D(L_NEERREV(−1)) | 0.026175 (0.09763) [0.26810] | −0.059622 (0.05985) [−0.99619] | −0.043177 (0.03504) [−1.23207] | −0.054616 (0.14767) [−0.36985] | 0.852531 (0.36993) [2.30458] | −0.138575 (0.11854) [−1.16903] | −0.024359 (0.02224) [−1.09516] |
D(L_NEERREV(−2)) | 0.147202 (0.09231) [1.59465] | −0.088689 (0.05659) [−1.56725] | −0.075365 (0.03313) [−2.27454] | −0.182021 (0.13962) [−1.30368] | 0.247279 (0.34977) [0.70698] | −0.046536 (0.11208) [−0.41521] | 0.003394 (0.02103) [0.16137] |
D(L_NEERREV(−3)) | 0.183971 (0.09278) [1.98284] | −0.103579 (0.05688) [−1.82109] | 0.019372 (0.03330) [0.58167] | −0.167545 (0.14033) [−1.19390] | 0.064175 (0.35155) [0.18255] | 0.236578 (0.11265) [2.10012] | 0.011983 (0.02114) [0.56690] |
D(L_CPI(−1)) | −0.864424 (0.50002) [−1.72879] | 1.443441 (0.30652) [4.70907] | −0.264424 (0.17948) [−1.47329] | 1.578868 (0.75629) [2.08766] | −1.526258 (1.89458) [−0.80559] | −0.134282 (0.60709) [−0.22119] | 0.385059 (0.11391) [3.38033] |
D(L_CPI(−2)) | −0.602854 (0.59869) [−1.00695] | 0.079116 (0.36701) [0.21557] | 0.357353 (0.21490) [1.66290] | 0.091734 (0.90553) [0.10130] | −4.063675 (2.26847) [−1.79137] | 0.610740 (0.72690) [0.84020] | 0.077228 (0.13639) [0.56622] |
D(L_CPI(−3)) | 0.765772 (0.62227) [1.23061] | −0.493218 (0.38147) [−1.29294] | 0.082162 (0.22336) [0.36784] | −1.215918 (0.94120) [−1.29188] | −3.756567 (2.35781) [−1.59325] | −0.545176 (0.75552) [−0.72159] | −0.162196 (0.14176) [−1.14414] |
C | 0.011998 (0.00639) [1.87862] | 0.000577 (0.00392) [0.14736] | −0.004359 (0.00229) [−1.90167] | 0.008525 (0.00966) [0.88258] | 0.090475 (0.02420) [3.73882] | −0.000407 (0.00775) [−0.05246] | 0.002584 (0.00145) [1.77601] |
R-squared | 0.649710 | 0.919142 | 0.351099 | 0.720547 | 0.483544 | 0.317557 | 0.543531 |
Adj. R-squared | 0.532947 | 0.892189 | 0.134799 | 0.627396 | 0.311392 | 0.090076 | 0.391375 |
Sum sq. resids | 0.026363 | 0.009907 | 0.003397 | 0.060312 | 0.378492 | 0.038863 | 0.001368 |
S. E. equation | 0.019986 | 0.012252 | 0.007174 | 0.030229 | 0.075728 | 0.024266 | 0.004553 |
F-statistic | 5.564335 | 34.10189 | 1.623203 | 7.735267 | 2.808823 | 1.395970 | 3.572188 |
Log likelihood | 235.2511 | 278.8031 | 326.4392 | 198.4250 | 116.6932 | 217.9821 | 366.9016 |
Akaike AIC | −4.769688 | −5.748383 | −6.818858 | −3.942135 | −2.105465 | −4.381620 | −7.728127 |
Schwarz SC | −4.126557 | −5.105253 | −6.175727 | −3.299004 | −1.462334 | −3.738490 | −7.084996 |
Mean dependent | 0.007667 | 0.004269 | −0.001041 | 0.012095 | 0.021105 | −0.000531 | 0.004127 |
S. D. dependent | 0.029245 | 0.037314 | 0.007713 | 0.049523 | 0.091258 | 0.025439 | 0.005836 |
Determinant resid covariance (dof adj.) | 9.44E−26 |
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Determinant resid covariance | 1.16E−26 |
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Log likelihood | 1773.308 |
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Akaike information criterion | −36.05186 |
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Schwarz criterion | −31.32625 |
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Number of coefficients | 169 |
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