Nothing
tests/testthat/_snaps/nlVar-methods.md
In tsDyn: Nonlinear Time Series Models with Regime Switching
simple methods
Code
sapply(mods, class)
Output
[[1]]
[1] "VAR" "nlVar"
[[2]]
[1] "VAR" "nlVar"
[[3]]
[1] "VAR" "nlVar"
[[4]]
[1] "VAR" "nlVar"
[[5]]
[1] "VAR" "nlVar"
[[6]]
[1] "VAR" "nlVar"
[[7]]
[1] "VAR" "nlVar"
[[8]]
[1] "VAR" "nlVar"
[[9]]
[1] "VECM" "VAR" "nlVar"
[[10]]
[1] "VECM" "VAR" "nlVar"
[[11]]
[1] "VECM" "VAR" "nlVar"
[[12]]
[1] "VECM" "VAR" "nlVar"
[[13]]
[1] "VECM" "VAR" "nlVar"
[[14]]
[1] "VECM" "VAR" "nlVar"
[[15]]
[1] "VECM" "VAR" "nlVar"
[[16]]
[1] "VECM" "VAR" "nlVar"
[[17]]
[1] "TVAR" "nlVar"
[[18]]
[1] "TVAR" "nlVar"
[[19]]
[1] "TVAR" "nlVar"
[[20]]
[1] "TVAR" "nlVar"
[[21]]
[1] "TVAR" "nlVar"
[[22]]
[1] "TVAR" "nlVar"
[[23]]
[1] "TVAR" "nlVar"
[[24]]
[1] "TVAR" "nlVar"
[[25]]
[1] "TVAR" "nlVar"
[[26]]
[1] "TVAR" "nlVar"
[[27]]
[1] "TVAR" "nlVar"
[[28]]
[1] "TVAR" "nlVar"
[[29]]
[1] "TVAR" "nlVar"
[[30]]
[1] "TVAR" "nlVar"
[[31]]
[1] "TVAR" "nlVar"
[[32]]
[1] "TVAR" "nlVar"
[[33]]
[1] "TVECM" "nlVar"
[[34]]
[1] "TVECM" "nlVar"
[[35]]
[1] "TVECM" "nlVar"
[[36]]
[1] "TVECM" "nlVar"
[[37]]
[1] "TVECM" "nlVar"
[[38]]
[1] "TVECM" "nlVar"
[[39]]
[1] "TVECM" "nlVar"
[[40]]
[1] "TVECM" "nlVar"
[[41]]
[1] "TVECM" "nlVar"
[[42]]
[1] "TVECM" "nlVar"
[[43]]
[1] "TVECM" "nlVar"
[[44]]
[1] "TVECM" "nlVar"
[[45]]
[1] "TVECM" "nlVar"
[[46]]
[1] "TVECM" "nlVar"
[[47]]
[1] "TVECM" "nlVar"
[[48]]
[1] "TVECM" "nlVar"
Code
sapply(mods, print)
Output
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.01044232 -2.172806e-05 0.9871079 0.000145502
Equation cpiUSA 0.37899558 -7.098272e-04 -0.1395487 1.002279482
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.01278017 0.9870607 6.443813e-05
Equation cpiUSA 0.45537005 -0.1410917 9.996312e-01
dolcan -1 cpiUSA -1
Equation dolcan 1.0004113 1.200969e-05
Equation cpiUSA 0.3346056 9.977632e-01
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0000766771 0.99195961 0.0003319243
Equation cpiUSA -0.0027041580 0.03653954 1.0090455285
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.01360877 -2.594234e-05 1.1503909 -0.003742394 -0.1660825
Equation cpiUSA 0.28320638 3.472133e-04 0.5331984 1.457512609 -0.6049136
cpiUSA -2
Equation dolcan 0.003911853
Equation cpiUSA -0.459101557
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01636855 1.1506724 -0.003709029 -0.1664027 0.003781728
Equation cpiUSA 0.24626928 0.5294298 1.457066046 -0.6006284 -0.457359952
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1609666 -0.00194731 -0.1602002 0.001956871
Equation cpiUSA 0.6843077 1.48357158 -0.5073094 -0.484815406
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -9.611456e-05 1.1534930 -0.003171405 -0.1628884 0.003578896
Equation cpiUSA -1.113111e-03 0.5977555 1.469395219 -0.5384425 -0.466030590
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01506974 0.01098652 -4.515916e-05 0.1655667 -0.003976831
Equation cpiUSA -0.05033679 0.19306592 -3.133701e-04 0.5871833 0.456867918
ECT Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.001106223 0.002123837 0.1595354 -0.00300748
Equation cpiUSA 0.046559351 0.131565673 0.5453308 0.46359448
ECT dolcan -1 cpiUSA -1
Equation dolcan -0.0006768995 0.1681196 0.00242903
Equation cpiUSA 0.0731547016 1.0770919 0.80037086
ECT Trend dolcan -1 cpiUSA -1
Equation dolcan 0.001372394 7.603074e-06 0.1610732 -0.001227277
Equation cpiUSA 0.238600556 6.138198e-04 0.5082187 0.505185783
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01524527 0.01156071 -4.607701e-05 0.1678529 -0.002542136
Equation cpiUSA -0.03983784 0.18485483 -2.787031e-04 0.6918440 0.453852695
dolcan -2 cpiUSA -2
Equation dolcan -0.02196011 -0.00308873
Equation cpiUSA -0.63011337 0.01100919
ECT Intercept dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan -0.001031649 0.002457958 0.1635127 -0.001892005 -0.03033589
Equation cpiUSA 0.046135183 0.129795583 0.6655917 0.457785100 -0.68077540
cpiUSA -2
Equation dolcan -0.002298449
Equation cpiUSA 0.015789314
ECT dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0007525866 0.172287 0.00152943 -0.02518247 0.001222138
Equation cpiUSA 0.0608714297 1.128933 0.63845831 -0.40864241 0.201698403
ECT Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.001657334 8.424941e-06 0.1655519 -0.0006685009 -0.03020354
Equation cpiUSA 0.230433428 5.927787e-04 0.6550524 0.4838119692 -0.76192515
cpiUSA -2
Equation dolcan -0.001017307
Equation cpiUSA 0.044131076
Model TVAR with 1 thresholds
$Bdown
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833
$Bup
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01354042 -0.0001653546 0.9914561 0.0007168335
Equation cpiUSA 2.20206986 0.0073398658 -0.7468369 0.9702240258
Threshold value[1] "1.1439"
Model TVAR with 2 thresholds
$Bdown
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833
$Bmiddle
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.021278 -0.0002016937 0.9952333 0.0008405793
Equation cpiUSA 2.041256 0.0064145304 -0.6685873 0.9732236367
$Bup
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.3579121 0.001426282 0.8674328 -0.005605241
Equation cpiUSA -1.2735570 -0.003504812 0.1599709 1.021491583
Threshold value[1] "1.1439 1.3893"
Model TVAR with 1 thresholds
$Bdown
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.007691528 0.9939684 1.357332e-05
Equation cpiUSA -1.012509544 1.3415788 9.969201e-01
$Bup
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.03045117 0.9689214 0.000145664
Equation cpiUSA 0.46501765 -0.2412925 1.000711673
Threshold value[1] "1.2252"
Model TVAR with 2 thresholds
$Bdown
Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.02978663 1.0310970 8.444228e-06
Equation cpiUSA -0.27074633 0.5937531 9.970502e-01
$Bmiddle
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.06718762 0.943391 1.089975e-05
Equation cpiUSA 1.91845343 -1.055018 9.957302e-01
$Bup
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.03045117 0.9689214 0.000145664
Equation cpiUSA 0.46501765 -0.2412925 1.000711673
Threshold value[1] "1.1439 1.2252"
Model TVAR with 1 thresholds
$Bdown
dolcan -1 cpiUSA -1
Equation dolcan 1.0018378 -5.982604e-06
Equation cpiUSA 0.3056463 9.994945e-01
$Bup
dolcan -1 cpiUSA -1
Equation dolcan 0.9949031 9.159023e-05
Equation cpiUSA 0.1554722 9.998859e-01
Threshold value[1] "1.2252"
Model TVAR with 2 thresholds
$Bdown
dolcan -1 cpiUSA -1
Equation dolcan 0.9994742 8.089218e-05
Equation cpiUSA 0.3063167 9.977088e-01
$Bmiddle
dolcan -1 cpiUSA -1
Equation dolcan 0.9998115 1.872682e-05
Equation cpiUSA 0.5559962 9.959537e-01
$Bup
dolcan -1 cpiUSA -1
Equation dolcan 0.9949031 9.159023e-05
Equation cpiUSA 0.1554722 9.998859e-01
Threshold value[1] "1.1439 1.2252"
Model TVAR with 1 thresholds
$Bdown
Trend dolcan -1 cpiUSA -1
Equation dolcan 2.085515e-05 1.0038460 -0.000084888
Equation cpiUSA 3.944688e-03 0.6854827 0.984569738
$Bup
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002075003 0.970279328 0.000997695
Equation cpiUSA -0.0013705132 -0.007164849 1.005870624
Threshold value[1] "1.2252"
Model TVAR with 2 thresholds
$Bdown
Trend dolcan -1 cpiUSA -1
Equation dolcan 0.0002877063 1.0280167 -0.001015842
Equation cpiUSA 0.0010306707 0.4085665 0.993779851
$Bmiddle
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0001727056 0.9846775 0.0006501501
Equation cpiUSA 0.0016630729 0.7017294 0.9898733656
$Bup
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002075003 0.970279328 0.000997695
Equation cpiUSA -0.0013705132 -0.007164849 1.005870624
Threshold value[1] "1.1439 1.2252"
Model TVAR with 1 thresholds
$Bdown
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2
Equation dolcan -0.008053514
Equation cpiUSA -0.210683537
$Bup
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.0006464748 -0.0001118549 1.141001 -0.003541846 -0.1549285
Equation cpiUSA 1.6398792639 0.0059730476 0.572203 1.334289684 -1.1084546
cpiUSA -2
Equation dolcan 0.00404909
Equation cpiUSA -0.35828351
Threshold value[1] "1.1439"
Model TVAR with 2 thresholds
$Bdown
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2
Equation dolcan -0.008053514
Equation cpiUSA -0.210683537
$Bmiddle
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan -0.01537662 -0.000157434 1.1806500 0.0009972436 -0.1865112
Equation cpiUSA 1.50018865 0.005426318 0.5086428 1.3201624875 -0.9522052
cpiUSA -2
Equation dolcan -0.0003233887
Equation cpiUSA -0.3424836706
$Bup
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.3044483 0.001169578 0.9527351 -0.02974125 -0.07704594
Equation cpiUSA 1.2815143 0.009182135 2.0104789 1.30743327 -2.39121154
cpiUSA -2
Equation dolcan 0.02531077
Equation cpiUSA -0.33933921
Threshold value[1] "1.1439 1.3893"
Model TVAR with 1 thresholds
$Bdown
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
$Bup
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.04017077 1.1335259 -0.01023868 -0.1713070 0.01039812
Equation cpiUSA 0.28300510 0.4492155 1.31096745 -0.5821929 -0.31059283
Threshold value[1] "1.2252"
Model TVAR with 2 thresholds
$Bdown
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
$Bmiddle
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.02333395 1.2135735 -0.004115204 -0.2373632 0.004240793
Equation cpiUSA -0.05032674 0.5533174 1.269024506 -0.3582838 -0.269630556
$Bup
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.05798003 0.9631114 -0.02791145 -0.02695616 0.02829938
Equation cpiUSA -0.65346050 2.0919411 1.32179865 -1.99796630 -0.31587620
Threshold value[1] "1.2252 1.3893"
Model TVAR with 1 thresholds
$Bdown
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1452641 -0.0005511544 -0.1435657 0.0005498422
Equation cpiUSA 0.6624965 1.4943161966 -0.5053663 -0.4946045183
$Bup
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1609381 -0.007105683 -0.1655764 0.007202736
Equation cpiUSA 0.5957397 1.314457492 -0.4870101 -0.314595092
Threshold value[1] "1.2263"
Model TVAR with 2 thresholds
$Bdown
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.19639319 0.003697079 -0.1986477 -0.003599167
Equation cpiUSA -0.03686374 1.224304032 0.2957565 -0.226656499
$Bmiddle
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1265025 0.003469589 -0.1289219 -0.003432864
Equation cpiUSA 0.9516258 1.378481433 -0.6090764 -0.380906894
$Bup
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1589176 -0.008044606 -0.1627678 0.008132882
Equation cpiUSA 0.6281012 1.326424793 -0.5220339 -0.326551571
Threshold value[1] "1.1439 1.2252"
Model TVAR with 1 thresholds
$Bdown
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -1.622245e-05 1.1450492 -0.0004092175 -0.1449554 0.0004693694
Equation cpiUSA 3.096566e-03 0.7035062 1.4672230481 -0.2400976 -0.4792437363
$Bup
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0002216198 1.1270540 -0.009180805 -0.1574311 0.01024224
