LNY

LNX1

LNX2

LNY(-1)

1.424121

0.032025

0.022655

(0.10990)

(0.02244)

(0.01355)

[ 12.9578]

[ 1.42689]

[ 1.67132]

LNY(-2)

-0.452059

-0.024838

-0.029794

(0.11606)

(0.02370)

(0.01431)

[-3.89507]

[-1.04800]

[-2.08149]

LNX1(-1)

-0.191194

0.860031

0.077585

(0.71970)

(0.14697)

(0.08876)

[-0.26566]

[ 5.85169]

[ 0.87406]

LNX1(-2)

0.005488

-0.159529

-0.023422

(0.70805)

(0.14459)

(0.08733)

[ 0.00775]

[-1.10330]

[-0.26822]

LNX2(-1)

2.222531

-0.556251

0.866747

(1.27983)

(0.26136)

(0.15785)

[ 1.73659]

[-2.12833]

[ 5.49111]

LNX2(-2)

-2.004622

0.834878

0.103068

(1.22501)

(0.25016)

(0.15108)

[-1.63641]

[ 3.33736]

[ 0.68219]