William Davidson Institute Working Paper 402
|
DVN(-2) |
-0.451075 |
0.088373 (0.09497) (0.93050) |
-1.122129 |
|
DVN(-3) |
-0.060201 |
-0.337543 |
0.324704 |
|
(0.23174) |
(0.11318) |
(0.27715) | |
|
(-0.25978) |
(-2.98230) |
(1.17157) | |
|
DVN(-4) |
-0.022689 |
-0.006829 |
0.285285 |
|
(0.21980) |
(0.10735) |
(0.26288) | |
|
(-0.10322) |
(-0.06362) |
(1.08523) | |
|
C |
3.544747 |
-0.325308 |
-0.393529 |
|
(1.39562) |
(0.68163) |
(1.66914) | |
|
(2.53992) |
(-0.47725) |
(-0.23577) | |
|
R-squared |
0.243440 |
0.877572 |
0.652183 |
|
Adj. R-squared |
0.004527 |
0.838911 |
0.542346 |
|
Sum sq. resids |
595.7297 |
142.1075 |
852.1244 |
|
S.E. equation |
3.959432 |
1.933823 |
4.735433 |
|
F-statistic |
1.018948 |
22.69895 |
5.937736 |
|
Log likelihood |
-135.0439 |
-98.49720 |
-144.1715 |
|
Akaike AIC |
5.805642 |
4.372439 |
6.163588 |
|
Schwarz SC |
6.298069 |
4.864865 |
6.656014 |
|
Mean dependent |
3.752162 |
4.347059 |
4.175222 |
|
S.D.dependent _ |
3.968424 |
_ 4.818189 |
_ 6.999887 |
28
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