Equation cpiUSA -0.0005662404 0.5091657 1.309155537 -0.4661987 -0.30682914
Threshold value[1] "1.2263"
Model TVAR with 2 thresholds
$Bdown
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -6.292985e-05 1.155769 0.001521385 -0.1604489 -0.001290011
Equation cpiUSA 3.007284e-03 1.053381 1.507577719 -0.6132165 -0.519312189
$Bmiddle
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0001870489 1.1844185 -0.005661468 -0.21109514 0.00657114
Equation cpiUSA 0.0011972003 0.3427475 1.157796683 -0.04378136 -0.16328716
$Bup
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0001633523 0.9858677 -0.02757334 -0.0233897 0.02860914
Equation cpiUSA 0.0035714290 2.1499439 1.31655866 -2.1653563 -0.32545538
Threshold value[1] "1.2338 1.3893"
Model TVECM with 1 thresholds
$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.001023032 0.003613178 -3.313512e-05 0.1312604 0.002326573
Equation cpiUSA 0.015485020 0.101293958 -3.625345e-05 0.2371179 0.620902189
Threshold value[1] -0.1176
Model TVECM with 2 thresholds
$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
$Bmiddle
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.002269518 0.01440822 -0.0001021736 0.08504187 0.003521756
Equation cpiUSA -0.337573130 0.36598485 -0.0011856393 1.18867823 0.481646459
$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.02900588 0.01680242 3.615931e-06 0.1850201 -0.007791395
Equation cpiUSA 0.33504178 -0.12199902 1.994943e-03 -1.5209576 0.614156675
Threshold value[1] -0.1176 0.3236
Model TVECM with 1 thresholds
$Bdown
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232
$Bup
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan 0.006057814 -0.001555704 0.1644276 0.002927573
Equation cpiUSA 0.058696937 0.085773731 0.2256604 0.619010979
Threshold value[1] -0.1176
Model TVECM with 2 thresholds
$Bdown
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232
$Bmiddle
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan 0.04152116 -0.006533316 0.2580703 0.01122303
Equation cpiUSA -0.35664491 0.184529474 0.4800999 0.27966286
$Bup
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.0007475249 0.0007799121 0.1052364 0.002985671
Equation cpiUSA -0.0967219539 0.1360188778 -0.7272839 0.680080621
Threshold value[1] -0.1205 0.1832
Model TVECM with 1 thresholds
$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.02202667 0.117653 -0.01446972
Equation cpiUSA -0.55070230 1.016250 0.32487254
$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.00279744 0.1680402 0.001035012
Equation cpiUSA 0.18971894 -0.2859286 0.750443210
Threshold value[1] -0.1176
Model TVECM with 2 thresholds
$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.02522709 0.1674051 -0.01801245
Equation cpiUSA -0.45272804 2.2623818 0.24296512
$Bmiddle
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.01545396 0.07333102 -0.009306737
Equation cpiUSA -0.92219950 -0.54141665 0.301735719
$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.003049438 0.1689193 0.0007218864
Equation cpiUSA 0.194655833 -0.2687060 0.7443087565
Threshold value[1] -0.2599 -0.1051
Model TVECM with 1 thresholds
$Bdown
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.0599990 -4.729002e-05 0.2434441 -0.0116853
Equation cpiUSA -0.5717297 4.019271e-06 1.4443120 0.1073026
$Bup
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.002438058 9.075573e-08 0.1271129 0.0007793217
Equation cpiUSA 0.188165815 5.901968e-04 -0.1180760 0.5950325178
Threshold value[1] -0.2639
Model TVECM with 2 thresholds
$Bdown
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.06592635 -4.893727e-05 0.1448262 -0.0165236
Equation cpiUSA -0.74852793 -3.444909e-04 2.2377120 0.2191881
$Bmiddle
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.002513236 -3.076313e-07 0.1907503 0.002161459
Equation cpiUSA 0.080259228 7.917784e-04 -0.4850491 0.383556172
$Bup
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.004302129 -0.0000163670 0.08396771 0.001005123
Equation cpiUSA 0.129046087 0.0007655733 -0.67724374 0.707856779
Threshold value[1] -0.2796 0.2373
Model TVECM with 1 thresholds
$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01518849 0.01105132 -4.790127e-05 0.1838534 -0.004546173
Equation cpiUSA -0.25113994 0.33469736 -8.430391e-04 0.5327942 0.337989478
dolcan t -2 cpiUSA t -2
Equation dolcan 0.02939966 -0.002047247
Equation cpiUSA -1.22933741 -0.162023742
$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01284187 0.00991402 -3.535269e-05 0.125544 0.005828206
Equation cpiUSA 0.18220945 -0.04146424 1.147708e-03 -1.067956 0.418093241
dolcan t -2 cpiUSA t -2
Equation dolcan -0.1979610 -0.01062449
Equation cpiUSA 0.9412034 0.30705642
Threshold value[1] 0.2123
Model TVECM with 2 thresholds
$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01739221 0.01123809 -4.874173e-05 0.1570717 -0.01032538
Equation cpiUSA -0.18905435 0.28407694 -5.662286e-04 0.4259146 0.28726509
dolcan t -2 cpiUSA t -2
Equation dolcan 0.05235467 0.001209455
Equation cpiUSA -1.18744412 -0.119469224
$Bmiddle
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.3473239 0.07524714 -5.319414e-05 0.1602594 0.03364773
Equation cpiUSA -6.1188098 2.70914734 -9.002670e-03 -1.9196425 0.43896490
dolcan t -2 cpiUSA t -2
Equation dolcan 0.1326966 -0.03037366
Equation cpiUSA -4.9984845 -0.24567650
$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.0119483 0.009739977 2.161084e-05 0.1143009 -0.002826679
Equation cpiUSA 0.3550181 -0.113831430 1.882903e-03 -1.3483856 0.368199325
dolcan t -2 cpiUSA t -2
Equation dolcan -0.2251498 -0.0106057
Equation cpiUSA 0.4192614 0.2529322
Threshold value[1] 0.1839 0.2161
Model TVECM with 1 thresholds
$Bdown
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002677087 0.001901141 0.1821789 -0.003349176 0.02289789
Equation cpiUSA -0.030945320 0.173658592 0.5033226 0.359056047 -1.34376545
cpiUSA t -2
Equation dolcan -0.0007533507
Equation cpiUSA -0.1392518022
$Bup
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.001946964 0.00412689 0.1173725 0.005439081 -0.2105055
Equation cpiUSA -0.171488350 0.14641214 -0.8026721 0.430726006 1.3484553
cpiUSA t -2
Equation dolcan -0.01099955
Equation cpiUSA 0.31923260
Threshold value[1] 0.2123
Model TVECM with 2 thresholds
$Bdown
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.0461568 -0.01011165 0.1582452 -0.01119553 0.01842045
Equation cpiUSA 0.9601284 0.51899776 -0.3722760 0.20683381 -1.60201032
cpiUSA t -2
Equation dolcan 0.003495803
Equation cpiUSA -0.161519009
$Bmiddle
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.0204315 -0.003717539 0.1867325 0.01718006 0.01977927
Equation cpiUSA -0.1547078 0.142118177 1.4258148 0.58946004 -1.18049183
cpiUSA t -2
Equation dolcan -0.009962532
Equation cpiUSA -0.135171254
$Bup
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.01764468 0.01267829 0.1202763 -0.002199864 -0.2165529
Equation cpiUSA -0.14129491 0.14217690 -0.8277689 0.422812224 1.1682873
cpiUSA t -2
Equation dolcan -0.01009317
Equation cpiUSA 0.29758780
Threshold value[1] -0.2136 0.2161
Model TVECM with 1 thresholds
$Bdown
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01791467 0.1391735 -0.01328401 0.002174167 0.001436122
Equation cpiUSA -0.56534507 0.6575878 0.31447878 -0.623941905 -0.088049070
$Bup
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.006491931 0.160034945 0.007915646 -0.06608634 -0.01065185
Equation cpiUSA 0.154651435 -0.008908433 0.671157310 -0.91581701 0.13182613
Threshold value[1] -0.1898
Model TVECM with 2 thresholds
$Bdown
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01682907 0.2487917 -0.009049603 -0.1622036 -0.000472127
Equation cpiUSA -0.63057527 0.7048539 0.113211738 0.7159188 -0.144705191
$Bmiddle
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01504519 0.03394955 -0.02606875 0.2262093 0.01536797
Equation cpiUSA -0.70956313 -0.33245260 0.43942156 -1.4005139 -0.03286632
$Bup
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.005762436 0.1725675 0.01049994 -0.08084231 -0.01247178
Equation cpiUSA 0.152098278 -0.1468867 0.63963012 -1.13241543 0.16457327
Threshold value[1] -0.2834 -0.2136
Model TVECM with 1 thresholds
$Bdown
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.001594506 5.687498e-06 0.1856852 -0.001987102 0.02346587
Equation cpiUSA 0.160563744 7.799357e-04 0.5882712 0.415492814 -1.40904656
cpiUSA t -2
Equation dolcan 0.0005909138
Equation cpiUSA -0.0821251317
$Bup
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.006034676 7.266438e-06 0.1190289 0.006094024 -0.2116016
Equation cpiUSA 0.103260490 9.694584e-04 -1.0407069 0.416981490 0.9982535
cpiUSA t -2
Equation dolcan -0.009724057
Equation cpiUSA 0.303290461
Threshold value[1] 0.2123
Model TVECM with 2 thresholds
$Bdown
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002995578 6.111664e-06 0.1616106 -0.007636568 0.04661039
Equation cpiUSA 0.174864230 8.203576e-04 0.5406502 0.355232986 -1.33264807
cpiUSA t -2
Equation dolcan 0.004104931
Equation cpiUSA -0.046277248
$Bmiddle
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.05993876 6.599656e-05 0.1751623 0.04194837 0.2039924
Equation cpiUSA 4.22801254 -4.711408e-03 -1.3830880 0.73781541 -2.4316002
cpiUSA t -2
Equation dolcan -0.03413151
Equation cpiUSA -0.38097151
$Bup
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.006794794 6.522883e-05 0.1066869 -0.002756671 -0.2406763
Equation cpiUSA 0.135966975 1.373138e-03 -1.2593996 0.367381138 0.6007203
cpiUSA t -2
Equation dolcan -0.01007585
Equation cpiUSA 0.24673984
Threshold value[1] 0.1839 0.2161
[[1]]
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.01044232 -2.172806e-05 0.9871079 0.000145502
Equation cpiUSA 0.37899558 -7.098272e-04 -0.1395487 1.002279482
[[2]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.01278017 0.9870607 6.443813e-05
Equation cpiUSA 0.45537005 -0.1410917 9.996312e-01
[[3]]
dolcan -1 cpiUSA -1
Equation dolcan 1.0004113 1.200969e-05
Equation cpiUSA 0.3346056 9.977632e-01
[[4]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0000766771 0.99195961 0.0003319243
Equation cpiUSA -0.0027041580 0.03653954 1.0090455285
[[5]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.01360877 -2.594234e-05 1.1503909 -0.003742394 -0.1660825
Equation cpiUSA 0.28320638 3.472133e-04 0.5331984 1.457512609 -0.6049136
cpiUSA -2
Equation dolcan 0.003911853
Equation cpiUSA -0.459101557
[[6]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01636855 1.1506724 -0.003709029 -0.1664027 0.003781728
Equation cpiUSA 0.24626928 0.5294298 1.457066046 -0.6006284 -0.457359952
[[7]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1609666 -0.00194731 -0.1602002 0.001956871
Equation cpiUSA 0.6843077 1.48357158 -0.5073094 -0.484815406
[[8]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -9.611456e-05 1.1534930 -0.003171405 -0.1628884 0.003578896
