| (1) | |
|---|---|
| + p < 0.1, * p < 0.05, ** p < 0.01, *** p < 0.001 | |
| ar1 | 0.669*** |
| (0.094) | |
| ma1 | -0.519*** |
| (0.098) | |
| ma2 | -0.199*** |
| (0.031) | |
| ma3 | -0.052 |
| (0.035) | |
| d1 | 84.007*** |
| (19.307) | |
| d2 | -112.466*** |
| (19.458) | |
| d3 | -86.324*** |
| (19.449) | |
| d4 | 222.622*** |
| (19.682) | |
| d5 | -101.920*** |
| (19.764) | |
| d6 | -202.828*** |
| (19.708) | |
| d7 | 167.449*** |
| (19.603) | |
| d8 | -61.198** |
| (19.549) | |
| d9 | -92.305*** |
| (19.652) | |
| d10 | -62.588** |
| (19.360) | |
| d11 | -87.796*** |
| (19.969) | |
| d12 | 92.482*** |
| (19.774) | |
| d13 | 89.557*** |
| (19.309) | |
| Num.Obs. | 1413 |
| AIC | 12487.6 |
| BIC | 12582.2 |
| RMSE | 19.83 |
| x | 0.301726759630426 |