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 |
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Determinant resid covariance | 9.28E−27 |
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Log likelihood | 1783.432 |
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Akaike information criterion | −36.14455 |
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Schwarz criterion | −31.25116 |
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Number of coefficients | 175 |
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