Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | −0.041167 | 0.122527 | −0.335980 | 0.7397 |
D(Z(-1)) | −0.066238 | 0.085198 | −0.777459 | 0.4442 |
D(Z(-2)) | −0.020679 | 0.098164 | −0.210657 | 0.8349 |
D(Z(-3)) | 0.034932 | 0.124903 | 0.279669 | 0.7820 |
D(Z(-4)) | 0.036701 | 0.128646 | 0.285283 | 0.7778 |
D(Z(-5)) | −0.057047 | 0.124265 | −0.459075 | 0.6501 |
D(Z(-6)) | −0.061444 | 0.110857 | −0.554259 | 0.5843 |
D(Z(-7)) | −0.059130 | 0.072212 | −0.818844 | 0.4206 |
D(U(-1)) | 0.030671 | 0.257457 | 0.119132 | 0.9061 |
D(U(-2)) | 0.226493 | 0.264896 | 0.855025 | 0.4007 |
D(U(-3)) | −0.116149 | 0.254594 | −0.456212 | 0.6522 |
D(U(-4)) | −0.100977 | 0.232952 | −0.433469 | 0.6684 |
D(U(-5)) | 0.180174 | 0.238910 | 0.754153 | 0.4578 |
D(U(-6)) | −0.017801 | 0.242798 | −0.073316 | 0.9421 |
D(U(-7)) | 0.217992 | 0.215688 | 1.010681 | 0.3219 |
D(EXIN(-1)) | −0.738909 | 0.244516 | −3.021926 | 0.0057 |
D(EXIN(-2)) | −0.626565 | 0.268277 | −2.335517 | 0.0278 |
D(EXIN(-3)) | −0.400022 | 0.304176 | −1.315100 | 0.2004 |
D(EXIN(-4)) | −0.477671 | 0.308493 | −1.548401 | 0.1341 |
D(EXIN(-5)) | −0.389481 | 0.323820 | −1.202773 | 0.2403 |
D(EXIN(-6)) | −0.601235 | 0.288369 | −2.084954 | 0.0474 |
D(EXIN(-7)) | −0.220992 | 0.246787 | −0.895476 | 0.3791 |