Equation cpiUSA -1.113111e-03 0.5977555 1.469395219 -0.5384425 -0.466030590
[[9]]
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01506974 0.01098652 -4.515916e-05 0.1655667 -0.003976831
Equation cpiUSA -0.05033679 0.19306592 -3.133701e-04 0.5871833 0.456867918
[[10]]
ECT Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.001106223 0.002123837 0.1595354 -0.00300748
Equation cpiUSA 0.046559351 0.131565673 0.5453308 0.46359448
[[11]]
ECT dolcan -1 cpiUSA -1
Equation dolcan -0.0006768995 0.1681196 0.00242903
Equation cpiUSA 0.0731547016 1.0770919 0.80037086
[[12]]
ECT Trend dolcan -1 cpiUSA -1
Equation dolcan 0.001372394 7.603074e-06 0.1610732 -0.001227277
Equation cpiUSA 0.238600556 6.138198e-04 0.5082187 0.505185783
[[13]]
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01524527 0.01156071 -4.607701e-05 0.1678529 -0.002542136
Equation cpiUSA -0.03983784 0.18485483 -2.787031e-04 0.6918440 0.453852695
dolcan -2 cpiUSA -2
Equation dolcan -0.02196011 -0.00308873
Equation cpiUSA -0.63011337 0.01100919
[[14]]
ECT Intercept dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan -0.001031649 0.002457958 0.1635127 -0.001892005 -0.03033589
Equation cpiUSA 0.046135183 0.129795583 0.6655917 0.457785100 -0.68077540
cpiUSA -2
Equation dolcan -0.002298449
Equation cpiUSA 0.015789314
[[15]]
ECT dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0007525866 0.172287 0.00152943 -0.02518247 0.001222138
Equation cpiUSA 0.0608714297 1.128933 0.63845831 -0.40864241 0.201698403
[[16]]
ECT Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.001657334 8.424941e-06 0.1655519 -0.0006685009 -0.03020354
Equation cpiUSA 0.230433428 5.927787e-04 0.6550524 0.4838119692 -0.76192515
cpiUSA -2
Equation dolcan -0.001017307
Equation cpiUSA 0.044131076
[[17]]
[1] "1.1439"
[[18]]
[1] "1.1439 1.3893"
[[19]]
[1] "1.2252"
[[20]]
[1] "1.1439 1.2252"
[[21]]
[1] "1.2252"
[[22]]
[1] "1.1439 1.2252"
[[23]]
[1] "1.2252"
[[24]]
[1] "1.1439 1.2252"
[[25]]
[1] "1.1439"
[[26]]
[1] "1.1439 1.3893"
[[27]]
[1] "1.2252"
[[28]]
[1] "1.2252 1.3893"
[[29]]
[1] "1.2263"
[[30]]
[1] "1.1439 1.2252"
[[31]]
[1] "1.2263"
[[32]]
[1] "1.2338 1.3893"
[[33]]
[1] -0.1176
[[34]]
[1] -0.1176 0.3236
[[35]]
[1] -0.1176
[[36]]
[1] -0.1205 0.1832
[[37]]
[1] -0.1176
[[38]]
[1] -0.2599 -0.1051
[[39]]
[1] -0.2639
[[40]]
[1] -0.2796 0.2373
[[41]]
[1] 0.2123
[[42]]
[1] 0.1839 0.2161
[[43]]
[1] 0.2123
[[44]]
[1] -0.2136 0.2161
[[45]]
[1] -0.1898
[[46]]
[1] -0.2834 -0.2136
[[47]]
[1] 0.2123
[[48]]
[1] 0.1839 0.2161
Code
sapply(mods, summary)
Output
[[1]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated slope parameters 8
AIC -3918.837 BIC -3888.616 SSR 10.04486
Intercept Trend dolcan -1
Equation dolcan 0.0104(0.0125) -2.2e-05(8.7e-05) 0.9871(0.0089)***
Equation cpiUSA 0.3790(0.1702)* -0.0007(0.0012) -0.1395(0.1216)
cpiUSA -1
Equation dolcan 0.0001(0.0003)
Equation cpiUSA 1.0023(0.0045)***
[[2]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated slope parameters 6
AIC -3922.4 BIC -3899.734 SSR 10.05601
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0128(0.0082) 0.9871(0.0089)*** 6.4e-05(5.1e-05)
Equation cpiUSA 0.4554(0.1120)*** -0.1411(0.1215) 0.9996(0.0007)***
[[3]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated slope parameters 4
AIC -3907.237 BIC -3892.126 SSR 10.57293
dolcan -1 cpiUSA -1
Equation dolcan 1.0004(0.0024)*** 1.2e-05(3.9e-05)
Equation cpiUSA 0.3346(0.0333)*** 0.9978(0.0005)***
[[4]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated slope parameters 6
AIC -3916.979 BIC -3894.313 SSR 10.20019
Trend dolcan -1 cpiUSA -1
Equation dolcan -7.7e-05(5.7e-05) 0.9920(0.0068)*** 0.0003(0.0002)
Equation cpiUSA -0.0027(0.0008)*** 0.0365(0.0929) 1.0090(0.0033)***
[[5]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 12
AIC -3982.323 BIC -3937.029 SSR 7.949829
Intercept Trend dolcan -1
Equation dolcan 0.0136(0.0125) -2.6e-05(8.7e-05) 1.1504(0.0554)***
Equation cpiUSA 0.2832(0.1537). 0.0003(0.0011) 0.5332(0.6837)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0037(0.0041) -0.1661(0.0554)** 0.0039(0.0041)
Equation cpiUSA 1.4575(0.0502)*** -0.6049(0.6833) -0.4591(0.0504)***
[[6]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 10
AIC -3986.131 BIC -3948.385 SSR 7.952476
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0164(0.0084). 1.1507(0.0553)*** -0.0037(0.0041)
Equation cpiUSA 0.2463(0.1031)* 0.5294(0.6827) 1.4571(0.0501)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1664(0.0553)** 0.0038(0.0041)
Equation cpiUSA -0.6006(0.6822) -0.4574(0.0501)***
[[7]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 8
AIC -3980.289 BIC -3950.092 SSR 8.095284
dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 1.1610(0.0553)*** -0.0019(0.0040) -0.1602(0.0555)**
Equation cpiUSA 0.6843(0.6846) 1.4836(0.0492)*** -0.5073(0.6861)
cpiUSA -2
Equation dolcan 0.0020(0.0040)
Equation cpiUSA -0.4848(0.0491)***
[[8]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 10
AIC -3981.552 BIC -3943.806 SSR 8.034911
Trend dolcan -1 cpiUSA -1
Equation dolcan -9.6e-05(5.8e-05) 1.1535(0.0554)*** -0.0032(0.0040)
Equation cpiUSA -0.0011(0.0007) 0.5978(0.6854) 1.4694(0.0499)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1629(0.0553)** 0.0036(0.0041)
Equation cpiUSA -0.5384(0.6849) -0.4660(0.0505)***
[[9]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 10
AIC -3983.832 BIC -3942.312 SSR 7.960313
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT Intercept Trend
Equation dolcan -0.0151(0.0084). 0.0110(0.0053)* -4.5e-05(2.6e-05).
Equation cpiUSA -0.0503(0.1041) 0.1931(0.0650)** -0.0003(0.0003)
dolcan -1 cpiUSA -1
Equation dolcan 0.1656(0.0553)** -0.0040(0.0041)
Equation cpiUSA 0.5872(0.6821) 0.4569(0.0503)***
[[10]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 8
AIC -3983.729 BIC -3949.758 SSR 7.984527
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT Intercept dolcan -1
Equation dolcan -0.0011(0.0025) 0.0021(0.0013). 0.1595(0.0553)**
Equation cpiUSA 0.0466(0.0310) 0.1316(0.0156)*** 0.5453(0.6807)
cpiUSA -1
Equation dolcan -0.0030(0.0040)
Equation cpiUSA 0.4636(0.0498)***
[[11]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 6
AIC -3919.627 BIC -3893.205 SSR 9.764497
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT dolcan -1 cpiUSA -1
Equation dolcan -0.0007(0.0025) 0.1681(0.0552)** 0.0024(0.0024)
Equation cpiUSA 0.0732(0.0340)* 1.0771(0.7488) 0.8004(0.0329)***
[[12]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 8
AIC -3974.33 BIC -3940.359 SSR 8.181358
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT Trend dolcan -1
Equation dolcan 0.0014(0.0030) 7.6e-06(6.3e-06) 0.1611(0.0555)**
Equation cpiUSA 0.2386(0.0376)*** 0.0006(7.8e-05)*** 0.5082(0.6900)
cpiUSA -1
Equation dolcan -0.0012(0.0039)
Equation cpiUSA 0.5052(0.0481)***
[[13]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated slope parameters 14
AIC -3962.912 BIC -3906.34 SSR 7.937843
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT Intercept Trend
Equation dolcan -0.0152(0.0085). 0.0116(0.0054)* -4.6e-05(2.6e-05).
Equation cpiUSA -0.0398(0.1052) 0.1849(0.0667)** -0.0003(0.0003)
dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.1679(0.0562)** -0.0025(0.0046) -0.0220(0.0564)
Equation cpiUSA 0.6918(0.6934) 0.4539(0.0565)*** -0.6301(0.6962)
cpiUSA -2
Equation dolcan -0.0031(0.0046)
Equation cpiUSA 0.0110(0.0567)
[[14]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated slope parameters 12
AIC -3962.974 BIC -3913.945 SSR 7.956742
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT Intercept dolcan -1
Equation dolcan -0.0010(0.0025) 0.0025(0.0014). 0.1635(0.0563)**
Equation cpiUSA 0.0461(0.0313) 0.1298(0.0175)*** 0.6656(0.6924)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0019(0.0046) -0.0303(0.0564) -0.0023(0.0046)
Equation cpiUSA 0.4578(0.0563)*** -0.6808(0.6933) 0.0158(0.0564)
[[15]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated slope parameters 10
AIC -3911.881 BIC -3870.395 SSR 9.344372
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT dolcan -1 cpiUSA -1
Equation dolcan -0.0008(0.0025) 0.1723(0.0563)** 0.0015(0.0041)
Equation cpiUSA 0.0609(0.0338). 1.1289(0.7465) 0.6385(0.0550)***
dolcan -2 cpiUSA -2
Equation dolcan -0.0252(0.0565) 0.0012(0.0041)
Equation cpiUSA -0.4086(0.7495) 0.2017(0.0547)***
[[16]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated slope parameters 12
AIC -3954.238 BIC -3905.209 SSR 8.131732
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT Trend dolcan -1
Equation dolcan 0.0017(0.0032) 8.4e-06(7.0e-06) 0.1656(0.0565)**
Equation cpiUSA 0.2304(0.0400)*** 0.0006(8.6e-05)*** 0.6551(0.7006)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0007(0.0045) -0.0302(0.0566) -0.0010(0.0045)
Equation cpiUSA 0.4838(0.0561)*** -0.7619(0.7019) 0.0441(0.0560)
[[17]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 16 + 1
AIC -3974.104 BIC -3909.884 SSR 8.161472
[[1]]
Intercept Trend dolcan -1
Equation dolcan 0.0821(0.0789) 0.0007(0.0004) 0.9823(0.0483)***
Equation cpiUSA -0.5559(0.9804) -0.0018(0.0056) 0.7181(0.6005)
cpiUSA -1
Equation dolcan -0.0024(0.0015)
Equation cpiUSA 1.0032(0.0191)***
[[2]]
Intercept Trend dolcan -1
Equation dolcan -0.0135(0.0215) -0.0002(0.0001) 0.9915(0.0107)***
Equation cpiUSA 2.2021(0.2674)*** 0.0073(0.0015)*** -0.7468(0.1326)***
cpiUSA -1
Equation dolcan 0.0007(0.0005)
Equation cpiUSA 0.9702(0.0059)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439
Percentage of Observations in each regime: 22.3% 77.7%
[[18]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 24 + 2
AIC -3974.97 BIC -3876.751 SSR 7.794644
[[1]]
Intercept Trend dolcan -1
Equation dolcan 0.0821(0.0790) 0.0007(0.0004) 0.9823(0.0484)***
Equation cpiUSA -0.5559(0.9641) -0.0018(0.0055) 0.7181(0.5905)
cpiUSA -1
Equation dolcan -0.0024(0.0015)
Equation cpiUSA 1.0032(0.0188)***
[[2]]
Intercept Trend dolcan -1
Equation dolcan -0.0213(0.0222) -0.0002(0.0001) 0.9952(0.0124)***
Equation cpiUSA 2.0413(0.2707)*** 0.0064(0.0016)*** -0.6686(0.1518)***
cpiUSA -1
Equation dolcan 0.0008(0.0005)
Equation cpiUSA 0.9732(0.0063)***
[[3]]
Intercept Trend dolcan -1
Equation dolcan 0.3579(0.2290) 0.0014(0.0010) 0.8674(0.0769)***
Equation cpiUSA -1.2736(2.7959) -0.0035(0.0126) 0.1600(0.9391)
cpiUSA -1
Equation dolcan -0.0056(0.0042)
Equation cpiUSA 1.0215(0.0519)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439 1.3893
Percentage of Observations in each regime: 22.3% 66.9% 10.8%
[[19]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 12 + 1
AIC -3971.026 BIC -3921.917 SSR 8.348522
[[1]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0077(0.0171) 0.9940(0.0178)*** 1.4e-05(6.9e-05)
Equation cpiUSA -1.0125(0.2138)*** 1.3416(0.2218)*** 0.9969(0.0009)***
[[2]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0305(0.0196) 0.9689(0.0175)*** 0.0001(8.2e-05).
