| Coefficient | p-value | z-statistics | Standard errors |
Threshold: 5/10/2017 |
|
|
|
|
Regime 1 gold_pr constant |
−0.51 0.017 |
0.00*** 0.00*** |
−1.28 5.92 |
0.40 0.003 |
Regime 2 gold_pr constant |
+0.265 0.018 |
0.02*** 0.07** |
2.18 1.78 |
0.12 0.001 |
Chow test for parameter stability | F(3, 3056) = 5.05 with prob. > F = 0.0017 |