D(L_N1(−2)) | 0.012296 (0.12741) [0.09651] | −0.015066 (0.05143) [−0.29294] | 0.031945 (0.02727) [1.17161] | −0.081947 (0.11575) [−0.70798] | 0.471985 (0.28482) [1.65714] | 0.035980 (0.09134) [0.39390] | −0.018516 (0.01722) [−1.07522] |
D(L_N1(−3)) | 0.178266 (0.12889) [1.38311] | 0.048135 (0.05203) [0.92521] | −0.017292 (0.02758) [−0.62695] | −0.039974 (0.11709) [−0.34140] | 0.525482 (0.28811) [1.82386] | −0.088712 (0.09240) [−0.96007] | 0.007074 (0.01742) [0.40608] |
D(L_RGDP15(−1)) | −0.073775 (0.23822) [−0.30969] | 0.441970 (0.09616) [4.59619] | 0.000507 (0.05098) [0.00995] | 0.765598 (0.21641) [3.53768] | 1.319188 (0.53252) [2.47725] | −0.049171 (0.17078) [−0.28791] | 0.049467 (0.03220) [1.53637] |
D(L_RGDP15(−2)) | 0.392300 (0.26452) [1.48307] | −0.117397 (0.10678) [−1.09948] | −0.019907 (0.05661) [−0.35167] | 0.119834 (0.24030) [0.49868] | 0.109355 (0.59130) [0.18494] | −0.173235 (0.18964) [−0.91351] | −0.051791 (0.03575) [−1.44863] |
D(L_RGDP15(−3)) | −0.251421 (0.26162) [−0.96101] | −0.570276 (0.10561) [−5.40008] | −0.040878 (0.05599) [−0.73015] | −1.111346 (0.23767) [−4.67603] | 0.265490 (0.58483) [0.45397] | 0.067958 (0.18756) [0.36233] | 0.063858 (0.03536) [1.80595] |
D(R_3REV(−1)) | 0.149088 (0.55859) [0.26690] | −0.003868 (0.22548) [−0.01715] | 0.163754 (0.11954) [1.36992] | 0.136007 (0.50745) [0.26802] | 0.755893 (1.24867) [0.60536] | −0.152705 (0.40046) [−0.38132] | −0.024592 (0.07550) [−0.32573] |
D(R_3REV(−2)) | 0.762063 (0.52349) [1.45574] | 0.009664 (0.21131) [0.04573] | −0.179705 (0.11202) [−1.60416] | −0.192784 (0.47556) [−0.40538] | 0.621238 (1.17020) [0.53088] | −0.991840 (0.37530) [−2.64282] | −0.041805 (0.07075) [−0.59085] |
D(R_3REV(−3)) | 0.084435 (0.54864) [0.15390] | 0.187011 (0.22146) [0.84444] | −0.275632 (0.11741) [−2.34769] | 0.220253 (0.49841) [0.44191] | 1.039262 (1.22642) [0.84739] | −0.443581 (0.39333) [−1.12777] | 0.023261 (0.07415) [0.31369] |
D(L_BLACKREV(−1)) | −0.167431 (0.16316) [−1.02615] | 0.123872 (0.06586) [1.88076] | 0.042590 (0.03492) [1.21976] | −0.191781 (0.14823) [−1.29384] | −1.277951 (0.36474) [−3.50377] | 0.072498 (0.11697) [0.61977] | 0.001550 (0.02205) [0.07027] |
D(L_BLACKREV(−2)) | −0.186308 (0.16669) [−1.11769] | 0.084470 (0.06729) [1.25540] | 0.060185 (0.03567) [1.68723] | −0.083658 (0.15143) [−0.55245] | −1.205228 (0.37262) [−3.23449] | 0.203744 (0.11950) [1.70493] | 0.015344 (0.02253) [0.68108] |
D(L_BLACKREV(−3)) | −0.194768 (0.17418) [−1.11819] | 0.025883 (0.07031) [0.36813] | 0.064868 (0.03727) [1.74031] | 0.728505 (0.15823) [4.60397] | −1.073319 (0.38936) [−2.75661] | 0.053563 (0.12487) [0.42895] | 0.014890 (0.02354) [0.63251] |
D(L_MOBVREV(−1)) | −0.069136 (0.04890) [−1.41372] | −0.029174 (0.01974) [−1.47789] | −0.001142 (0.01047) [−0.10914] | −0.039866 (0.04443) [−0.89736] | −0.325636 (0.10932) [−2.97878] | −0.024877 (0.03506) [−0.70955] | 0.007279 (0.00661) [1.10128] |
D(L_MOBVREV(−2)) | 0.020624 (0.05024) [0.41052] | −0.004422 (0.02028) [−0.21808] | −0.008152 (0.01075) [−0.75825] | −0.016188 (0.04564) [−0.35470] | −0.129013 (0.11230) [−1.14879] | −0.084491 (0.03602) [−2.34588] | 0.000395 (0.00679) [0.05824] |
D(L_MOBVREV(−3)) | 0.010293 (0.04790) [0.21489] | 0.025833 (0.01933) [1.33606] | 0.004681 (0.01025) [0.45666] | 0.036954 (0.04351) [0.84924] | 0.086337 (0.10707) [0.80633] | −0.051001 (0.03434) [−1.48519] | 0.009041 (0.00647) [1.39656] |