Max p | Selected p | GDP | RPCE | GDPDEF | INVEST | WAGE | PROD | FEDFUNDS | PROFIT | M2 |
Benchmark | 0.378 | 0.156 | 0.066 | 3.502 | 0.131 | 0.334 | 0.381 | 46.104 | 1.625 | |
Lag 1 - 3 | Lag = 1 | 0.338 | 0.155 | 0.075 | 3.150 | 0.133 | 0.358 | 0.384 | 43.059 | 1.608 |
lag 4 | lag = 4 | 0.465 | 0.233 | 0.092 | 3.177 | 0.286 | 0.484 | 0.863 | 51.692 | 1.823 |
lag 5 | lag = 5 | 0.507 | 0.249 | 0.109 | 3.273 | 0.315 | 0.651 | 1.175 | 49.865 | 2.224 |
lag 6 | lag = 6 | 9.321 | 2.706 | 0.425 | 62.768 | 2.320 | 3.364 | 13.529 | 352.262 | 4.084 |