Lags 4

Lags 5

Lags 6

Lags 7

Dif(LN_FFR)

0.989059

0.997965

0.991327

0.991803

Dif(LN_ARM)

0.950535

0.950095

0.950309

0.936668

LN_FOR_US

0.99883

0.998257

0.956714

0.669739

Dif(UNEMP)

0.889812

0.925502

0.746307

0.717886

DEFICIT

0.995914

0.995364

0.96595

0.945185

Capital Flow

0.266568

0.341032

0.227644

0.0611863

Dif(LN_CSXR)

1

1

1

1