Equation | Parms | RMSE | R-sq | chi2 | P > chi2 |
D_lnrm2 | 8 | 0.461196 | 0.6908 | 62.54762 | 0.0000 |
D_lnrgdp | 8 | 0.39062 | 0.7226 | 72.95491 | 0.0000 |
D_Infl | 8 | 14.288 | 0.7276 | 74.77142 | 0.0000 |
D_lnExch | 8 | 0.163028 | 0.8328 | 139.4997 | 0.0000 |
D_lnLibor | 8 | 0.276881 | 0.7034 | 66.40947 | 0.0000 |
D_ln91days | 8 | 0.317967 | 0.1214 | 3.868016 | 0.8688 |