Equation cpiUSA 0.4650(0.2452). -0.2413(0.2179) 1.0007(0.0010)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2252
Percentage of Observations in each regime: 50.5% 49.5%
[[20]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 18 + 2
AIC -3976.778 BIC -3901.225 SSR 7.915594
[[1]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.0298(0.0348) 1.0311(0.0373)*** 8.4e-06(0.0002)
Equation cpiUSA -0.2707(0.4248) 0.5938(0.4552) 0.9971(0.0019)***
[[2]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0672(0.0777) 0.9434(0.0654)*** 1.1e-05(8.1e-05)
Equation cpiUSA 1.9185(0.9477)* -1.0550(0.7981) 0.9957(0.0010)***
[[3]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0305(0.0197) 0.9689(0.0175)*** 0.0001(8.2e-05).
Equation cpiUSA 0.4650(0.2399). -0.2413(0.2131) 1.0007(0.0010)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439 1.2252
Percentage of Observations in each regime: 22.3% 28.2% 49.5%
[[21]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 8 + 1
AIC -3950.762 BIC -3916.763 SSR 9.029764
[[1]]
dolcan -1 cpiUSA -1
Equation dolcan 1.0018(0.0029)*** -6e-06(5.4e-05)
Equation cpiUSA 0.3056(0.0377)*** 0.9995(0.0007)***
[[2]]
dolcan -1 cpiUSA -1
Equation dolcan 0.9949(0.0049)*** 9.2e-05(7.4e-05)
Equation cpiUSA 0.1555(0.0630)* 0.9999(0.0010)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2252
Percentage of Observations in each regime: 50.5% 49.5%
[[22]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 12 + 2
AIC -3975.972 BIC -3923.085 SSR 8.123147
[[1]]
dolcan -1 cpiUSA -1
Equation dolcan 0.9995(0.0051)*** 8.1e-05(0.0001)
Equation cpiUSA 0.3063(0.0627)*** 0.9977(0.0016)***
[[2]]
dolcan -1 cpiUSA -1
Equation dolcan 0.9998(0.0049)*** 1.9e-05(8.1e-05)
Equation cpiUSA 0.5560(0.0606)*** 0.9960(0.0010)***
[[3]]
dolcan -1 cpiUSA -1
Equation dolcan 0.9949(0.0049)*** 9.2e-05(7.4e-05)
Equation cpiUSA 0.1555(0.0599)** 0.9999(0.0009)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439 1.2252
Percentage of Observations in each regime: 22.3% 28.2% 49.5%
[[23]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 12 + 1
AIC -3954.841 BIC -3905.732 SSR 8.842832
[[1]]
Trend dolcan -1 cpiUSA -1
Equation dolcan 2.1e-05(0.0001) 1.0038(0.0130)*** -8.5e-05(0.0005)
Equation cpiUSA 0.0039(0.0017)* 0.6855(0.1673)*** 0.9846(0.0064)***
[[2]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002(9.4e-05)* 0.9703(0.0121)*** 0.0010(0.0004)*
Equation cpiUSA -0.0014(0.0012) -0.0072(0.1564) 1.0059(0.0054)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2252
Percentage of Observations in each regime: 50.5% 49.5%
[[24]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 18 + 2
AIC -3974.302 BIC -3898.749 SSR 8.06911
[[1]]
Trend dolcan -1 cpiUSA -1
Equation dolcan 0.0003(0.0002) 1.0280(0.0201)*** -0.0010(0.0008)
Equation cpiUSA 0.0010(0.0024) 0.4086(0.2491) 0.9938(0.0094)***
[[2]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002(0.0002) 0.9847(0.0175)*** 0.0007(0.0007)
Equation cpiUSA 0.0017(0.0024) 0.7017(0.2173)** 0.9899(0.0088)***
[[3]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002(9.4e-05)* 0.9703(0.0121)*** 0.0010(0.0004)*
Equation cpiUSA -0.0014(0.0012) -0.0072(0.1501) 1.0059(0.0051)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439 1.2252
Percentage of Observations in each regime: 22.3% 28.2% 49.5%
[[25]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 24 + 1
AIC -3999.979 BIC -3905.615 SSR 7.045296
[[1]]
Intercept Trend dolcan -1
Equation dolcan 0.0923(0.0822) 0.0007(0.0005) 1.1164(0.1652)***
Equation cpiUSA -0.3846(0.9608) -0.0006(0.0055) -0.0579(1.9317)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.0057(0.0160) -0.1477(0.1670) -0.0081(0.0163)
Equation cpiUSA 1.2098(0.1872)*** 0.6665(1.9529) -0.2107(0.1901)
[[2]]
Intercept Trend dolcan -1
Equation dolcan 0.0006(0.0231) -0.0001(0.0001) 1.1410(0.0596)***
Equation cpiUSA 1.6399(0.2701)*** 0.0060(0.0014)*** 0.5722(0.6974)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0035(0.0047) -0.1549(0.0597)** 0.0040(0.0046)
Equation cpiUSA 1.3343(0.0546)*** -1.1085(0.6980) -0.3583(0.0533)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439
Percentage of Observations in each regime: 22% 78%
[[26]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 36 + 2
AIC -3995.99 BIC -3852.557 SSR 6.794512
[[1]]
Intercept Trend dolcan -1
Equation dolcan 0.0923(0.0817) 0.0007(0.0005) 1.1164(0.1642)***
Equation cpiUSA -0.3846(0.9528) -0.0006(0.0054) -0.0579(1.9156)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.0057(0.0159) -0.1477(0.1660) -0.0081(0.0162)
Equation cpiUSA 1.2098(0.1856)*** 0.6665(1.9366) -0.2107(0.1885)
[[2]]
Intercept Trend dolcan -1
Equation dolcan -0.0154(0.0238) -0.0002(0.0001) 1.1806(0.0687)***
Equation cpiUSA 1.5002(0.2773)*** 0.0054(0.0016)*** 0.5086(0.8014)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.0010(0.0052) -0.1865(0.0681)** -0.0003(0.0051)
Equation cpiUSA 1.3202(0.0602)*** -0.9522(0.7944) -0.3425(0.0589)***
[[3]]
Intercept Trend dolcan -1
Equation dolcan 0.3044(0.2443) 0.0012(0.0011) 0.9527(0.1378)***
Equation cpiUSA 1.2815(2.8498) 0.0092(0.0130) 2.0105(1.6081)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0297(0.0111)** -0.0770(0.1330) 0.0253(0.0114)*
Equation cpiUSA 1.3074(0.1297)*** -2.3912(1.5514) -0.3393(0.1329)*
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439 1.3893
Percentage of Observations in each regime: 22% 67.1% 10.9%
[[27]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 20 + 1
AIC -3997.421 BIC -3918.155 SSR 7.278526
[[1]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0140(0.0181) 1.1438(0.0902)*** 0.0026(0.0065)
Equation cpiUSA -0.6473(0.2154)** 0.8354(1.0711) 1.3948(0.0772)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1574(0.0911). -0.0025(0.0065)
Equation cpiUSA 0.0150(1.0824) -0.3968(0.0770)***
[[2]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0402(0.0198)* 1.1335(0.0713)*** -0.0102(0.0060).
Equation cpiUSA 0.2830(0.2353) 0.4492(0.8467) 1.3110(0.0713)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1713(0.0702)* 0.0104(0.0060).
Equation cpiUSA -0.5822(0.8334) -0.3106(0.0714)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2252
Percentage of Observations in each regime: 50.3% 49.7%
[[28]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 30 + 2
AIC -3995.703 BIC -3874.917 SSR 6.972166
[[1]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0140(0.0181) 1.1438(0.0900)*** 0.0026(0.0065)
Equation cpiUSA -0.6473(0.2125)** 0.8354(1.0568) 1.3948(0.0762)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1574(0.0910). -0.0025(0.0065)
Equation cpiUSA 0.0150(1.0678) -0.3968(0.0759)***
[[2]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0233(0.0295) 1.2136(0.0890)*** -0.0041(0.0072)
Equation cpiUSA -0.0503(0.3461) 0.5533(1.0451) 1.2690(0.0850)***
dolcan -2 cpiUSA -2
Equation dolcan -0.2374(0.0858)** 0.0042(0.0072)
Equation cpiUSA -0.3583(1.0068) -0.2696(0.0851)**
[[3]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0580(0.0681) 0.9631(0.1377)*** -0.0279(0.0110)*
Equation cpiUSA -0.6535(0.7991) 2.0919(1.6169) 1.3218(0.1292)***
dolcan -2 cpiUSA -2
Equation dolcan -0.0270(0.1244) 0.0283(0.0110)*
Equation cpiUSA -1.9980(1.4599) -0.3159(0.1297)*
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2252 1.3893
Percentage of Observations in each regime: 50.3% 38.8% 10.9%
[[29]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 16 + 1
AIC -3990.483 BIC -3926.315 SSR 7.512746
[[1]]
dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 1.1453(0.0902)*** -0.0006(0.0059) -0.1436(0.0905)
Equation cpiUSA 0.6625(1.0808) 1.4943(0.0712)*** -0.5054(1.0845)
cpiUSA -2
Equation dolcan 0.0005(0.0059)
Equation cpiUSA -0.4946(0.0712)***
[[2]]
dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 1.1609(0.0705)*** -0.0071(0.0060) -0.1656(0.0704)*
Equation cpiUSA 0.5957(0.8445) 1.3145(0.0719)*** -0.4870(0.8432)
cpiUSA -2
Equation dolcan 0.0072(0.0060)
Equation cpiUSA -0.3146(0.0719)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2263
Percentage of Observations in each regime: 50.9% 49.1%
[[30]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 24 + 2
AIC -3990.169 BIC -3892.031 SSR 7.141784
[[1]]
dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 1.1964(0.1579)*** 0.0037(0.0159) -0.1986(0.1590)
Equation cpiUSA -0.0369(1.8495) 1.2243(0.1863)*** 0.2958(1.8622)
cpiUSA -2
Equation dolcan -0.0036(0.0159)
Equation cpiUSA -0.2267(0.1863)
[[2]]
dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 1.1265(0.1110)*** 0.0035(0.0075) -0.1289(0.1112)
Equation cpiUSA 0.9516(1.2997) 1.3785(0.0879)*** -0.6091(1.3020)
cpiUSA -2
Equation dolcan -0.0034(0.0075)
Equation cpiUSA -0.3809(0.0876)***
[[3]]
dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 1.1589(0.0707)*** -0.0080(0.0060) -0.1628(0.0706)*
Equation cpiUSA 0.6281(0.8282) 1.3264(0.0697)*** -0.5220(0.8266)
cpiUSA -2
Equation dolcan 0.0081(0.0060)
Equation cpiUSA -0.3266(0.0697)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439 1.2252
Percentage of Observations in each regime: 22% 28.3% 49.7%
[[31]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 20 + 1
AIC -3992.26 BIC -3912.995 SSR 7.415455
[[1]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -1.6e-05(0.0001) 1.1450(0.0897)*** -0.0004(0.0060)
Equation cpiUSA 0.0031(0.0016). 0.7035(1.0774) 1.4672(0.0723)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1450(0.0907) 0.0005(0.0059)
Equation cpiUSA -0.2401(1.0893) -0.4792(0.0714)***
[[2]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002(9.6e-05)* 1.1271(0.0716)*** -0.0092(0.0060)
Equation cpiUSA -0.0006(0.0012) 0.5092(0.8599) 1.3092(0.0725)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1574(0.0701)* 0.0102(0.0061).
Equation cpiUSA -0.4662(0.8415) -0.3068(0.0734)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2263
Percentage of Observations in each regime: 50.9% 49.1%
[[32]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 30 + 2
AIC -3994.773 BIC -3873.988 SSR 7.025195
[[1]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -6.3e-05(0.0001) 1.1558(0.0889)*** 0.0015(0.0058)
Equation cpiUSA 0.0030(0.0015). 1.0534(1.0500) 1.5076(0.0686)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1604(0.0899). -0.0013(0.0057)
Equation cpiUSA -0.6132(1.0612) -0.5193(0.0677)***
[[2]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002(0.0002) 1.1844(0.0926)*** -0.0057(0.0079)
Equation cpiUSA 0.0012(0.0020) 0.3427(1.0931) 1.1578(0.0929)***
dolcan -2 cpiUSA -2
Equation dolcan -0.2111(0.0877)* 0.0066(0.0079)
Equation cpiUSA -0.0438(1.0356) -0.1633(0.0937).
