 21.25710 | 60.09888 |
6 | 0.014833 | 9.120807 | 6.561962 | 5.278175 | 20.21121 | 58.82784 |
7 | 0.015008 | 9.243767 | 6.521996 | 5.227952 | 20.06049 | 58.94580 |
8 | 0.015221 | 8.992843 | 6.447374 | 5.239903 | 19.53240 | 59.78748 |
9 | 0.015327 | 9.067221 | 6.510797 | 5.170244 | 19.26581 | 59.98593 |
10 | 0.015416 | 9.385361 | 6.648856 | 5.141430 | 19.04790 | 59.77645 |
11 | 0.015473 | 9.781086 | 6.677797 | 5.115737 | 18.91301 | 59.51237 |
12 | 0.015501 | 10.02081 | 6.674340 | 5.141540 | 18.85837 | 59.30494 |
13 | 0.015517 | 10.10254 | 6.670805 | 5.177857 | 18.84707 | 59.20173 |
14 | 0.015529 | 10.09116 | 6.660539 | 5.207661 | 18.84549 | 59.19516 |
15 | 0.015548 | 10.08138 | 6.645361 | 5.227488 | 18.83940 | 59.20637 |
16 | 0.015566 | 10.09030 | 6.634203 | 5.231064 | 18.82601 | 59.21842 |
17 | 0.015581 | 10.11747 | 6.633782 | 5.229389 | 18.81016 | 59.20920 |
18 | 0.015591 | 10.15274 | 6.636723 | 5.224152 | 18.79638 | 59.19000 |
19 | 0.015596 | 10.17968 | 6.641389 | 5.221262 | 18.78789 | 59.16978 |
20 | 0.015598 | 10.19446 | 6.645827 | 5.222843 | 18.78311 | 59.15375 |
Cholesky Ordering: D(FEDR) D(ZARX) D(R) D(SAP) D(YGAP) |