Variable | Coefficient | Std.Error | z | Prob. |
ce1 (t − 1) | −0.3553271 | 0.1984905 | −1.79 | 0.073 |
ce2 (t − 1) | 0.026678 | 0.0134863 | 1.98 | 0.048 |
lnsz_sa (t − 1) | 0.673184 | 0.2441683 | 2.76 | 0.006 |
lnsz_sa (t − 2) | 0.5524485 | 0.2060634 | 2.68 | 0.007 |
lnnr_sa (t − 1) | −0.185988 | 0.2661638 | −0.70 | 0.485 |
lnnr_sa (t − 2) | 0.0651294 | 0.2165753 | 0.30 | 0.764 |
lnym_sa (t − 1) | −0.1768868 | 0.1537753 | −1.15 | 0.250 |
lnym_sa (t − 2) | 0.0376961 | 0.1582004 | 0.24 | 0.812 |
lnzr_sa (t − 1) | −0.8223765 | 0.2791407 | −2.95 | 0.003 |
lnzr_sa (t − 2) | −0.5840158 | 0.2496589 | −2.34 | 0.019 |
lnzz_sa (t − 1) | 0.3649856 | 0.1414269 | 2.58 | 0.010 |
lnzz_sa (t − 2) | −0.0459849 | 0.1236373 | −0.37 | 0.710 |
cons | −0.0007779 | 0.0029862 | −0.26 | 0.794 |