DNEER

DSHIBOR

DYTM

F统计量

(2.083394)^*

(4.409264)^*

(3.963734)^*

DNEER(−1)

0.446790

0.060330

−0.015091

[5.12976]^*

[1.31800]

[−1.46933]

DNEER(−2)

−0.013147

−0.074866

−0.010603

[−0.14195]

[−1.53803]

[−0.97078]

DNEER(−3)

−0.053170

0.013402

−0.003904

[−0.62239]

[0.29852]

[−0.38755]

DSHIBOR(−1)

−0.085762

−0.040624

0.024769

[−0.53789]

[−0.48480]

[1.31736]

DSHIBOR(−2)

−0.102164

−0.124140

0.056388

[−0.65781]

[−1.52091]

[3.07879]^*

DSHIBOR(−3)

0.133253

−0.109864

0.003562

[0.83577]

[−1.31116]

[0.18946]

DYTM(−1)

−1.067569

−0.043211

0.375698

[−1.45854]

[−0.11233]

[4.35266]^*

DYTM(−2)

−0.393260

0.287932

−0.066289

[−0.51206]

[0.71339]

[−0.73194]

DYTM(−3)

0.388340

0.230474

−0.071099

[0.54096]

[0.61090]

[−0.83988]

DM2(−1)

−0.047611

0.058729

0.023682

[−0.52663]

[1.23607]

[2.22136]^*

DM2(−2)

−0.225173

0.000937

0.013460

[−2.46494]^*

[0.01953]

[1.24949]

DM2(−3)

0.059037

0.001256

−0.003291

[0.64855]

[0.02625]

[−0.30657]

DINFR(−1)

−7.036856

−8.698143

0.316971

[−0.93532]

[−2.19989]^*

[0.35727]

DINFR(−2)

19.46078

12.78709

1.436626

[2.50628]^*

[3.13352]^*

[1.56894]

DINFR(−3)

−2.555620

−0.326478

−0.665725

[−0.32925]

[−0.08003]

[−0.72731]

DFFR(−1)

0.575832

0.270477

0.014010

[0.80454]

[0.71907]

[0.16599]

DFFR(−2)

1.403833

0.154215

−0.035142

[1.79041]^*

[0.37424]

[−0.38006]

DFFR(−3)

−2.109897

−0.054749

−0.036894

[−3.13959]^*

[−0.15502]

[−0.46554]