| (−0.28) | (−0.79) | (−1.97) | (−2.70) |
| 0.0033 | −0.0106 | 0.0900** | 0.0048 |
| (0.33) | (−0.49) | (1.80) | (0.20) |
| 0.0113 | −0.1664*** | −0.3296*** | −0.1813*** |
| (0.27) | (−1.72) | (−2.85) | (−2.21) |
| 0.0523*** | 0.0624*** | 0.0876*** | 0.0785*** |
| (4.62) | (5.16) | (4.25) | (6.30) |
C | 0.0009 | −0.0005 | −0.0439* | −0.0015 |
| (0.29) | (−0.06) | (−1.42) | (−0.16) |
F | 73.59 | 22.87 |
|
|
| 0.0000 | 0.0000 |
|
|
R-squared | 0.8579 | 0.7657 |
|
|
AR 2(P) |
|
| 0.5504 | 0.4242 |
Sargan(P) |
|
| 0.8556 | 0.9974 |