Error Correction | D(CIEA) | D(LNEXP) | ||
CointEq1 | −2.03908 | [−5.98345] | −0.04027 | [−3.18586] |
D(CIEA(−1)) | 0.601354 | [2.05316] | 0.037880 | [3.48648] |
D(CIEA(−2)) | 0.194234 | [0.82449] | 0.027041 | [3.09427] |
D(CIEA(−3)) | 0.036709 | [0.22217] | 0.018883 | [3.08072] |
D(CIEA(−4)) | −0.14518 | [−1.50140] | 0.008714 | [2.42925] |
D(LNEXP(−1)) | 10.71519 | [3.29731] | −0.83776 | [−6.94963] |
D(LNEXP(−2)) | 9.051741 | [2.27158] | −0.52147 | [−3.52780] |
D(LNEXP(−3)) | 6.354194 | [1.66243] | −0.27085 | [−1.91027] |
D(LNEXP(−4)) | 5.165923 | [1.95064] | −0.08055 | [−0.81997] |
C | 0.084444 | [0.23223] | 0.000840 | [0.06230] |
R-squared | 0.722 |
| 0.6114 |
|
Log likelihood | −311.1184 |
| 64.42757 |
|
Akaike AIC | 5.633656 |
| 0.954870 |
|
Schwarz SC | 5.873673 |
| 0.714852 |
|