[[3]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002(0.0003) 0.9859(0.1352)*** -0.0276(0.0110)*
Equation cpiUSA 0.0036(0.0037) 2.1499(1.5968) 1.3166(0.1297)***
dolcan -2 cpiUSA -2
Equation dolcan -0.0234(0.1258) 0.0286(0.0111)*
Equation cpiUSA -2.1654(1.4854) -0.3255(0.1308)*
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2338 1.3893
Percentage of Observations in each regime: 54.7% 34.5% 10.9%
[[33]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 20
AIC -4002.429 BIC -3923.163 SSR 7.298715
Cointegrating vector: (1, - 0.01550732 )
$Bdown
ECT Const Trend
Equation dolcan -0.0517(0.0694). 0.0053(0.6266) -3.9e-05(0.2682)
Equation cpiUSA 0.7379(0.0310)* 0.6239(2.6e-06)*** -0.0011(0.0121)*
dolcan t -1 cpiUSA t -1
Equation dolcan 0.1675(0.0457)* -0.0122(0.0750).
Equation cpiUSA -0.1020(0.9190) 0.1395(0.0894).
$Bup
ECT Const Trend
Equation dolcan -0.0010(0.9412) 0.0036(0.6636) -3.3e-05(0.3894)
Equation cpiUSA 0.0155(0.9259) 0.1013(0.3101) -3.6e-05(0.9374)
dolcan t -1 cpiUSA t -1
Equation dolcan 0.1313(0.0797). 0.0023(0.6488)
Equation cpiUSA 0.2371(0.7916) 0.6209(4.7e-21)***
Threshold
Values: -0.1176
Percentage of Observations in each regime 36.3% 63.7%
[[34]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 30
AIC -4001.215 BIC -3880.429 SSR 7.00715
Cointegrating vector: (1, - 0.01550732 )
$Bdown
ECT Const Trend
Equation dolcan -0.0517(0.0684). 0.0053(0.6253) -3.9e-05(0.2665)
Equation cpiUSA 0.7379(0.0290)* 0.6239(2e-06)*** -0.0011(0.0111)*
dolcan t -1 cpiUSA t -1
Equation dolcan 0.1675(0.0450)* -0.0122(0.0739).
Equation cpiUSA -0.1020(0.9180) 0.1395(0.0855).
$Bmiddle
ECT Const Trend
Equation dolcan -0.0023(0.8928) 0.0144(0.2359) -0.0001(0.0823).
Equation cpiUSA -0.3376(0.0929). 0.3660(0.0117)* -0.0012(0.0902).
dolcan t -1 cpiUSA t -1
Equation dolcan 0.0850(0.3605) 0.0035(0.5998)
Equation cpiUSA 1.1887(0.2830) 0.4816(4.6e-09)***
$Bup
ECT Const Trend
Equation dolcan -0.0290(0.4313) 0.0168(0.3808) 3.6e-06(0.9649)
Equation cpiUSA 0.3350(0.4450) -0.1220(0.5927) 0.0020(0.0423)*
dolcan t -1 cpiUSA t -1
Equation dolcan 0.1850(0.1512) -0.0078(0.4642)
Equation cpiUSA -1.5210(0.3211) 0.6142(1.9e-06)***
Threshold
Values: -0.1176 0.3236
Percentage of Observations in each regime 36.3% 36.3% 27.3%
[[35]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 16
AIC -4001.207 BIC -3937.04 SSR 7.41122
Cointegrating vector: (1, - 0.01665858 )
$Bdown
ECT Const dolcan t -1
Equation dolcan -0.0375(0.0412)* -0.0069(0.2562) 0.1251(0.1130)
Equation cpiUSA 0.7085(0.0014)** 0.4007(6.7e-08)*** 0.1907(0.8404)
cpiUSA t -1
Equation dolcan -0.0102(0.1122)
Equation cpiUSA 0.1982(0.0109)*
$Bup
ECT Const dolcan t -1
Equation dolcan 0.0061(0.3280) -0.0016(0.4998) 0.1644(0.0365)*
Equation cpiUSA 0.0587(0.4304) 0.0858(0.0021)** 0.2257(0.8107)
cpiUSA t -1
Equation dolcan 0.0029(0.5748)
Equation cpiUSA 0.6190(3.3e-20)***
Threshold
Values: -0.1176
Percentage of Observations in each regime 41% 59%
[[36]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 24
AIC -4000.627 BIC -3902.489 SSR 7.128824
Cointegrating vector: (1, - 0.01665858 )
$Bdown
ECT Const dolcan t -1
Equation dolcan -0.0375(0.0409)* -0.0069(0.2556) 0.1251(0.1125)
Equation cpiUSA 0.7085(0.0012)** 0.4007(4.6e-08)*** 0.1907(0.8383)
cpiUSA t -1
Equation dolcan -0.0102(0.1117)
Equation cpiUSA 0.1982(0.0099)**
$Bmiddle
ECT Const dolcan t -1
Equation dolcan 0.0415(0.0375)* -0.0065(0.1015) 0.2581(0.0660).
Equation cpiUSA -0.3566(0.1320) 0.1845(0.0001)*** 0.4801(0.7729)
cpiUSA t -1
Equation dolcan 0.0112(0.3200)
Equation cpiUSA 0.2797(0.0375)*
$Bup
ECT Const dolcan t -1
Equation dolcan -0.0007(0.9464) 0.0008(0.8684) 0.1052(0.2848)
Equation cpiUSA -0.0967(0.4647) 0.1360(0.0155)* -0.7273(0.5337)
cpiUSA t -1
Equation dolcan 0.0030(0.6310)
Equation cpiUSA 0.6801(4.8e-18)***
Threshold
Values: -0.1205 0.1832
Percentage of Observations in each regime 41% 20.2% 38.8%
[[37]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 12
AIC -3974.743 BIC -3925.674 SSR 8.235945
Cointegrating vector: (1, - 0.01616518 )
$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.0220(0.0014)** 0.1177(0.1375) -0.0145(0.0175)*
Equation cpiUSA -0.5507(7.7e-10)*** 1.0162(0.3105) 0.3249(3.0e-05)***
$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.0028(0.5042) 0.1680(0.0297)* 0.0010(0.8048)
Equation cpiUSA 0.1897(0.0004)*** -0.2859(0.7693) 0.7504(1.3e-35)***
Threshold
Values: -0.1176
Percentage of Observations in each regime 39.4% 60.6%
[[38]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 18
AIC -3980.323 BIC -3904.831 SSR 7.768609
Cointegrating vector: (1, - 0.01616518 )
$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.0252(0.0075)** 0.1674(0.1983) -0.0180(0.0752).
Equation cpiUSA -0.4527(0.0001)*** 2.2624(0.1578) 0.2430(0.0513).
$Bmiddle
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.0155(0.1904) 0.0733(0.4738) -0.0093(0.2401)
Equation cpiUSA -0.9222(7e-10)*** -0.5414(0.6673) 0.3017(0.0021)**
$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.0030(0.4741) 0.1689(0.0296)* 0.0007(0.8663)
Equation cpiUSA 0.1947(0.0002)*** -0.2687(0.7777) 0.7443(2.3e-35)***
Threshold
Values: -0.2599 -0.1051
Percentage of Observations in each regime 20.5% 19.3% 60.2%
[[39]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 16
AIC -3986.448 BIC -3922.28 SSR 7.674577
Cointegrating vector: (1, - 0.01626386 )
$Bdown
ECT Trend dolcan t -1
Equation dolcan -0.0600(0.1237) -4.7e-05(0.2742) 0.2434(0.0454)*
Equation cpiUSA -0.5717(0.2277) 4.0e-06(0.9939) 1.4443(0.3282)
cpiUSA t -1
Equation dolcan -0.0117(0.2077)
Equation cpiUSA 0.1073(0.3416)
$Bup
ECT Trend dolcan t -1
Equation dolcan 0.0024(0.4726) 9.1e-08(0.9908) 0.1271(0.0430)*
Equation cpiUSA 0.1882(7.4e-06)*** 0.0006(1.9e-09)*** -0.1181(0.8768)
cpiUSA t -1
Equation dolcan 0.0008(0.8562)
Equation cpiUSA 0.5950(2.4e-25)***
Threshold
Values: -0.2639
Percentage of Observations in each regime 22.7% 77.3%
[[40]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 24
AIC -3985.205 BIC -3887.067 SSR 7.313595
Cointegrating vector: (1, - 0.01626386 )
$Bdown
ECT Trend dolcan t -1
Equation dolcan -0.0659(0.1087) -4.9e-05(0.2894) 0.1448(0.2877)
Equation cpiUSA -0.7485(0.1259) -0.0003(0.5308) 2.2377(0.1679)
cpiUSA t -1
Equation dolcan -0.0165(0.1101)
Equation cpiUSA 0.2192(0.0752).
$Bmiddle
ECT Trend dolcan t -1
Equation dolcan 0.0025(0.6581) -3.1e-07(0.9718) 0.1908(0.0112)*
Equation cpiUSA 0.0803(0.2357) 0.0008(2.5e-13)*** -0.4850(0.5863)
cpiUSA t -1
Equation dolcan 0.0022(0.7034)
Equation cpiUSA 0.3836(3.1e-08)***
$Bup
ECT Trend dolcan t -1
Equation dolcan 0.0043(0.4257) -1.6e-05(0.6378) 0.0840(0.4470)
Equation cpiUSA 0.1290(0.0453)* 0.0008(0.0651). -0.6772(0.6064)
cpiUSA t -1
Equation dolcan 0.0010(0.8868)
Equation cpiUSA 0.7079(1.4e-15)***
Threshold
Values: -0.2796 0.2373
Percentage of Observations in each regime 18.9% 48.1% 32.9%
[[41]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 28
AIC -3978.469 BIC -3869.098 SSR 7.026082
Cointegrating vector: (1, - 0.01662568 )
$Bdown
ECT Const Trend
Equation dolcan -0.0152(0.1067) 0.0111(0.0875). -4.8e-05(0.1414)
Equation cpiUSA -0.2511(0.0227)* 0.3347(1.2e-05)*** -0.0008(0.0270)*
dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.1839(0.0057)** -0.0045(0.4014) 0.0294(0.6485)
Equation cpiUSA 0.5328(0.4903) 0.3380(1.7e-07)*** -1.2293(0.1033)
cpiUSA t -2
Equation dolcan -0.0020(0.7027)
Equation cpiUSA -0.1620(0.0101)*
$Bup
ECT Const Trend
Equation dolcan -0.0128(0.6635) 0.0099(0.5146) -3.5e-05(0.6501)
Equation cpiUSA 0.1822(0.5972) -0.0415(0.8154) 0.0011(0.2079)
dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.1255(0.2732) 0.0058(0.5859) -0.1980(0.1065)
Equation cpiUSA -1.0680(0.4246) 0.4181(0.0009)*** 0.9412(0.5104)
cpiUSA t -2
Equation dolcan -0.0106(0.3459)
Equation cpiUSA 0.3071(0.0201)*
Threshold
Values: 0.2123
Percentage of Observations in each regime 67.6% 32.4%
[[42]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 42
AIC -3987.609 BIC -3821.666 SSR 6.526916
Cointegrating vector: (1, - 0.01662568 )
$Bdown
ECT Const Trend
Equation dolcan -0.0174(0.0938). 0.0112(0.0886). -4.9e-05(0.1480)
Equation cpiUSA -0.1891(0.1132) 0.2841(0.0002)*** -0.0006(0.1441)
dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.1571(0.0241)* -0.0103(0.0746). 0.0524(0.4485)
Equation cpiUSA 0.4259(0.5934) 0.2873(2.1e-05)*** -1.1874(0.1356)
cpiUSA t -2
Equation dolcan 0.0012(0.8347)
Equation cpiUSA -0.1195(0.0739).
$Bmiddle
ECT Const Trend
Equation dolcan -0.3473(0.1995) 0.0752(0.2544) -5.3e-05(0.7407)
Equation cpiUSA -6.1188(0.0498)* 2.7091(0.0004)*** -0.0090(1.8e-06)***
dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.1603(0.5168) 0.0336(0.0424)* 0.1327(0.6105)
Equation cpiUSA -1.9196(0.4996) 0.4390(0.0215)* -4.9985(0.0960).
cpiUSA t -2
Equation dolcan -0.0304(0.0602).
Equation cpiUSA -0.2457(0.1857)
$Bup
ECT Const Trend
Equation dolcan -0.0119(0.6924) 0.0097(0.5270) 2.2e-05(0.8067)
Equation cpiUSA 0.3550(0.3071) -0.1138(0.5204) 0.0019(0.0646).
dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.1143(0.3207) -0.0028(0.8039) -0.2251(0.0693).
