Variable

Coeff.

Std. error

z

P value

Significance

Const

−76.83500

9.938140

−7.731

1.06e−014

***

demand

0.005528

0.000759

7.276

3.43e−013

***

demand_lag2

−7.99335e−05

7.86542e−06

−10.16

2.91e−024

***

demand_lag5

3.20417e−05

4.69250e−06

6.828

8.59e−012

***

demand^2

−1.43841e−07

1.92410e−08

−7.476

7.68e−014

***

demand^3

1.27359e−012

1.61226e−013

7.899

2.80e−015

***

oil_price

−0.25669

0.036439

−7.044

1.86e−012

***

oil_price_lag168

0.53456

0.057385

9.315

1.22e−020

***

oil_price_lag366

−0.24342

0.024738

−9.840

7.59e−023

***

gas_price

−4.08770

0.645664

−6.331

2.44e−010

***

gas_price_lag168

5.92652

0.683609

8.669

4.34e−018

***

oil*gas_price

0.02302

0.007680

2.998

0.0027

***

oil*gas_price _lag168

−0.040030

0.007928

−5.049

4.44e-07

***