Paranaguá Spot

Chicago

Rotterdam

Overall model

Variable

Coeff.

Std. Error

Coeffi.

Std. Error

Coeff.

Std. Error

Above Threshold

−0.37

0.08

−0.23

0.09

−0.36

0.07

Below Threshold

−0.32

0.08

−0.43

0.10

−0.31

0.07

Differenced Residuals (t − 1)

0.40

0.09

0.13

0.09

0.41

0.08

Differenced Residuals (t − 2)

0.16

0.09

0.07

0.09

0.25

0.09

Threshold value (tau):

0.00

0.00

0.00

F-equal:

0.19

3.80

2.37

3.89

0.37

3.76

T-max value:

−4.28

−1.97

−2.50

−1.97

−4.14

2.30

F-joint (Phi):

16.70

6.31

10.74

6.35

19.06

7.80