Title

Cste

β⁻

β⁺

δ

Wald test

Breusch-Godfrey

White test

R²

1

−0.0011223

0.3141258

0.0040468

−0.0000146

0.07

0.419

8.01***

0.0003

(−0.27)

(0.53)

(0.01)

(−0.00)

2

−0.0020159

0.0670903

0.1893215

0.0008222

0.41

20.778***

3.38**

0.0005

(−0.64)

(0.15)

(0.44)

(0.18)

3

−0.0052472

0.0583129

−0.1331854

0.0058904

1.78

0.891

14.27***

0.0012

(−1.34)

(0.11)

(−0.25)

(1.01)

4

−0.0017647

0.3726488

0.7520201

−0.0025693

0.31

2.373

7.88***

0.0032

(−0.55)

(0.83)

(1.73)

(−0.55)

5

−0.0011329

0.9113729

0.2069285

0.0029992

0.13

1.086

8.44***

0.0078

(−0.36)

(2.06)

(0.48)

(0.64)

6

−0.0101115

−0.5999497

0.0793074

0.0109423

4.36**

0.052

11.76***

0.0023

(−2.09)

(−0.88)

(0.12)

(1.53)

7

−0.0003783

0.4318849

1.318805

−0.0110175

0.00

0.387

8.85***

0.0019

(−0.06)

(0.51)

(1.61)

(−1.24)

8

−0.0003355

1.081625

1.091625

−0.0040597

0.01

2.196

7.23***

0.0074

(−0.08)

(1.93)

(2.01)

(−0.69)

9

−0.0044231

0.2424565

0.34238

0.0068078

3.60*

1.421

12.31***

0.0125

(−1.90)

(0.74)

(1.08)

(1.97)

10

−0.0021994

0.380545

−0.0805916

0.0023484

0.26

11.760***

0.48

0.0008

(−0.51)

(0.63)

(−0.14)

(0.37)

11

−0.0063637

−0.0801364

−0.011962

0.0064675

2.54

5.881*

11.23***

0.0014

(−1.59)

(−0.14)

(−0.02)

(1.09)

12

−0.0011689

0.8337282

0.4844231

0.0014513

0.46

15.207***

8.31***

0.0249

(−0.68)

(3.43)

(2.06)

(0.57)

13

−0.000023

0.1836173

0.8082009

−0.009241

0.00

3.177

21.13***

0.0011

(−0.00)

(0.24)

(1.11)

(−1.17)

14

−0.0002636

0.2036594

−1.486029

0.0034388

0.00

0.037

30.56***

0.0047

(−0.06)

(0.34)

(−2.52)

(0.54)

15

−0.000713

0.4427057

−0.5589263

0.0032045

0.05

3.098

8.59***

0.0020

(−0.22)

(0.98)

(−1.28)

(0.68)

16

0.0001215

1.115042

1.179027

−0.0065711

0.00

0.151

5.33***

0.0043

(0.02)

(1.56)

(1.70)

(−0.88)

17

0.0026064

1.728773

0.0977871

−0.0036051

0.29

22.971***

8.09***

0.0051

(0.54)

(2.56)

(0.15)

(−0.51)

18

−0.003916

0.7023375

0.853635

0.0046468

1.59

5.902*

13.02***

0.0153

(−1.26)

(1.61)

(2.01)

(1.01)

19

−0.0121771

−0.7556452

0.088591

0.0154406

5.60**

3.043

21.32***

0.0041

(−2.37)

(−1.04)

(0.13)

(2.03)

20

−0.0004648

−0.0613937

0.0943764

−0.0006039

0.20

31.853***

28.23***

0.0005

(−0.44)

(−0.42)

(0.66)

(−0.39)

21

−0.0016314

0.0430232

0.150262

−0.0034205

0.26

0.022

22.40***

0.0004

(−0.51)

(0.09)

(0.34)

(−0.72)

22

−0.0020599

0.3507974

−0.4031882

0.0057586

2.24

3.491

7.86***

0.0139

(−1.50)

(1.81)

(−2.15)

(2.83)

23

−0.0003529

0.3636969

0.0034803

−0.0002792

0.03

1.450

5.20***

0.0013

(−0.16)

(1.21)

(0.01)

(−0.09)

24

0.0024478

1.575297

1.831389

−0.0068326

30.06***

14.157***

21.77***

0.5877

(5.48)

(25.06)

(30.05)

(−10.35)

25

−0.0065799

−0.1910087

0.2106718

0.0076822

4.22**

0.909

12.34***

0.0040

(−2.05)

(−0.42)

(0.48)

(1.62)

26

0.003948

1.593517

0.1351794

−0.0041652

2.49

6.510**

12.79***

0.0153

(1.58)

(4.52)

(0.40)

(−1.13)

27

0.0013757

0.261211

0.2714615

−0.0088627

0.05

0.027

30.86***

0.0008

(0.23)

(0.31)

(0.33)

(−1.01)

28

−0.0020642

0.211933

0.430287

−0.0043248

0.27

0.237

0.94

0.0005

(−0.52)

(0.38)

(0.80)

(−0.74)

29

−0.0001552

0.082773

−0.1214373

−0.000648

0.04

1.965

26.26***

0.0020

(−0.19)

(0.74)

(−1.12)

(−0.55)

30

−0.0033853

0.8002594

−0.9509662

0.0117497

0.58

1.019

8.61***

0.0059

(−0.76)

(1.27)

(−1.56)

(1.78)

31

−0.001704

0.1657804

0.1508225

−0.0002065

2.18

1.111

7.17***

0.0023

(−1.48)

(1.02)

(0.96)

(−0.12)

32

−0.0066646

0.3413237

0.4956582

0.0093969

4.39**

14.809***

9.65***

0.0131

(−2.09)

(0.76)

(1.14)

(2.00)