Vector Autoregression Estimates

Date: 05/19/10
Time: 17:38

Sample (adjusted): 1983 2008

Included observations: 26 after

        adjustments

Standard errors in ( ) & t-statistics in [ ]

DLNY

DLNY(-1)

0.148881

(0.11692)

[ 1.27332]

DLNY(-2)

0.028536

(0.08049)

[ 0.35451]

C

-0.039728

(0.01631)

[-2.43542]

DLNX1

1.031521

(0.13085)

[ 7.88327]

DX2

-0.010070

(0.00592)

[-1.70095]

DX3

0.002094

(0.00149)

[ 1.40999]

R-squared

0.928153

Adj. R-squared

0.910192

Sum sq. resids

0.016892

S.E. equation

0.029062

F-statistic

51.67408

Log likelihood

58.51465

Akaike AIC

-4.039588

Schwarz SC

-3.749258

Mean dependent

0.133516

S.D. dependent

0.096977