D(L_NEERREV(−1)) | 0.099340 (0.16351) [0.60755] | −0.066330 (0.06600) [−1.00498] | −0.038520 (0.03499) [−1.10087] | −0.037082 (0.14854) [−0.24964] | 0.824023 (0.36551) [2.25446] | −0.139548 (0.11722) [−1.19046] | −0.033521 (0.02210) [−1.51681] |
D(L_NEERREV(−2)) | 0.113097 (0.15936) [0.70969] | −0.070758 (0.06433) [−1.09997] | −0.075589 (0.03410) [−2.21655] | −0.185058 (0.14477) [−1.27829] | 0.356328 (0.35623) [1.00027] | −0.065580 (0.11425) [−0.57402] | 0.003800 (0.02154) [0.17641] |
D(L_NEERREV(−3)) | 0.093127 (0.15809) [0.58908] | −0.136081 (0.06381) [−2.13246] | 0.018155 (0.03383) [0.53664] | −0.187231 (0.14362) [−1.30368] | 0.204328 (0.35339) [0.57819] | 0.185802 (0.11334) [1.63938] | 0.011469 (0.02137) [0.53675] |
D(L_CPI(−1)) | −0.045631 (0.79756) [−0.05721] | 1.740447 (0.32194) [5.40615] | −0.330772 (0.17067) [−1.93805] | 1.639912 (0.72454) [2.26340] | −2.128323 (1.78285) [−1.19378] | −0.216329 (0.57178) [−0.37835] | 0.494346 (0.10779) [4.58600] |
D(L_CPI(−2)) | −1.561178 (1.00877) [−1.54760] | 0.074646 (0.40720) [0.18332] | 0.246966 (0.21587) [1.14404] | 0.121429 (0.91642) [0.13250] | −4.638020 (2.25500) [−2.05677] | 0.695396 (0.72320) [0.96155] | 0.143542 (0.13634) [1.05281] |
D(L_CPI(−3)) | 1.110069 (1.06317) [1.04411] | −0.674819 (0.42916) [−1.57243] | 0.109248 (0.22751) [0.48018] | −1.445569 (0.96584) [−1.49670] | −4.176435 (2.37661) [−1.75731] | −0.075003 (0.76220) [−0.09840] | −0.159598 (0.14369) [−1.11067] |
C | 0.015525 (0.00982) [1.58163] | −0.001229 (0.00396) [−0.31007] | −0.003430 (0.00210) [−1.63274] | 0.008919 (0.00892) [1.00024] | 0.105760 (0.02194) [4.81996] | −0.003329 (0.00704) [−0.47310] | 0.001373 (0.00133) [1.03481] |
R-squared | 0.678107 | 0.900547 | 0.345735 | 0.714023 | 0.490074 | 0.325025 | 0.544233 |
Adj. R-squared | 0.537476 | 0.867396 | 0.127647 | 0.618697 | 0.320098 | 0.100034 | 0.392311 |
Sum sq. resids | 0.074787 | 0.012186 | 0.003425 | 0.061720 | 0.373707 | 0.038438 | 0.001366 |
S.E. equation | 0.033662 | 0.013588 | 0.007204 | 0.030580 | 0.075248 | 0.024133 | 0.004550 |
F-statistic | 1.155740 | 27.16503 | 1.585301 | 7.490353 | 2.883204 | 1.444612 | 3.582311 |
Log likelihood | 188.8523 | 269.5923 | 326.0729 | 197.3980 | 117.2594 | 218.4718 | 366.9701 |
Akaike AIC | −3.727018 | −5.541399 | −6.810626 | −3.919057 | −2.118189 | −4.392625 | −7.729666 |
Schwarz SC | −3.083887 | −4.898268 | −6.167495 | −3.275926 | −1.475058 | −3.749494 | −7.086535 |
Mean dependent | 0.006814 | 0.004269 | −0.001041 | 0.012095 | 0.021105 | −0.000531 | 0.004127 |
S. D. dependent | 0.034311 | 0.037314 | 0.007713 | 0.049523 | 0.091258 | 0.025439 | 0.005836 |
Determinant resid covariance (dof adj.) | 3.62E−25 |
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Determinant resid covariance | 4.46E−26 |
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Log likelihood | 1713.527 |
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Akaike information criterion | −34.70848 |
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Schwarz criterion | −29.98286 |
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Number of coefficients | 169 |
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