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

Determinant resid covariance

4.46E−26

Log likelihood

1713.527

Akaike information criterion

−34.70848

Schwarz criterion

−29.98286

Number of coefficients

169