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]