$C{F}_t$

$AT{T}_t$

$C{F}_{t-1}$

0.195802***

(0.064552)

−0.84236

(0.57068)

$C{F}_{t-2}$

−0.05342

(0.064387)

0.662358

(0.569219)

$AT{T}_{t-1}$

−0.01328*

(0.007174)

0.159228**

(0.063424)

$AT{T}_{t-2}$

−0.00767

(0.007215)

−0.11468*

(0.06378)

Intercept

0.001815

(0.000847)

0.002034

(0.00749)

$R^2$

0.0593

0.0415