D (SET (−1)) | 0.16951 | 2.040898 | 0.976946 | −0.040852 | 0.193715 | −0.483868 | −0.014761 | 0.705487 | 0.076152 |
−0.38266 | −1.22366 | −2.59169 | −0.11326 | −0.21157 | −1.77133 | −0.12443 | −0.71771 | −0.34344 | |
[0.44298] | [1.66786] | [0.37695] | [−0.36070] | [0.91562] | [−0.27317] | [−0.11863] | [0.98297] | [0.22174] | |
D (SET (−2)) | −0.270064 | 1.273611 | 3.149928 | 0.056588 | 0.019601 | 2.154273 | −0.109667 | 0.71581 | 0.465043 |
−0.37291 | −1.1925 | −2.52569 | −0.11038 | −0.20618 | −1.72622 | −0.12126 | −0.69943 | −0.33469 | |
[−0.72421] | [1.06802] | [1.24716] | [0.51268] | [0.09507] | [1.24797] | [−0.90438] | [1.02341] | [1.38948] | |
D (SSEC (−1)) | 0.0095 | 0.060857 | 0.009548 | −0.010156 | −0.03219 | 0.161857 | −0.014687 | 0.059401 | −0.001939 |
−0.05298 | −0.16941 | −0.35881 | −0.01568 | −0.02929 | −0.24523 | −0.01723 | −0.09936 | −0.04755 | |
[0.17933] | [0.35923] | [0.02661] | [−0.64770] | [−1.09900] | [0.66001] | [−0.85258] | [0.59781] | [−0.04077] | |
D (SSEC (−2)) | 0.206053 | 0.256088 | 1.160421 | 0.023709 | 0.094339 | 0.711882 | 0.047128 | 0.142429 | 0.142091 |
−0.05407 | −0.17291 | −0.36622 | −0.016 | −0.0299 | −0.2503 | −0.01758 | −0.10142 | −0.04853 | |
[3.81071] | [1.48103] | [3.16860] | [1.48143] | [3.15559] | [2.84409] | [2.68034] | [1.40438] | [2.92791] | |
D (STI (−1)) | 0.339498 | 0.571593 | 2.543103 | 0.130562 | 0.097116 | 1.86797 | 0.169039 | 0.235549 | 0.156643 |
−0.18696 | −0.59786 | −1.26627 | −0.05534 | −0.10337 | −0.86545 | −0.0608 | −0.35067 | −0.1678 | |
[1.81588] | [0.95606] | [2.00835] | [2.35939] | [0.93951] | [2.15838] | [2.78047] | [0.67172] | [0.93352] | |
D (STI (−2)) | 0.25863 | −0.31125 | 0.742197 | 0.043075 | 0.096106 | 0.585673 | 0.051412 | 0.140331 | 0.125715 |
−0.19398 | −0.62032 | −1.31382 | −0.05742 | −0.10725 | −0.89795 | −0.06308 | −0.36383 | −0.1741 | |
[1.33327] | [−0.50176] | [0.56491] | [0.75022] | [0.89608] | [0.65223] | [0.81505] | [0.38570] | [0.72209] | |
C | 42.6605 | 104.614 | 220.0032 | 6.128609 | 14.40288 | 120.4164 | 9.613885 | 20.49797 | 13.48837 |
−13.2427 | −42.3476 | −89.6914 | −3.91961 | −7.32177 | −61.301 | −4.30621 | −24.8381 | −11.8854 | |
[3.22144] | [2.47037] | [2.45289] | [1.56357] | [1.96713] | [1.96435] | [2.23256] | [0.82526] | [1.13487] | |
R-squared | 0.280113 | 0.147638 | 0.205051 | 0.134516 | 0.158455 | 0.266374 | 0.199975 | 0.105629 | 0.169657 |
Adj. R-squared | 0.177272 | 0.025872 | 0.091487 | 0.010875 | 0.038234 | 0.161571 | 0.085686 | −0.022138 | 0.051036 |
Sum sq. resids | 2895322 | 29607587 | 1.33E+08 | 253648.9 | 885071.3 | 62041278 | 306151.3 | 10185491 | 2332235 |
S.E. equation | 147.5444 | 471.8193 | 999.305 | 43.67075 | 81.57617 | 682.9903 | 47.97801 | 276.7357 | 132.4221 |
F-statistic | 2.723745 | 1.212469 | 1.8056 | 1.087957 | 1.318034 | 2.541653 | 1.749728 | 0.826732 | 1.430246 |
Log likelihood | −970.4825 | −1148.34 | −1263.161 | −784.2126 | −879.816 | −1204.932 | −798.6045 | −1066.709 | −953.9379 |
Akaike AIC | 12.94748 | 15.27242 | 16.77335 | 10.51258 | 11.7623 | 16.01219 | 10.70071 | 14.20535 | 12.73121 |
Schwarz SC | 13.34362 | 15.66855 | 17.16948 | 10.90872 | 12.15844 | 16.40832 | 11.09685 | 14.60149 | 13.12735 |
Mean dependent | 34.48026 | 92.9115 | 180.1569 | 6.048758 | 9.815752 | 72.52281 | 7.007974 | 13.89497 | 8.799673 |
S.D. dependent | 162.6651 | 478.0437 | 1048.413 | 43.91017 | 83.18186 | 745.9013 | 50.17583 | 273.7224 | 135.9363 |
Determinant resid covariance (dof adj.) | 6.62E+38 | ||||||||
Determinant resid covariance | 1.88E+38 | ||||||||
Log likelihood | −8695.671 | ||||||||
Akaike information criterion | 116.1395 | ||||||||
Schwarz criterion | 119.883 |