Equation cpiUSA -1.3484(0.3085) 0.3682(0.0052)** 0.4193(0.7681)
cpiUSA t -2
Equation dolcan -0.0106(0.3633)
Equation cpiUSA 0.2529(0.0600).
Threshold
Values: 0.1839 0.2161
Percentage of Observations in each regime 60.7% 7.8% 31.5%
[[43]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 24
AIC -3977.099 BIC -3882.813 SSR 7.174833
Cointegrating vector: (1, - 0.01662568 )
$Bdown
ECT Const dolcan t -1
Equation dolcan -0.0027(0.5060) 0.0019(0.2786) 0.1822(0.0062)**
Equation cpiUSA -0.0309(0.5132) 0.1737(1.3e-15)*** 0.5033(0.5176)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.0033(0.5319) 0.0229(0.7221) -0.0008(0.8869)
Equation cpiUSA 0.3591(2.7e-08)*** -1.3438(0.0765). -0.1393(0.0259)*
$Bup
ECT Const dolcan t -1
Equation dolcan -0.0019(0.9097) 0.0041(0.6184) 0.1174(0.2998)
Equation cpiUSA -0.1715(0.3958) 0.1464(0.1334) -0.8027(0.5463)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.0054(0.6102) -0.2105(0.0784). -0.0110(0.3281)
Equation cpiUSA 0.4307(0.0007)*** 1.3485(0.3367) 0.3192(0.0162)*
Threshold
Values: 0.2123
Percentage of Observations in each regime 67.6% 32.4%
[[44]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 36
AIC -3977.753 BIC -3834.438 SSR 6.958434
Cointegrating vector: (1, - 0.01662568 )
$Bdown
ECT Const dolcan t -1
Equation dolcan -0.0462(0.0843). -0.0101(0.2528) 0.1582(0.0625).
Equation cpiUSA 0.9601(0.0026)** 0.5190(1.3e-06)*** -0.3723(0.7116)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.0112(0.0970). 0.0184(0.8242) 0.0035(0.6289)
Equation cpiUSA 0.2068(0.0102)* -1.6020(0.1049) -0.1615(0.0610).
$Bmiddle
ECT Const dolcan t -1
Equation dolcan 0.0204(0.0670). -0.0037(0.2006) 0.1867(0.0867).
Equation cpiUSA -0.1547(0.2425) 0.1421(4.8e-05)*** 1.4258(0.2706)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.0172(0.0432)* 0.0198(0.8526) -0.0100(0.2130)
Equation cpiUSA 0.5895(1.2e-08)*** -1.1805(0.3511) -0.1352(0.1553)
$Bup
ECT Const dolcan t -1
Equation dolcan -0.0176(0.3564) 0.0127(0.1859) 0.1203(0.2822)
Equation cpiUSA -0.1413(0.5343) 0.1422(0.2120) -0.8278(0.5333)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.0022(0.8419) -0.2166(0.0668). -0.0101(0.3764)
Equation cpiUSA 0.4228(0.0014)** 1.1683(0.4045) 0.2976(0.0288)*
Threshold
Values: -0.2136 0.2161
Percentage of Observations in each regime 37.1% 31.5% 31.5%
[[45]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 20
AIC -3951.727 BIC -3872.527 SSR 8.129782
Cointegrating vector: (1, - 0.01649411 )
$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.0179(0.0204)* 0.1392(0.0950). -0.0133(0.0418)*
Equation cpiUSA -0.5653(1.5e-08)*** 0.6576(0.5319) 0.3145(0.0002)***
dolcan t -2 cpiUSA t -2
Equation dolcan 0.0022(0.9787) 0.0014(0.8397)
Equation cpiUSA -0.6239(0.5450) -0.0880(0.3272)
$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.0065(0.1213) 0.1600(0.0381)* 0.0079(0.2007)
Equation cpiUSA 0.1547(0.0037)** -0.0089(0.9927) 0.6712(4.1e-16)***
dolcan t -2 cpiUSA t -2
Equation dolcan -0.0661(0.3952) -0.0107(0.0767).
Equation cpiUSA -0.9158(0.3516) 0.1318(0.0831).
Threshold
Values: -0.1898
Percentage of Observations in each regime 37.4% 62.6%
[[46]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 30
AIC -3957.032 BIC -3836.346 SSR 7.778024
Cointegrating vector: (1, - 0.01649411 )
$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.0168(0.0755). 0.2488(0.0420)* -0.0090(0.3383)
Equation cpiUSA -0.6306(2.3e-07)*** 0.7049(0.6472) 0.1132(0.3429)
dolcan t -2 cpiUSA t -2
Equation dolcan -0.1622(0.1711) -0.0005(0.9569)
Equation cpiUSA 0.7159(0.6319) -0.1447(0.1901)
$Bmiddle
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.0150(0.3418) 0.0339(0.7750) -0.0261(0.0252)*
Equation cpiUSA -0.7096(0.0004)*** -0.3325(0.8246) 0.4394(0.0029)**
dolcan t -2 cpiUSA t -2
Equation dolcan 0.2262(0.0625). 0.0154(0.2405)
Equation cpiUSA -1.4005(0.3601) -0.0329(0.8423)
$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.0058(0.1433) 0.1726(0.0215)* 0.0105(0.0650).
Equation cpiUSA 0.1521(0.0024)** -0.1469(0.8764) 0.6396(4e-17)***
dolcan t -2 cpiUSA t -2
Equation dolcan -0.0808(0.2810) -0.0125(0.0285)*
Equation cpiUSA -1.1324(0.2319) 0.1646(0.0221)*
Threshold
Values: -0.2834 -0.2136
Percentage of Observations in each regime 23.4% 12.5% 64.2%
[[47]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 24
AIC -3962.656 BIC -3868.37 SSR 7.476702
Cointegrating vector: (1, - 0.01662568 )
$Bdown
ECT Trend dolcan t -1
Equation dolcan -0.0016(0.7517) 5.7e-06(0.5204) 0.1857(0.0053)**
Equation cpiUSA 0.1606(0.0082)** 0.0008(1.7e-12)*** 0.5883(0.4589)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.0020(0.7033) 0.0235(0.7161) 0.0006(0.9086)
Equation cpiUSA 0.4155(1.3e-10)*** -1.4090(0.0692). -0.0821(0.1839)
$Bup
ECT Trend dolcan t -1
Equation dolcan 0.0060(0.2932) 7.3e-06(0.8643) 0.1190(0.2980)
Equation cpiUSA 0.1033(0.1338) 0.0010(0.0578). -1.0407(0.4476)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.0061(0.5695) -0.2116(0.0807). -0.0097(0.3857)
Equation cpiUSA 0.4170(0.0013)** 0.9983(0.4909) 0.3033(0.0245)*
Threshold
Values: 0.2123
Percentage of Observations in each regime 67.6% 32.4%
[[48]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 36
AIC -3965.483 BIC -3822.168 SSR 7.116788
Cointegrating vector: (1, - 0.01662568 )
$Bdown
ECT Trend dolcan t -1
Equation dolcan -0.0030(0.6191) 6.1e-06(0.5396) 0.1616(0.0206)*
Equation cpiUSA 0.1749(0.0154)* 0.0008(2.8e-11)*** 0.5407(0.5141)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.0076(0.1712) 0.0466(0.5005) 0.0041(0.4604)
Equation cpiUSA 0.3552(1.7e-07)*** -1.3326(0.1068) -0.0463(0.4851)
$Bmiddle
ECT Trend dolcan t -1
Equation dolcan -0.0599(0.5427) 6.6e-05(0.5900) 0.1752(0.4792)
Equation cpiUSA 4.2280(0.0004)*** -0.0047(0.0014)** -1.3831(0.6392)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.0419(0.0051)** 0.2040(0.4213) -0.0341(0.0316)*
Equation cpiUSA 0.7378(4.1e-05)*** -2.4316(0.4214) -0.3810(0.0441)*
$Bup
ECT Trend dolcan t -1
Equation dolcan 0.0068(0.2495) 6.5e-05(0.2395) 0.1067(0.3525)
Equation cpiUSA 0.1360(0.0537). 0.0014(0.0383)* -1.2594(0.3573)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.0028(0.8092) -0.2407(0.0483)* -0.0101(0.3878)
Equation cpiUSA 0.3674(0.0073)** 0.6007(0.6783) 0.2467(0.0767).
Threshold
Values: 0.1839 0.2161
Percentage of Observations in each regime 60.7% 7.8% 31.5%
Code
sapply(mods, coef)
Output
[[1]]
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.01044232 -2.172806e-05 0.9871079 0.000145502
Equation cpiUSA 0.37899558 -7.098272e-04 -0.1395487 1.002279482
[[2]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.01278017 0.9870607 6.443813e-05
Equation cpiUSA 0.45537005 -0.1410917 9.996312e-01
[[3]]
dolcan -1 cpiUSA -1
Equation dolcan 1.0004113 1.200969e-05
Equation cpiUSA 0.3346056 9.977632e-01
[[4]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0000766771 0.99195961 0.0003319243
Equation cpiUSA -0.0027041580 0.03653954 1.0090455285
[[5]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.01360877 -2.594234e-05 1.1503909 -0.003742394 -0.1660825
Equation cpiUSA 0.28320638 3.472133e-04 0.5331984 1.457512609 -0.6049136
cpiUSA -2
Equation dolcan 0.003911853
Equation cpiUSA -0.459101557
[[6]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01636855 1.1506724 -0.003709029 -0.1664027 0.003781728
Equation cpiUSA 0.24626928 0.5294298 1.457066046 -0.6006284 -0.457359952
[[7]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1609666 -0.00194731 -0.1602002 0.001956871
Equation cpiUSA 0.6843077 1.48357158 -0.5073094 -0.484815406
[[8]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -9.611456e-05 1.1534930 -0.003171405 -0.1628884 0.003578896
Equation cpiUSA -1.113111e-03 0.5977555 1.469395219 -0.5384425 -0.466030590
[[9]]
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01506974 0.01098652 -4.515916e-05 0.1655667 -0.003976831
Equation cpiUSA -0.05033679 0.19306592 -3.133701e-04 0.5871833 0.456867918
[[10]]
ECT Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.001106223 0.002123837 0.1595354 -0.00300748
Equation cpiUSA 0.046559351 0.131565673 0.5453308 0.46359448
[[11]]
ECT dolcan -1 cpiUSA -1
Equation dolcan -0.0006768995 0.1681196 0.00242903
Equation cpiUSA 0.0731547016 1.0770919 0.80037086
[[12]]
ECT Trend dolcan -1 cpiUSA -1
Equation dolcan 0.001372394 7.603074e-06 0.1610732 -0.001227277
Equation cpiUSA 0.238600556 6.138198e-04 0.5082187 0.505185783
[[13]]
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01524527 0.01156071 -4.607701e-05 0.1678529 -0.002542136
Equation cpiUSA -0.03983784 0.18485483 -2.787031e-04 0.6918440 0.453852695
dolcan -2 cpiUSA -2
Equation dolcan -0.02196011 -0.00308873
Equation cpiUSA -0.63011337 0.01100919
[[14]]
ECT Intercept dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan -0.001031649 0.002457958 0.1635127 -0.001892005 -0.03033589
Equation cpiUSA 0.046135183 0.129795583 0.6655917 0.457785100 -0.68077540
cpiUSA -2
Equation dolcan -0.002298449
Equation cpiUSA 0.015789314
[[15]]
ECT dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0007525866 0.172287 0.00152943 -0.02518247 0.001222138
Equation cpiUSA 0.0608714297 1.128933 0.63845831 -0.40864241 0.201698403
[[16]]
ECT Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.001657334 8.424941e-06 0.1655519 -0.0006685009 -0.03020354
Equation cpiUSA 0.230433428 5.927787e-04 0.6550524 0.4838119692 -0.76192515
cpiUSA -2
Equation dolcan -0.001017307
Equation cpiUSA 0.044131076
[[17]]
[[17]]$Bdown
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833
[[17]]$Bup
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01354042 -0.0001653546 0.9914561 0.0007168335
Equation cpiUSA 2.20206986 0.0073398658 -0.7468369 0.9702240258
[[18]]
[[18]]$Bdown
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833
[[18]]$Bmiddle
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.021278 -0.0002016937 0.9952333 0.0008405793
Equation cpiUSA 2.041256 0.0064145304 -0.6685873 0.9732236367
[[18]]$Bup
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.3579121 0.001426282 0.8674328 -0.005605241
Equation cpiUSA -1.2735570 -0.003504812 0.1599709 1.021491583
[[19]]
[[19]]$Bdown
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.007691528 0.9939684 1.357332e-05
Equation cpiUSA -1.012509544 1.3415788 9.969201e-01
[[19]]$Bup
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.03045117 0.9689214 0.000145664
Equation cpiUSA 0.46501765 -0.2412925 1.000711673
[[20]]
[[20]]$Bdown
Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.02978663 1.0310970 8.444228e-06
Equation cpiUSA -0.27074633 0.5937531 9.970502e-01
[[20]]$Bmiddle
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.06718762 0.943391 1.089975e-05
Equation cpiUSA 1.91845343 -1.055018 9.957302e-01
[[20]]$Bup
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.03045117 0.9689214 0.000145664
Equation cpiUSA 0.46501765 -0.2412925 1.000711673
