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

Determinant resid covariance

1.65E−26

Log likelihood

1738.171

Akaike information criterion

−34.73117

Schwarz criterion

−28.81934

Number of coefficients

210