Dependent variable

Time period

c

${\gamma }_1$

${\gamma }_2$

${\gamma }_3$

${\gamma }_4$

${\gamma }_5$

$R^2$

csad_a_whole

2006/01/05-2014/11/14

0.009

−0.083

0.148

−0.632

0.385

−2.895

0.285

17.261^***

−14.129^***

7.529^***

−2.287^*

15.743^***

−8.582^***

csad_a_whole

2014/11/17-2017/02/27

−0.001

−0.109

0.392

−5.292

0.866

−2.217

0.541

−1.159

−12.777^***

12.008^***

−13.040^***

15.599^***

−9.778^***

csad_a_whole

2006/01/05-2017/02/27

0.009

−0.085

0.226

−2.042

0.386

−1.605

0.296

18.984^***

−16.910^***

13.038^***

−8.664^***

18.709^***

−9.510^***

csad_hk_whole

2006/01/05-2014/11/14

0.014

0.141

0.374

4.078

0.257

−0.051

0.622

42.487^***

17.437^***

18.211^***

10.823^***

16.630^***

−0.560

csad_hk_whole

2014/11/17-2017/02/27

0.012

0.068

0.294

1.056

0.288

0.190

0.834

28.759^***

6.774^***

1.999^*

9.532^***

14.498^***

−0.579

csad_hk_whole

2006/01/05-2017/02/27

0.013

0.106

0.487

0.373

0.266

−0.136

0.633

47.602^***

16.187^***

33.725^***

2.251^*

20.297^***

−1.869