Residuals: |
|
|
|
|
Min | 1Q | Median | 3Q | Max |
−1.80195 | −0.00700 | 0.00043 | 0.00768 | 1.77687 |
Coefficients: |
|
|
|
|
| Estimate | Std. error | T-value | Pr (>|t|) |
(Intercept) | −0.0213083 | 0.0250468 | −0.851 | 0.395 |
EMIrecord | 0.0013417 | 0.0020008 | 0.671 | 0.502 |
Ylag1 | 0.8251120 | 0.0127129 | 64.903 | <2 × 10−16*** |
Ylag2 | 0.1651505 | 0.0127126 | 12.991 | <2 × 10−16*** |
EMIlag1 | 0.0023776 | 0.0022495 | 1.057 | 0.291 |
EMIlag2 | 0.0025989 | 0.0020046 | 1.296 | 0.195 |
EMUlag1 | 0.0012881 | 0.0009075 | 1.419 | 0.156 |
EMUlag2 | 0.0005280 | 0.0009218 | 0.573 | 0.567 |
EPUlag1 | 0.0025350 | 0.0015845 | 1.600 | 0.110 |
EPUlag2 | 0.0018204 | 0.0015587 | 1.168 | 0.243 |