Endogenous variables: D(FEDR) D(YGAP) D(SAP) D(R) D(ZARX) Exogenous variables: C Lag specification: 1 5 | |
Root | Modulus |
0.973930 | 0.973930 |
0.817375 − 0.336646i | 0.883986 |
0.817375 + 0.336646i | 0.883986 |
0.616151 + 0.517721i | 0.804784 |
0.616151 − 0.517721i | 0.804784 |
0.134288 + 0.763305i | 0.775028 |
0.134288 − 0.763305i | 0.775028 |
−0.210375 + 0.732135i | 0.761760 |
−0.210375 − 0.732135i | 0.761760 |
0.759331 | 0.759331 |
−0.395716 − 0.639673i | 0.752178 |
−0.395716 + 0.639673i | 0.752178 |
−0.544812 + 0.456728i | 0.710929 |
−0.544812 − 0.456728i | 0.710929 |
0.437088 − 0.506262i | 0.668840 |
0.437088 + 0.506262i | 0.668840 |
−0.528613 + 0.344574i | 0.631002 |
−0.528613 − 0.344574i | 0.631002 |
0.010091 − 0.540546i | 0.540640 |
0.010091 + 0.540546i | 0.540640 |
−0.453869 | 0.453869 |
−0.257422 + 0.328211i | 0.417119 |
−0.257422 − 0.328211i | 0.417119 |
0.095420 + 0.103013i | 0.140416 |
0.095420 − 0.103013i | 0.140416 |
No root lies outside the unit circle. VAR satisfies the stability condition. |