Data | AEP | CIN | CMS | D | DPL | DTE | DUK | ED | EDE | EIX | ETR | FPL |
α | 0.01264 (0.58) | 0.03244 (1.46) | −0.00834 (−0.29) | 0.04115 (2.03)* | 0.05275 (2.22)* | 0.03828 (1.77) | 0.03128 (1.26) | 0.03012 (1.35) | 0.03244 (1.49) | 0.00473 (0.15) | 0.04626 (1.82) | 0.03469 (1.62) |
β | 0.37872 (22.89)** | 0.36077 (21.43)** | 0.28526 (13.94)** | 0.35567 (23.7)** | 0.33977 (18.13)** | 0.41714 (24.75)** | 0.42805 (23.91)** | 0.41623 (22.8)** | 0.15795 (9.83)** | 0.47156 (22.42)** | 0.31852 (15.98)** | 0.33321 (20.78)** |
| 1.23089 (36.98)** | 1.22791 (44.86)** | 1.7489 (16.4)** | 1.15796 (25.33)** | 1.32319 (39.91)** | 1.20056 (39.89)** | 1.37718 (40.83)** | 1.24393 (43.33)** | 1.2053 (43.98)** | 2.52876 (5.28)** | 1.43755 (35.53)** | 1.22625 (26.4)** |
K | 1.57664 (11.89)** | 1.3988 (10.66)** | 2.13438 (11.04)** | 1.73995 (10.61)** | 1.86872 (12.29)** | 1.80353 (11.3)** | 1.35557 (12.36)** | 1.94618 (9.78)** | 1.38038 (16.15)** | 2.09635 (11)** | 1.92125 (11.75)** | 1.9214 (10.78)** |
λ | 0.01993 (0.88) | 0.02316 (1.08) | 0.01796 (0.7) | 0.01808 (0.78) | 0.05783 (2.34)* | 0.0368 (1.52) | 0.00742 (0.35) | 0.00132 (0.05) | 0.0375 (1.71) | −0.00666 (−0.27) | 0.04697 (1.9) | 0.00514 (0.21) |
n | 4.7153 (6.06)** | 8.14022 (2.68)** | 2.83973 (11.66)** | 3.8967 (6.11)** | 4.46409 (7.78)** | 4.8989 (5.85)** | 6.1737 (4.48)** | 5.4031 (4.51)** | 5.91206 (7.83)** | 2.31309 (13.38)** | 4.04235 (8.17)** | 3.65427 (7.51)** |
SK | 0.12846 | 0.10119 | n/a | 0.16105 | 0.33563 | 0.189 | 0.04159 | 0.0054 | 0.21373 | n/a | 0.33541 | 0.05259 |
KU | 16.74093 | 6.87491 | n/a | n/a | 18.00594 | 11.2943 | 10.03874 | 7.53358 | 10.57564 | n/a | 157.40163 | n/a |
LogL | −4631.58 | −4731.1 | −5321.66 | −4384.13 | −4915.63 | −4650.79 | −4982.82 | −4827.62 | −4574.69 | −5524.25 | −5122.28 | −4562.86 |
LR-N. | 626.77** | 356.77** | 1376.83** | 570.44** | 555.16** | 387.37** | 603.04** | 219.9** | 1064.3** | 2342.45** | 617.93** | 625.12** |
R2 | 0.08796 | 0.08452 | 0.02661 | 0.09582 | 0.06226 | 0.11384 | 0.09067 | 0.10726 | 0.01501 | 0.04539 | 0.04814 | 0.07417 |
OBS | 3026 | 3026 | 3026 | 3026 | 3026 | 3026 | 3026 | 3026 | 3026 | 3026 | 3026 | 3026 |