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