D(L_NEERREV(−1))

−0.310742

(0.19772)

[−1.57162]

0.191160

(0.06270)

[3.04891]

−0.007976

(0.03652)

[−0.21841]

0.175869

(0.15628)

[1.12535]

0.618178

(0.43256)

[1.42910]

−0.212729

(0.12584)

[−1.69048]

0.012863

(0.02254)

[0.57064]

D(L_NEERREV(−2))

0.076955

(0.18997)

[0.40509]

0.106417

(0.06024)

[1.76655]

−0.038101

(0.03509)

[−1.08595]

0.005999

(0.15015)

[0.03996]

0.158729

(0.41561)

[0.38192]

−0.139824

(0.12091)

[−1.15647]

0.044692

(0.02166)

[2.06366]

D(L_NEERREV(−3))

−0.168331

(0.18165)

[−0.92667]

0.045585

(0.05760)

[0.79137]

0.052134

(0.03355)

[1.55397]

−0.003434

(0.14358)

[−0.02391]

−0.328174

(0.39741)

[−0.82578]

0.165249

(0.11561)

[1.42934]

0.042039

(0.02071)

[2.03002]

D(L_CPI(−1))

−2.017771

(0.90112)

[−2.23918]

1.163614

(0.28575)

[4.07218]

−0.298173

(0.16643)

[−1.79162]

1.270143

(0.71225)

[1.78329]

0.089066

(1.97143)

[0.04518]

−0.276496

(0.57352)

[−0.48211]

0.414029

(0.10273)

[4.03027]

D(L_CPI(−2))

−0.752605

(1.13955)

[−0.66044]

0.015180

(0.36135)

[0.04201]

0.379923

(0.21046)

[1.80520]

0.135595

(0.90070)

[0.15054]

2.104944

(2.49305)

[0.84433]

0.300270

(0.72526)

[0.41402]

0.259912

(0.12991)

[2.00070]

D(L_CPI(−3))

1.537178

(1.11098)

[1.38363]

−0.560325

(0.35229)

[−1.59050]

0.133290

(0.20518)

[0.64961]

−1.233281

(0.87812)

[−1.40446]

2.562298

(2.43055)

[1.05421]

−1.117209

(0.70708)

[−1.58003]

0.022020

(0.12665)

[0.17386]

C

0.000332

(0.00796)

[0.04166]

0.008605

(0.00253)

[3.40751]

−0.002719

(0.00147)

[−1.84846]

0.015984

(0.00629)

[2.53923]

0.017591

(0.01742)

[1.00965]

0.002714

(0.00507)

[0.53536]

0.001301

(0.00091)

[1.43330]

R-squared

0.695695

0.924109

0.397405

0.732313

0.396053

0.342215

0.599043

Adj. R-squared

0.594260

0.898811

0.196540

0.643085

0.194737

0.122953

0.465391

Sum sq. resids

0.092475

0.009299

0.003154

0.057772

0.442611

0.037459

0.001202

S. E. equation

0.037432

0.011870

0.006913

0.029586

0.081892

0.023823

0.004267

F-statistic

6.858525

36.53013

1.978466

8.207139

1.967323

1.560760

4.482107

Log likelihood

179.4051

281.6242

329.7337

200.3393

109.7291

219.6198

372.6718

Akaike AIC

−3.514721

−5.811779

−6.892892

−3.985152

−1.948968

−4.418421

−7.857794

Schwarz SC

−2.871590

−5.168648

−6.249761

−3.342021

−1.305838

−3.775291

−7.214663

Mean dependent

0.006904

0.004269

−0.001041

0.012095

0.021105

−0.000531

0.004127

S. D. dependent

0.058765

0.037314

0.007713

0.049523

0.091258

0.025439

0.005836

Determinant resid covariance (dof adj.)

3.81E−25

Determinant resid covariance

4.71E−26

Log likelihood

1711.178

Akaike information criterion

−34.65568

Schwarz criterion

−29.93007

Number of coefficients

169