Variable | Model 1 (Gasoline) | Model 2 (Gas oil) | Model 3 (RFO) |
D(PP(−1)) |
--- |
--- | 0.312434 (0.079291) [3.940328] |
D(LNCRD) | 0.085429* (0.027293) [3.130070] | 0.178000* (0.046941) [3.791989] | 0.133713* (0.030350) [4.405708] |
D(LNEXR) | −0.876944* (0.170659) [−5.138571] | −0.122831* (0.034801) [0.034801] | −0.958431* (0.180677) [−5.304675] |
D(LNEXR(−1)) |
--- |
--- | 0.303154 (0.198790) [1.524995] |
D(LNINF) | 0.015811 (0.020601) [0.767507] | −0.034775 (0.037981) [−0.915578] | 0.066610* (0.022876) [2.911775] |
CointEq(−1) ϕ | −0.172125* (0.051912) [−3.315680] | −0.488370* (0.077285) [−6.319067] | −0.179091* (0.032252) [−5.552807] |