Δlog(GOV(-l))
Δlog(DCRE(-l))
Δlog(NEER(-l))
MA(I)
-0.007514
(0.00)
-0.014223
(0.66)
-0.031447
(0.00)
0.602067
(0.00)
|
R2 |
0.91 |
0.94 |
|
Adj. R2 |
0.90 |
0.89 |
|
Root Mean Sqd. Error |
0.017 |
0.014 |
|
Mean Absolute Error |
0.013 |
0.010 |
|
Mean Absolute % Error |
0.284 |
0.215 |
|
Durbin Watson |
0.60 |
1.700 |
|
Breusch-Godfrey Stat. |
6.02 | |
|
Probability (B-G) |
0.01 | |
|
White Statistic |
67.08 | |
|
Probability(White) |
0.00 | |
|
ARCH Statistic |
4.84 |
0.02 |
|
Probability (ARCH) |
0.03 |
0.90 |
|
-0.009930 (0.00) -0.006580 (0.00) -0.010798 (0.03) (0.00) |
0.004312 (0.00) (0.00) (0.00) |
|
0.94 0.90 0.013 0.009 0.204 1.474 |
0.85 0.71 0.011 0.008 0.178 0.576 |
|
0.66 0.41 |
0.125 0.72 |
32
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