Dependent Variable = xch_diff R-squared = 0.4865 Rbar-squared = 0.4121 sige = 46.4845 ****************************************************************** Coefficient t-statistic t-probability Variable xch_diff lag1 0.305875 3.333368 0.001308 ir_diff lag1 -0.233252 -0.701239 0.485215 inf_diff lag1 -0.210186 -1.223968 0.224602 m2_diff lag1 0.364979 3.830365 0.000255 bop_diff lag1 0.252817 0.102725 0.918441 xch_diff lag2 -0.116662 -1.575798 0.119069 ir_diff lag2 0.056829 0.300871 0.764304 inf_diff lag2 0.200149 1.202440 0.232785 m2_diff lag2 -0.044146 -0.686178 0.494610 bop_diff lag2 6.338431 2.479114 0.015300 constant 0.325616 0.208602 0.835296 Dependent Variable = ir_diff R-squared = 0.1946 Rbar-squared = 0.0779 sige = 5.2268 ****************************************************************** Coefficient t-statistic t-probability Variable xch_diff lag1 -0.010389 -0.410543 0.682519 ir_diff lag1 -0.211185 -1.303723 0.196114 inf_diff lag1 0.263953 4.612761 0.000015 m2_diff lag1 -0.020143 -0.638199 0.525190 bop_diff lag1 2.131572 2.649110 0.009743 xch_diff lag2 0.007745 0.465689 0.642719 ir_diff lag2 -0.106906 -0.955921 0.342028 inf_diff lag2 -0.151798 -2.745435 0.007479 m2_diff lag2 -0.005303 -0.247968 0.804803 bop_diff lag2 -0.905680 -1.096828 0.276049 constant -1.424254 -2.714129 0.008156 Dependent Variable = inf_diff R-squared = 0.9668 Rbar-squared = 0.9620 sige = 4.4417 ****************************************************************** Coefficient t-statistic t-probability Variable xch_diff lag1 0.055372 2.362468 0.020615 ir_diff lag1 0.058294 0.567208 0.572181 inf_diff lag1 1.164887 15.675347 0.000000 m2_diff lag1 0.017902 0.615525 0.539977 bop_diff lag1 0.133484 0.179145 0.858283 xch_diff lag2 0.038157 2.471262 0.015615 ir_diff lag2 -0.007977 -0.136638 0.891664 inf_diff lag2 -0.184044 -2.459881 0.016082 m2_diff lag2 0.003361 0.170412 0.865122 bop_diff lag2 1.182873 1.533916 0.129045 constant 0.504797 1.039958 0.301532 Dependent Variable = m2_diff R-squared = 0.1890 Rbar-squared = 0.0715 sige = 41.1175 ****************************************************************** Coefficient t-statistic t-probability Variable xch_diff lag1 -0.073770 -1.010579 0.315303 ir_diff lag1 0.157871 0.504430 0.615363 inf_diff lag1 0.028632 0.178658 0.858663 m2_diff lag1 0.063417 0.595603 0.553143 bop_diff lag1 -1.436856 -0.635747 0.526779 xch_diff lag2 0.002306 0.049277 0.960823 ir_diff lag2 0.831798 4.682921 0.000012 inf_diff lag2 0.166570 1.071625 0.287151 m2_diff lag2 -0.074924 -0.819494 0.414970 bop_diff lag2 0.167443 0.071748 0.942983 constant 1.257338 0.857439 0.393796 Dependent Variable = bop_diff R-squared = -36.7304 Rbar-squared = -42.1986 sige = 18.0378 ****************************************************************** Coefficient t-statistic t-probability Variable xch_diff lag1 -0.194370 -4.060040 0.000115 ir_diff lag1 0.150108 0.724996 0.470596 inf_diff lag1 -0.060179 -0.566403 0.572725 m2_diff lag1 -0.009203 -0.157049 0.875607 bop_diff lag1 -0.711319 -0.419441 0.676032 xch_diff lag2 -0.008629 -0.278239 0.781556 ir_diff lag2 0.017989 0.152920 0.878851 inf_diff lag2 -0.105889 -1.027064 0.307525 m2_diff lag2 0.762632 19.178247 0.000000 bop_diff lag2 3.323996 1.862415 0.066263 constant -0.263503 -0.271062 0.787051