SHL

SYL

FH

GM

RM

SHL(−1)

−0.011

0.000

0.000

0.000

0.000

(0.092)

(0.000)

(0.000)

(0.000)

(0.000)

[−0.124]

[0.081]

[−0.151]

[−0.688]

[0.493]

SYL(−1)

177.106

0.201

−0.003

0.118

0.073

(391.628)

(0.085)

(0.008)

(0.038)

(0.076)

[0.452]

[2.352]

[−0.332]

[3.112]

[0.959]

FH(−1)

1186.115

0.322

−0.013

0.379

−0.224

(4234.160)

(0.915)

(0.091)

(0.410)

(0.823)

[0.280]

[0.351]

[−0.140]

[0.923]

[−0.271]

GM(−1)

−931.832

0.411

0.019

0.192

−0.019

(858.434)

(0.186)

(0.018)

(0.084)

(0.167)

[−1.085]

[2.215]

[1.031]

[2.294]

[−0.115]

RM(−1)

−65.477

0.153

0.001

0.085

0.247

(419.017)

(0.091)

(0.009)

(0.041)

(0.082)

[−0.156]

[1.693]

[0.065]

[2.084]

[3.004]