LNNI LNCU
LNNI(-1) 0.917801 -0.019689
(0.07391) (0.08657)
[ 12.4183] [-0.22744]
LNNI(-2) 0.015327 -0.027375
(0.07237) (0.08477)
[ 0.21178] [-0.32293]
LNCU(-1) 0.219194 0.830320
(0.06300) (0.07379)
[ 3.47928] [ 11.2522]
LNCU(-2) -0.161859 0.197261
(0.06411) (0.07510)
[-2.52458] [ 2.62679]
C 0.175615 0.264424
(0.14910) (0.17464)
[ 1.17786] [ 1.51414]
R-squared 0.967332 0.965191
Adj. R-squared 0.966735 0.964555
Sum sq. resids 0.040853 0.056048
S.E. equation 0.013658 0.015998
F-statistic 1621.177 1518.131
Log likelihood 646.4124 610.9948
Akaike AIC -5.726896 -5.410668
Schwarz SC -5.650743 -5.334515
Mean dependent 12.04085 10.99469
S.D. dependent 0.074885 0.084974
Determinant resid covariance (dof adj.) 3.59E-08
Determinant resid covariance 3.43E-08
Log likelihood 1289.282
Akaike information criterion -11.42216
Schwarz criterion -11.26986