Residuals: |
|
|
|
|
Min | 1Q | Median | 3Q | Max |
−1.79919 | −0.00717 | 0.00029 | 0.00785 | 1.77885 |
Coefficients: |
|
|
|
|
| Estimate | Std. error | T-value | Pr (>|t|) |
(Intercept) | −0.0309821 | 0.0208969 | −1.483 | 0.1382 |
EMUrecord | 0.0023005 | 0.0009372 | 2.455 | 0.0141* |
Ylag1 | 0.8253796 | 0.0127071 | 64.954 | <2 × 10−16*** |
Ylag2 | 0.1648958 | 0.0127068 | 12.977 | <2 × 10−16*** |
EMIlag1 | 0.0013750 | 0.0018957 | 0.725 | 0.4683 |
EMIlag2 | 0.0021268 | 0.0018942 | 1.123 | 0.2616 |
EMUlag1 | 0.0024833 | 0.0010215 | 2.431 | 0.0151* |
EMUlag2 | 0.0011841 | 0.0009590 | 1.235 | 0.2170 |
EPUlag1 | 0.0024583 | 0.0015840 | 1.552 | 0.1207 |
EPUlag2 | 0.0019109 | 0.0015582 | 1.226 | 0.2201 |