|
(0.00) | |
|
∆log(OPEN(-1)) |
0.008083 |
|
∆log(GOV(-1)) |
0.018307 |
|
∆log(DCRE(-1)) |
0.264572 |
|
∆log(NEER(-1)) |
0.034350 |
|
∆log(TOT(-2)) |
-0.023987 (0.00) |
|
∆FLOW(-2) |
-0.026870 |
|
∆log(OPEN(-2)) |
0.014910 |
|
∆log(GOV(-2)) |
-0.012399 |
|
∆log(DCRE(-2)) |
0.207265 |
|
∆log(NEER(-2)) |
0.021085 |
|
MA(1) |
0.546202 |
|
R2 |
0.84 |
0.90 |
|
Adj. R2 |
0.83 |
0.80 |
|
Root Mean Sqd. Error |
0.008 |
0.006 |
|
Mean Absolute Error |
0.006 |
0.004 |
|
Mean Absolute % Error |
0.140 |
0.096 |
|
Durbin Watson |
0.80 |
1.52 |
|
Breusch-Godfrey Stat. |
7..00 | |
|
Probability (B-G) |
0.00 | |
|
White Statistic |
53.11 | |
|
Probability(White) |
0.02 | |
|
ARCH Statistic |
5.18 |
0.31 |
|
Probability (ARCH) |
0.02 |
0.57 |
30
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