| (1) | (2) | (3) | (4) | |
|---|---|---|---|---|
| + p < 0.1, * p < 0.05, ** p < 0.01, *** p < 0.001 | ||||
| Ar1 | 0.669*** | 1.413*** | 0.828*** | 0.773*** |
| (0.094) | (0.171) | (0.096) | (0.118) | |
| Ma1 | -0.519*** | -1.301*** | -0.709*** | -0.678*** |
| (0.098) | (0.164) | (0.095) | (0.118) | |
| Ma2 | -0.199*** | 0.232 | ||
| (0.031) | (0.274) | |||
| Ma3 | -0.052 | 0.384* | ||
| (0.035) | (0.151) | |||
| Ar2 | -0.457 | -0.185*** | -0.166*** | |
| (0.292) | (0.027) | (0.029) | ||
| Ar3 | -0.285+ | |||
| (0.167) | ||||
| Y168 | 0.087*** | 0.236*** | 0.241*** | |
| (0.025) | (0.023) | (0.024) | ||
| Y24 | 0.068** | |||
| (0.024) | ||||
| Num.Obs. | 1413 | 1245 | 1389 | 1245 |
| AIC | 12487.6 | 11012.6 | 12171.8 | 10941.9 |
| BIC | 12582.2 | 11120.3 | 12266.1 | 11039.3 |
| RMSE | 19.83 | 19.82 | 19.10 | 19.30 |
| x | 0.301726759630426 | 0.341283521197647 | 0.354635535378735 | 0.375252859429716 |