D(L_NEERREV(−4)) | −0.405305 (0.21304) [−1.90247] | 0.031285 (0.04749) [0.65881] | 0.055210 (0.03549) [1.55575] | 0.102758 (0.14776) [0.69546] | −0.391068 (0.43399) [−0.90109] | −0.055533 (0.12357) [−0.44941] | −0.011803 (0.02264) [−0.52131] | ||
D(L_CPI(−1)) | −0.300197 (1.16128) [−0.25851] | 0.225745 (0.25885) [0.87211] | −0.597127 (0.19344) [−3.08683] | 1.386657 (0.80541) [1.72168] | 0.321719 (2.36568) [0.13599] | −0.111059 (0.67356) [−0.16488] | 0.241346 (0.12341) [1.95564] | ||
D(L_CPI(−2)) | −1.844837 (1.24616) [−1.48042] | −0.453743 (0.27777) [−1.63351] | 0.173724 (0.20758) [0.83689] | 0.041062 (0.86428) [0.04751] | −0.752838 (2.53860) [−0.29656] | 1.005123 (0.72279) [1.39061] | 0.151863 (0.13243) [1.14673] | ||
D(L_CPI(−3)) | 2.991834 (1.20407) [2.48477] | −0.646629 (0.26839) [−2.40931] | −0.167865 (0.20057) [−0.83693] | −1.407414 (0.83509) [−1.68535] | 0.929031 (2.45285) [0.37876] | −0.448368 (0.69838) [−0.64201] | −0.067623 (0.12796) [−0.52848] | ||
D(L_CPI(−4)) | 0.558861 (1.25027) [0.44699] | −0.252033 (0.27869) [−0.90436] | −0.221770 (0.20827) [−1.06483] | 1.835034 (0.86713) [2.11621] | 0.941932 (2.54697) [0.36982] | 0.155231 (0.72518) [0.21406] | 0.034254 (0.13287) [0.25781] | ||
R-squared | 0.624694 | 0.958376 | 0.457062 | 0.771365 | 0.413120 | 0.395095 | 0.614179 | ||
Adj. R-squared | 0.446583 | 0.938623 | 0.199396 | 0.662860 | 0.134601 | 0.108021 | 0.431077 | ||
Sum sq. resids | 0.102394 | 0.005087 | 0.002841 | 0.049253 | 0.424926 | 0.034447 | 0.001156 | ||
S. E. equation | 0.041659 | 0.009286 | 0.006940 | 0.028893 | 0.084865 | 0.024163 | 0.004427 | ||
F-statistic | 3.507325 | 48.51673 | 1.773856 | 7.109036 | 1.483273 | 1.376282 | 3.354302 | ||
Log likelihood | 172.4092 | 304.4995 | 330.1307 | 204.6106 | 109.7932 | 220.3426 | 369.6841 | ||
Akaike AIC | −3.259299 | −6.261352 | −6.843880 | −3.991151 | −1.836209 | −4.348696 | −7.742821 | ||
Schwarz SC | −2.442904 | −5.444957 | −6.027485 | −3.174756 | −1.019814 | −3.532301 | −6.926426 | ||
Mean dependent | 0.010037 | 0.004466 | −0.001055 | 0.012320 | 0.020044 | −0.000537 | 0.004133 | ||
S. D. dependent | 0.056000 | 0.037482 | 0.007756 | 0.049761 | 0.091227 | 0.025584 | 0.005869 | ||
Determinant resid covariance (dof adj.) | 2.70E−25 |
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Determinant resid covariance | 1.65E−26 |
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Log likelihood | 1738.171 |
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Akaike information criterion | −34.73117 |
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Schwarz criterion | −28.81934 |
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Number of coefficients | 210 |
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