Table Al - Estimated Model, sample 1999:03 2003:07
|
Coeff |
S.E. |
t — ratio |
Adj.R2 |
SEeq. SE dep.va |
DW | |
|
μo |
-0.132 |
0.182 |
-072 |
0.85 |
0.156 0.406 |
2.01 |
|
μι |
0.254 |
0.114 |
213 | |||
|
μ2 |
19.78 |
11.22 |
1.76 | |||
|
μ3 |
187.8 |
68.34 |
2.75 | |||
|
μ4 |
0.618 |
0.116 |
5.32 | |||
|
δ0 |
0.032 |
0.021 |
1.53 |
0.97 |
0.036 0.249 |
1.95 |
|
δ |
0.977 |
0.032 |
30.2 | |||
|
δ2 |
-2.724 |
1.010 |
-2.69 | |||
|
δ3 |
0.044 |
0.019 |
2.23 | |||
|
δ4 |
0.215 |
0.028 |
717 | |||
|
Yo |
0.037 |
0.013 |
2.79 |
0.40 |
0.020 0.026 |
1.77 |
|
Yi |
0.465 |
0.173 |
268 | |||
|
Y2 |
-0.244 |
0.162 |
-1.50 | |||
|
Y3 |
-1.452 |
0.680 |
-2.13 | |||
|
Y4 |
-0.020 |
0.007 |
-256 | |||
|
αo |
-0.0005 |
0.0002 |
-2.04 |
0.98 |
0.0004 0.0028 |
1.44 |
|
α1 |
0.9470 |
0.0370 |
251 | |||
|
α2 |
0.0077 |
0.0039 |
1.99 | |||
|
α3 |
0.0017 |
0.0005 |
3.42 | |||
|
α4 |
0.0002 |
0.00004 |
5.97 | |||
|
P |
0.866 |
0.034 |
24.9 |
0.94 |
0.0006 0.0025 |
1.04 |
|
β |
0.012 |
0.001 |
101 | |||
|
βi |
1.569 |
0.394 |
3.97 | |||
|
β2 |
0.025 |
0.013 |
1.97 |