| 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] |