[[21]]
[[21]]$Bdown
dolcan -1 cpiUSA -1
Equation dolcan 1.0018378 -5.982604e-06
Equation cpiUSA 0.3056463 9.994945e-01
[[21]]$Bup
dolcan -1 cpiUSA -1
Equation dolcan 0.9949031 9.159023e-05
Equation cpiUSA 0.1554722 9.998859e-01
[[22]]
[[22]]$Bdown
dolcan -1 cpiUSA -1
Equation dolcan 0.9994742 8.089218e-05
Equation cpiUSA 0.3063167 9.977088e-01
[[22]]$Bmiddle
dolcan -1 cpiUSA -1
Equation dolcan 0.9998115 1.872682e-05
Equation cpiUSA 0.5559962 9.959537e-01
[[22]]$Bup
dolcan -1 cpiUSA -1
Equation dolcan 0.9949031 9.159023e-05
Equation cpiUSA 0.1554722 9.998859e-01
[[23]]
[[23]]$Bdown
Trend dolcan -1 cpiUSA -1
Equation dolcan 2.085515e-05 1.0038460 -0.000084888
Equation cpiUSA 3.944688e-03 0.6854827 0.984569738
[[23]]$Bup
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002075003 0.970279328 0.000997695
Equation cpiUSA -0.0013705132 -0.007164849 1.005870624
[[24]]
[[24]]$Bdown
Trend dolcan -1 cpiUSA -1
Equation dolcan 0.0002877063 1.0280167 -0.001015842
Equation cpiUSA 0.0010306707 0.4085665 0.993779851
[[24]]$Bmiddle
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0001727056 0.9846775 0.0006501501
Equation cpiUSA 0.0016630729 0.7017294 0.9898733656
[[24]]$Bup
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002075003 0.970279328 0.000997695
Equation cpiUSA -0.0013705132 -0.007164849 1.005870624
[[25]]
[[25]]$Bdown
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2
Equation dolcan -0.008053514
Equation cpiUSA -0.210683537
[[25]]$Bup
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.0006464748 -0.0001118549 1.141001 -0.003541846 -0.1549285
Equation cpiUSA 1.6398792639 0.0059730476 0.572203 1.334289684 -1.1084546
cpiUSA -2
Equation dolcan 0.00404909
Equation cpiUSA -0.35828351
[[26]]
[[26]]$Bdown
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2
Equation dolcan -0.008053514
Equation cpiUSA -0.210683537
[[26]]$Bmiddle
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan -0.01537662 -0.000157434 1.1806500 0.0009972436 -0.1865112
Equation cpiUSA 1.50018865 0.005426318 0.5086428 1.3201624875 -0.9522052
cpiUSA -2
Equation dolcan -0.0003233887
Equation cpiUSA -0.3424836706
[[26]]$Bup
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.3044483 0.001169578 0.9527351 -0.02974125 -0.07704594
Equation cpiUSA 1.2815143 0.009182135 2.0104789 1.30743327 -2.39121154
cpiUSA -2
Equation dolcan 0.02531077
Equation cpiUSA -0.33933921
[[27]]
[[27]]$Bdown
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
[[27]]$Bup
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.04017077 1.1335259 -0.01023868 -0.1713070 0.01039812
Equation cpiUSA 0.28300510 0.4492155 1.31096745 -0.5821929 -0.31059283
[[28]]
[[28]]$Bdown
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
[[28]]$Bmiddle
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.02333395 1.2135735 -0.004115204 -0.2373632 0.004240793
Equation cpiUSA -0.05032674 0.5533174 1.269024506 -0.3582838 -0.269630556
[[28]]$Bup
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.05798003 0.9631114 -0.02791145 -0.02695616 0.02829938
Equation cpiUSA -0.65346050 2.0919411 1.32179865 -1.99796630 -0.31587620
[[29]]
[[29]]$Bdown
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1452641 -0.0005511544 -0.1435657 0.0005498422
Equation cpiUSA 0.6624965 1.4943161966 -0.5053663 -0.4946045183
[[29]]$Bup
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1609381 -0.007105683 -0.1655764 0.007202736
Equation cpiUSA 0.5957397 1.314457492 -0.4870101 -0.314595092
[[30]]
[[30]]$Bdown
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.19639319 0.003697079 -0.1986477 -0.003599167
Equation cpiUSA -0.03686374 1.224304032 0.2957565 -0.226656499
[[30]]$Bmiddle
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1265025 0.003469589 -0.1289219 -0.003432864
Equation cpiUSA 0.9516258 1.378481433 -0.6090764 -0.380906894
[[30]]$Bup
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1589176 -0.008044606 -0.1627678 0.008132882
Equation cpiUSA 0.6281012 1.326424793 -0.5220339 -0.326551571
[[31]]
[[31]]$Bdown
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -1.622245e-05 1.1450492 -0.0004092175 -0.1449554 0.0004693694
Equation cpiUSA 3.096566e-03 0.7035062 1.4672230481 -0.2400976 -0.4792437363
[[31]]$Bup
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0002216198 1.1270540 -0.009180805 -0.1574311 0.01024224
Equation cpiUSA -0.0005662404 0.5091657 1.309155537 -0.4661987 -0.30682914
[[32]]
[[32]]$Bdown
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -6.292985e-05 1.155769 0.001521385 -0.1604489 -0.001290011
Equation cpiUSA 3.007284e-03 1.053381 1.507577719 -0.6132165 -0.519312189
[[32]]$Bmiddle
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0001870489 1.1844185 -0.005661468 -0.21109514 0.00657114
Equation cpiUSA 0.0011972003 0.3427475 1.157796683 -0.04378136 -0.16328716
[[32]]$Bup
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0001633523 0.9858677 -0.02757334 -0.0233897 0.02860914
Equation cpiUSA 0.0035714290 2.1499439 1.31655866 -2.1653563 -0.32545538
[[33]]
[[33]]$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
[[33]]$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.001023032 0.003613178 -3.313512e-05 0.1312604 0.002326573
Equation cpiUSA 0.015485020 0.101293958 -3.625345e-05 0.2371179 0.620902189
[[34]]
[[34]]$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
[[34]]$Bmiddle
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.002269518 0.01440822 -0.0001021736 0.08504187 0.003521756
Equation cpiUSA -0.337573130 0.36598485 -0.0011856393 1.18867823 0.481646459
[[34]]$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.02900588 0.01680242 3.615931e-06 0.1850201 -0.007791395
Equation cpiUSA 0.33504178 -0.12199902 1.994943e-03 -1.5209576 0.614156675
[[35]]
[[35]]$Bdown
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232
[[35]]$Bup
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan 0.006057814 -0.001555704 0.1644276 0.002927573
Equation cpiUSA 0.058696937 0.085773731 0.2256604 0.619010979
[[36]]
[[36]]$Bdown
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232
[[36]]$Bmiddle
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan 0.04152116 -0.006533316 0.2580703 0.01122303
Equation cpiUSA -0.35664491 0.184529474 0.4800999 0.27966286
[[36]]$Bup
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.0007475249 0.0007799121 0.1052364 0.002985671
Equation cpiUSA -0.0967219539 0.1360188778 -0.7272839 0.680080621
[[37]]
[[37]]$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.02202667 0.117653 -0.01446972
Equation cpiUSA -0.55070230 1.016250 0.32487254
[[37]]$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.00279744 0.1680402 0.001035012
Equation cpiUSA 0.18971894 -0.2859286 0.750443210
[[38]]
[[38]]$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.02522709 0.1674051 -0.01801245
Equation cpiUSA -0.45272804 2.2623818 0.24296512
[[38]]$Bmiddle
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.01545396 0.07333102 -0.009306737
Equation cpiUSA -0.92219950 -0.54141665 0.301735719
[[38]]$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.003049438 0.1689193 0.0007218864
Equation cpiUSA 0.194655833 -0.2687060 0.7443087565
[[39]]
[[39]]$Bdown
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.0599990 -4.729002e-05 0.2434441 -0.0116853
Equation cpiUSA -0.5717297 4.019271e-06 1.4443120 0.1073026
[[39]]$Bup
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.002438058 9.075573e-08 0.1271129 0.0007793217
Equation cpiUSA 0.188165815 5.901968e-04 -0.1180760 0.5950325178
[[40]]
[[40]]$Bdown
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.06592635 -4.893727e-05 0.1448262 -0.0165236
Equation cpiUSA -0.74852793 -3.444909e-04 2.2377120 0.2191881
[[40]]$Bmiddle
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.002513236 -3.076313e-07 0.1907503 0.002161459
Equation cpiUSA 0.080259228 7.917784e-04 -0.4850491 0.383556172
[[40]]$Bup
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.004302129 -0.0000163670 0.08396771 0.001005123
Equation cpiUSA 0.129046087 0.0007655733 -0.67724374 0.707856779
[[41]]
[[41]]$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01518849 0.01105132 -4.790127e-05 0.1838534 -0.004546173
Equation cpiUSA -0.25113994 0.33469736 -8.430391e-04 0.5327942 0.337989478
dolcan t -2 cpiUSA t -2
Equation dolcan 0.02939966 -0.002047247
Equation cpiUSA -1.22933741 -0.162023742
[[41]]$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01284187 0.00991402 -3.535269e-05 0.125544 0.005828206
Equation cpiUSA 0.18220945 -0.04146424 1.147708e-03 -1.067956 0.418093241
dolcan t -2 cpiUSA t -2
Equation dolcan -0.1979610 -0.01062449
Equation cpiUSA 0.9412034 0.30705642
[[42]]
[[42]]$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01739221 0.01123809 -4.874173e-05 0.1570717 -0.01032538
Equation cpiUSA -0.18905435 0.28407694 -5.662286e-04 0.4259146 0.28726509
dolcan t -2 cpiUSA t -2
Equation dolcan 0.05235467 0.001209455
Equation cpiUSA -1.18744412 -0.119469224
[[42]]$Bmiddle
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.3473239 0.07524714 -5.319414e-05 0.1602594 0.03364773
Equation cpiUSA -6.1188098 2.70914734 -9.002670e-03 -1.9196425 0.43896490
dolcan t -2 cpiUSA t -2
Equation dolcan 0.1326966 -0.03037366
Equation cpiUSA -4.9984845 -0.24567650
[[42]]$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.0119483 0.009739977 2.161084e-05 0.1143009 -0.002826679
Equation cpiUSA 0.3550181 -0.113831430 1.882903e-03 -1.3483856 0.368199325
dolcan t -2 cpiUSA t -2
Equation dolcan -0.2251498 -0.0106057
Equation cpiUSA 0.4192614 0.2529322
[[43]]
[[43]]$Bdown
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002677087 0.001901141 0.1821789 -0.003349176 0.02289789
Equation cpiUSA -0.030945320 0.173658592 0.5033226 0.359056047 -1.34376545
cpiUSA t -2
Equation dolcan -0.0007533507
Equation cpiUSA -0.1392518022
[[43]]$Bup
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.001946964 0.00412689 0.1173725 0.005439081 -0.2105055
Equation cpiUSA -0.171488350 0.14641214 -0.8026721 0.430726006 1.3484553
cpiUSA t -2
Equation dolcan -0.01099955
Equation cpiUSA 0.31923260
[[44]]
[[44]]$Bdown
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.0461568 -0.01011165 0.1582452 -0.01119553 0.01842045
Equation cpiUSA 0.9601284 0.51899776 -0.3722760 0.20683381 -1.60201032
cpiUSA t -2
Equation dolcan 0.003495803
Equation cpiUSA -0.161519009
[[44]]$Bmiddle
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.0204315 -0.003717539 0.1867325 0.01718006 0.01977927
Equation cpiUSA -0.1547078 0.142118177 1.4258148 0.58946004 -1.18049183
cpiUSA t -2
Equation dolcan -0.009962532
Equation cpiUSA -0.135171254
[[44]]$Bup
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.01764468 0.01267829 0.1202763 -0.002199864 -0.2165529
Equation cpiUSA -0.14129491 0.14217690 -0.8277689 0.422812224 1.1682873
