D(L_NEERREV(−2))

0.033786

(0.09263)

[0.36475]

−0.069437

(0.05965)

[−1.16404]

−0.078328

(0.03483)

[−2.24906]

−0.183868

(0.14380)

[−1.27865]

0.310424

(0.35146)

[0.88325]

−0.034854

(0.11535)

[−0.30216]

0.013934

(0.02082)

[0.66936]

D(L_NEERREV(−3))

0.154983

(0.09135)

[1.69660]

−0.108663

(0.05883)

[−1.84708]

0.023439

(0.03435)

[0.68241]

−0.211143

(0.14182)

[−1.48884]

0.206078

(0.34661)

[0.59455]

0.236873

(0.11376)

[2.08222]

0.018017

(0.02053)

[0.87754]

D(L_CPI(−1))

−0.525305

(0.51290)

[−1.02419]

1.323267

(0.33031)

[4.00615]

−0.265287

(0.19285)

[−1.37563]

1.903590

(0.79626)

[2.39066]

−2.239122

(1.94612)

[−1.15056]

−0.075313

(0.63873)

[−0.11791]

0.293501

(0.11527)

[2.54613]

D(L_CPI(−2))

−0.244640

(0.57898)

[−0.42254]

0.125903

(0.37287)

[0.33766]

0.333890

(0.21769)

[1.53375]

0.244333

(0.89885)

[0.27183]

−4.501696

(2.19687)

[−2.04915]

0.663544

(0.72102)

[0.92028]

0.035014

(0.13013)

[0.26908]

D(L_CPI(−3))

0.687525

(0.60832)

[1.13021]

−0.557542

(0.39176)

[−1.42318]

0.017058

(0.22872)

[0.07458]

−1.069798

(0.94440)

[−1.13279]

−4.194572

(2.30818)

[−1.81727]

−0.494545

(0.75756)

[−0.65282]

−0.233944

(0.13672)

[−1.71113]

C

0.010601

(0.00991)

[1.06961]

0.002511

(0.00638)

[0.39336]

−0.004309

(0.00373)

[−1.15638]

−0.007820

(0.01539)

[−0.50825]

0.142303

(0.03760)

[3.78414]

−0.002487

(0.01234)

[−0.20152]

0.006736

(0.00223)

[3.02407]

@TREND(12M01)

−6.26E−05

(0.00011)

[−0.57463]

−3.12E−05

(7.0E−05)

[−0.44430]

1.03E−05

(4.1E−05)

[0.25130]

0.000247

(0.00017)

[1.45879]

−0.000856

(0.00041)

[−2.06948]

1.46E−05

(0.00014)

[0.10738]

−5.79E−05

(2.4E−05)

[−2.36434]

R-squared

0.625061

0.916140

0.330893

0.723330

0.513300

0.325304

0.582507

Adj. R-squared

0.492390

0.886467

0.094132

0.625431

0.341084

0.086565

0.434778

Sum sq. resids

0.024775

0.010275

0.003502

0.059711

0.356685

0.038422

0.001251

S. E. equation

0.019523

0.012573

0.007341

0.030309

0.074077

0.024313

0.004388

F-statistic

4.711362

30.87406

1.397582

7.388552

2.980547

1.362594

3.943094

Log likelihood

238.0170

277.1812

325.0746

198.8703

119.3339

218.4902

370.8734

Akaike AIC

−4.809372

−5.689465

−6.765722

−3.929670

−2.142336

−4.370565

−7.794907

Schwarz SC

−4.138279

−5.018372

−6.094629

−3.258577

−1.471243

−3.699472

−7.123814

Mean dependent

0.008122

0.004269

−0.001041

0.012095

0.021105

−0.000531

0.004127

S. D. dependent

0.027402

0.037314

0.007713

0.049523

0.091258

0.025439

0.005836

Determinant resid covariance (dof adj.)

8.37E−26

Determinant resid covariance

9.28E−27

Log likelihood

1783.432

Akaike information criterion

−36.14455

Schwarz criterion

−31.25116

Number of coefficients

175