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 |
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Determinant resid covariance | 4.71E−26 |
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Log likelihood | 1711.178 |
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Akaike information criterion | −34.65568 |
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Schwarz criterion | −29.93007 |
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Number of coefficients | 169 |
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