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

Determinant resid covariance

1.16E−26

Log likelihood

1773.308

Akaike information criterion

−36.05186

Schwarz criterion

−31.32625

Number of coefficients

169