Variable

Coefficient

t-statistic

t-probability

constant

1.6669

2.3647

0.0181

x₁

3.1078

8.4656

0.0000

x₂

0.3356

4.7540

0.0000

x₃

−0.0121

−0.0761

0.9393

rho

0.2752

2.1793

0.0293

R²

0.9768

min and max rho

−1.0000, 1.0000

AIC

29.1798

SC

33.0427