D(L_CC(−2)) | −0.047786 (0.10763) [−0.44398] | −0.030399 (0.06598) [−0.46073] | 0.028902 (0.03863) [0.74810] | −0.025526 (0.16279) [−0.15680] | 0.401529 (0.40782) [0.98458] | 0.073064 (0.13068) [0.55911] | −0.026395 (0.02452) [−1.07648] |
D(L_CC(−3)) | 0.357667 (0.10759) [3.32429] | 0.083858 (0.06596) [1.27141] | −0.029194 (0.03862) [−0.75593] | −0.018012 (0.16274) [−0.11068] | 0.867996 (0.40767) [2.12916] | 0.070620 (0.13063) [0.54060] | −0.018429 (0.02451) [−0.75187] |
D(L_RGDP15(−1)) | −0.525130 (0.15994) [−3.28339] | 0.482620 (0.09804) [4.92245] | 0.025637 (0.05741) [0.44657] | 0.812549 (0.24191) [3.35895] | 0.917242 (0.60600) [1.51360] | −0.039536 (0.19418) [−0.20360] | 0.049202 (0.03644) [1.35037] |
D(L_RGDP15(−2)) | 0.940374 (0.18108) [5.19320] | 0.019874 (0.11101) [0.17904] | −0.035651 (0.06500) [−0.54850] | 0.173954 (0.27388) [0.63514] | 0.163530 (0.68611) [0.23834] | −0.129318 (0.21985) [−0.58820] | −0.058835 (0.04125) [−1.42622] |
D(L_RGDP15(−3)) | −0.947980 (0.15976) [−5.93360] | −0.490694 (0.09794) [−5.01016] | −0.028684 (0.05735) [−0.50018] | −1.040480 (0.24165) [−4.30578] | −0.409888 (0.60535) [−0.67711] | 0.021089 (0.19398) [0.10872] | 0.083019 (0.03640) [2.28094] |
D(R_3REV(−1)) | −0.053022 (0.34180) [−0.15513] | −0.084897 (0.20953) [−0.40518] | 0.128567 (0.12269) [1.04794] | 0.004936 (0.51697) [0.00955] | 1.162202 (1.29508) [0.89740] | −0.165742 (0.41499) [−0.39939] | 0.014919 (0.07787) [0.19160] |
D(R_3REV(−2)) | 0.053641 (0.30778) [0.17429] | −0.201590 (0.18867) [−1.06845] | −0.188243 (0.11047) [−1.70395] | −0.245458 (0.46552) [−0.52728] | 0.771971 (1.16617) [0.66197] | −0.964725 (0.37368) [−2.58168] | −0.054846 (0.07012) [−0.78222] |
D(R_3REV(−3)) | 0.202889 (0.33086) [0.61322] | 0.082426 (0.20283) [0.40639] | −0.255546 (0.11876) [−2.15177] | 0.085445 (0.50043) [0.17074] | 1.650583 (1.25364) [1.31663] | −0.295546 (0.40171) [−0.73572] | 0.000243 (0.07537) [0.00322] |
D(L_BLACKREV(−1)) | −0.086983 (0.09522) [−0.91346] | 0.075818 (0.05837) [1.29881] | 0.045013 (0.03418) [1.31692] | −0.218918 (0.14403) [−1.51996] | −1.029522 (0.36081) [−2.85338] | 0.027085 (0.11562) [0.23427] | −0.005477 (0.02169) [−0.25247] |
D(L_BLACKREV(−2)) | −0.081978 (0.09769) [−0.83917] | 0.013478 (0.05989) [0.22506] | 0.067130 (0.03507) [1.91443] | −0.116780 (0.14776) [−0.79035] | −0.965022 (0.37015) [−2.60711] | 0.141435 (0.11861) [1.19244] | 0.008568 (0.02226) [0.38501] |
D(L_BLACKREV(−3)) | −0.007262 (0.10095) [−0.07193] | −0.004182 (0.06189) [−0.06757] | 0.066117 (0.03624) [1.82461] | 0.720327 (0.15269) [4.71751] | −0.877521 (0.38251) [−2.29410] | 0.023723 (0.12257) [0.19354] | 0.007642 (0.02300) [0.33227] |
D(L_MOBVREV(−1)) | −0.009977 (0.02995) [−0.33308] | −0.026281 (0.01836) [−1.43127] | −0.003991 (0.01075) [−0.37121] | −0.044295 (0.04531) [−0.97770] | −0.317477 (0.11350) [−2.79728] | −0.012075 (0.03637) [−0.33201] | 0.007681 (0.00682) [1.12560] |
D(L_MOBVREV(−2)) | 0.037286 (0.03064) [1.21690] | −0.016320 (0.01878) [−0.86885] | −0.006105 (0.01100) [−0.55510] | −0.027980 (0.04634) [−0.60374] | −0.122282 (0.11610) [−1.05328] | −0.094500 (0.03720) [−2.54023] | 0.002223 (0.00698) [0.31853] |
D(L_MOBVREV(−3)) | 0.032435 (0.02834) [1.14454] | 0.025152 (0.01737) [1.44784] | 0.002516 (0.01017) [0.24731] | 0.036742 (0.04286) [0.85720] | 0.081902 (0.10738) [0.76276] | −0.065880 (0.03441) [−1.91472] | 0.011638 (0.00646) [1.80274] |