Series |
| n | JREC | E(JREC) | JREC | E(JREC) | p-value |
Short term rate―Inflation rate | 1P | 231 | 380 | 265 | 1.43 | 1 | 0.0000 |
2P | 321 | 1348 | 513 | 2.62 | 1 | 0.0000 | |
3P | 423 | 1601 | 893 | 1.79 | 1 | 0.0000 | |
Medium term rate―Inflation rate | 2P | 321 | 1511 | 513 | 2.94 | 1 | 0.0000 |
3P | 423 | 1611 | 893 | 1.81 | 1 | 0.0000 | |
Long term rate―Inflation rate | 1P | 411 | 1511 | 843 | 1.79 | 1 | 0.0000 |
2P | 321 | 2557 | 513 | 4.98 | 1 | 0.0000 | |
3P | 423 | 1844 | 893 | 2.07 | 1 | 0.0000 |