cpiUSA t -2
Equation dolcan -0.01009317
Equation cpiUSA 0.29758780
[[45]]
[[45]]$Bdown
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01791467 0.1391735 -0.01328401 0.002174167 0.001436122
Equation cpiUSA -0.56534507 0.6575878 0.31447878 -0.623941905 -0.088049070
[[45]]$Bup
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.006491931 0.160034945 0.007915646 -0.06608634 -0.01065185
Equation cpiUSA 0.154651435 -0.008908433 0.671157310 -0.91581701 0.13182613
[[46]]
[[46]]$Bdown
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01682907 0.2487917 -0.009049603 -0.1622036 -0.000472127
Equation cpiUSA -0.63057527 0.7048539 0.113211738 0.7159188 -0.144705191
[[46]]$Bmiddle
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01504519 0.03394955 -0.02606875 0.2262093 0.01536797
Equation cpiUSA -0.70956313 -0.33245260 0.43942156 -1.4005139 -0.03286632
[[46]]$Bup
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.005762436 0.1725675 0.01049994 -0.08084231 -0.01247178
Equation cpiUSA 0.152098278 -0.1468867 0.63963012 -1.13241543 0.16457327
[[47]]
[[47]]$Bdown
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.001594506 5.687498e-06 0.1856852 -0.001987102 0.02346587
Equation cpiUSA 0.160563744 7.799357e-04 0.5882712 0.415492814 -1.40904656
cpiUSA t -2
Equation dolcan 0.0005909138
Equation cpiUSA -0.0821251317
[[47]]$Bup
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.006034676 7.266438e-06 0.1190289 0.006094024 -0.2116016
Equation cpiUSA 0.103260490 9.694584e-04 -1.0407069 0.416981490 0.9982535
cpiUSA t -2
Equation dolcan -0.009724057
Equation cpiUSA 0.303290461
[[48]]
[[48]]$Bdown
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002995578 6.111664e-06 0.1616106 -0.007636568 0.04661039
Equation cpiUSA 0.174864230 8.203576e-04 0.5406502 0.355232986 -1.33264807
cpiUSA t -2
Equation dolcan 0.004104931
Equation cpiUSA -0.046277248
[[48]]$Bmiddle
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.05993876 6.599656e-05 0.1751623 0.04194837 0.2039924
Equation cpiUSA 4.22801254 -4.711408e-03 -1.3830880 0.73781541 -2.4316002
cpiUSA t -2
Equation dolcan -0.03413151
Equation cpiUSA -0.38097151
[[48]]$Bup
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.006794794 6.522883e-05 0.1066869 -0.002756671 -0.2406763
Equation cpiUSA 0.135966975 1.373138e-03 -1.2593996 0.367381138 0.6007203
cpiUSA t -2
Equation dolcan -0.01007585
Equation cpiUSA 0.24673984
Code
sapply(mods, tsDyn:::coefMat.nlVar)
Output
[[1]]
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.01044232 -2.172806e-05 0.9871079 0.000145502
Equation cpiUSA 0.37899558 -7.098272e-04 -0.1395487 1.002279482
[[2]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.01278017 0.9870607 6.443813e-05
Equation cpiUSA 0.45537005 -0.1410917 9.996312e-01
[[3]]
dolcan -1 cpiUSA -1
Equation dolcan 1.0004113 1.200969e-05
Equation cpiUSA 0.3346056 9.977632e-01
[[4]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0000766771 0.99195961 0.0003319243
Equation cpiUSA -0.0027041580 0.03653954 1.0090455285
[[5]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.01360877 -2.594234e-05 1.1503909 -0.003742394 -0.1660825
Equation cpiUSA 0.28320638 3.472133e-04 0.5331984 1.457512609 -0.6049136
cpiUSA -2
Equation dolcan 0.003911853
Equation cpiUSA -0.459101557
[[6]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01636855 1.1506724 -0.003709029 -0.1664027 0.003781728
Equation cpiUSA 0.24626928 0.5294298 1.457066046 -0.6006284 -0.457359952
[[7]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1609666 -0.00194731 -0.1602002 0.001956871
Equation cpiUSA 0.6843077 1.48357158 -0.5073094 -0.484815406
[[8]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -9.611456e-05 1.1534930 -0.003171405 -0.1628884 0.003578896
Equation cpiUSA -1.113111e-03 0.5977555 1.469395219 -0.5384425 -0.466030590
[[9]]
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01506974 0.01098652 -4.515916e-05 0.1655667 -0.003976831
Equation cpiUSA -0.05033679 0.19306592 -3.133701e-04 0.5871833 0.456867918
[[10]]
ECT Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.001106223 0.002123837 0.1595354 -0.00300748
Equation cpiUSA 0.046559351 0.131565673 0.5453308 0.46359448
[[11]]
ECT dolcan -1 cpiUSA -1
Equation dolcan -0.0006768995 0.1681196 0.00242903
Equation cpiUSA 0.0731547016 1.0770919 0.80037086
[[12]]
ECT Trend dolcan -1 cpiUSA -1
Equation dolcan 0.001372394 7.603074e-06 0.1610732 -0.001227277
Equation cpiUSA 0.238600556 6.138198e-04 0.5082187 0.505185783
[[13]]
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01524527 0.01156071 -4.607701e-05 0.1678529 -0.002542136
Equation cpiUSA -0.03983784 0.18485483 -2.787031e-04 0.6918440 0.453852695
dolcan -2 cpiUSA -2
Equation dolcan -0.02196011 -0.00308873
Equation cpiUSA -0.63011337 0.01100919
[[14]]
ECT Intercept dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan -0.001031649 0.002457958 0.1635127 -0.001892005 -0.03033589
Equation cpiUSA 0.046135183 0.129795583 0.6655917 0.457785100 -0.68077540
cpiUSA -2
Equation dolcan -0.002298449
Equation cpiUSA 0.015789314
[[15]]
ECT dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0007525866 0.172287 0.00152943 -0.02518247 0.001222138
Equation cpiUSA 0.0608714297 1.128933 0.63845831 -0.40864241 0.201698403
[[16]]
ECT Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.001657334 8.424941e-06 0.1655519 -0.0006685009 -0.03020354
Equation cpiUSA 0.230433428 5.927787e-04 0.6550524 0.4838119692 -0.76192515
cpiUSA -2
Equation dolcan -0.001017307
Equation cpiUSA 0.044131076
[[17]]
Intercept Trend dolcan -1 cpiUSA -1 Intercept
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619 -0.01354042
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833 2.20206986
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0001653546 0.9914561 0.0007168335
Equation cpiUSA 0.0073398658 -0.7468369 0.9702240258
[[18]]
Intercept Trend dolcan -1 cpiUSA -1 Intercept
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619 -0.021278
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833 2.041256
Trend dolcan -1 cpiUSA -1 Intercept Trend
Equation dolcan -0.0002016937 0.9952333 0.0008405793 0.3579121 0.001426282
Equation cpiUSA 0.0064145304 -0.6685873 0.9732236367 -1.2735570 -0.003504812
dolcan -1 cpiUSA -1
Equation dolcan 0.8674328 -0.005605241
Equation cpiUSA 0.1599709 1.021491583
[[19]]
Intercept dolcan -1 cpiUSA -1 Intercept dolcan -1
Equation dolcan 0.007691528 0.9939684 1.357332e-05 0.03045117 0.9689214
Equation cpiUSA -1.012509544 1.3415788 9.969201e-01 0.46501765 -0.2412925
cpiUSA -1
Equation dolcan 0.000145664
Equation cpiUSA 1.000711673
[[20]]
Intercept dolcan -1 cpiUSA -1 Intercept dolcan -1
Equation dolcan -0.02978663 1.0310970 8.444228e-06 0.06718762 0.943391
Equation cpiUSA -0.27074633 0.5937531 9.970502e-01 1.91845343 -1.055018
cpiUSA -1 Intercept dolcan -1 cpiUSA -1
Equation dolcan 1.089975e-05 0.03045117 0.9689214 0.000145664
Equation cpiUSA 9.957302e-01 0.46501765 -0.2412925 1.000711673
[[21]]
dolcan -1 cpiUSA -1 dolcan -1 cpiUSA -1
Equation dolcan 1.0018378 -5.982604e-06 0.9949031 9.159023e-05
Equation cpiUSA 0.3056463 9.994945e-01 0.1554722 9.998859e-01
[[22]]
dolcan -1 cpiUSA -1 dolcan -1 cpiUSA -1 dolcan -1
Equation dolcan 0.9994742 8.089218e-05 0.9998115 1.872682e-05 0.9949031
Equation cpiUSA 0.3063167 9.977088e-01 0.5559962 9.959537e-01 0.1554722
cpiUSA -1
Equation dolcan 9.159023e-05
Equation cpiUSA 9.998859e-01
[[23]]
Trend dolcan -1 cpiUSA -1 Trend dolcan -1
Equation dolcan 2.085515e-05 1.0038460 -0.000084888 -0.0002075003 0.970279328
Equation cpiUSA 3.944688e-03 0.6854827 0.984569738 -0.0013705132 -0.007164849
cpiUSA -1
Equation dolcan 0.000997695
Equation cpiUSA 1.005870624
[[24]]
Trend dolcan -1 cpiUSA -1 Trend dolcan -1
Equation dolcan 0.0002877063 1.0280167 -0.001015842 -0.0001727056 0.9846775
Equation cpiUSA 0.0010306707 0.4085665 0.993779851 0.0016630729 0.7017294
cpiUSA -1 Trend dolcan -1 cpiUSA -1
Equation dolcan 0.0006501501 -0.0002075003 0.970279328 0.000997695
Equation cpiUSA 0.9898733656 -0.0013705132 -0.007164849 1.005870624
[[25]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2 Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.008053514 0.0006464748 -0.0001118549 1.141001 -0.003541846
Equation cpiUSA -0.210683537 1.6398792639 0.0059730476 0.572203 1.334289684
dolcan -2 cpiUSA -2
Equation dolcan -0.1549285 0.00404909
Equation cpiUSA -1.1084546 -0.35828351
[[26]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2 Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.008053514 -0.01537662 -0.000157434 1.1806500 0.0009972436
Equation cpiUSA -0.210683537 1.50018865 0.005426318 0.5086428 1.3201624875
dolcan -2 cpiUSA -2 Intercept Trend dolcan -1
Equation dolcan -0.1865112 -0.0003233887 0.3044483 0.001169578 0.9527351
Equation cpiUSA -0.9522052 -0.3424836706 1.2815143 0.009182135 2.0104789
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.02974125 -0.07704594 0.02531077
Equation cpiUSA 1.30743327 -2.39121154 -0.33933921
[[27]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.04017077 1.1335259 -0.01023868 -0.1713070 0.01039812
Equation cpiUSA 0.28300510 0.4492155 1.31096745 -0.5821929 -0.31059283
[[28]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.02333395 1.2135735 -0.004115204 -0.2373632 0.004240793
Equation cpiUSA -0.05032674 0.5533174 1.269024506 -0.3582838 -0.269630556
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.05798003 0.9631114 -0.02791145 -0.02695616 0.02829938
Equation cpiUSA -0.65346050 2.0919411 1.32179865 -1.99796630 -0.31587620
[[29]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 dolcan -1
Equation dolcan 1.1452641 -0.0005511544 -0.1435657 0.0005498422 1.1609381
Equation cpiUSA 0.6624965 1.4943161966 -0.5053663 -0.4946045183 0.5957397
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.007105683 -0.1655764 0.007202736
Equation cpiUSA 1.314457492 -0.4870101 -0.314595092
[[30]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 dolcan -1
Equation dolcan 1.19639319 0.003697079 -0.1986477 -0.003599167 1.1265025
Equation cpiUSA -0.03686374 1.224304032 0.2957565 -0.226656499 0.9516258
cpiUSA -1 dolcan -2 cpiUSA -2 dolcan -1 cpiUSA -1
Equation dolcan 0.003469589 -0.1289219 -0.003432864 1.1589176 -0.008044606
Equation cpiUSA 1.378481433 -0.6090764 -0.380906894 0.6281012 1.326424793
dolcan -2 cpiUSA -2
Equation dolcan -0.1627678 0.008132882
Equation cpiUSA -0.5220339 -0.326551571
[[31]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -1.622245e-05 1.1450492 -0.0004092175 -0.1449554 0.0004693694
Equation cpiUSA 3.096566e-03 0.7035062 1.4672230481 -0.2400976 -0.4792437363
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0002216198 1.1270540 -0.009180805 -0.1574311 0.01024224
Equation cpiUSA -0.0005662404 0.5091657 1.309155537 -0.4661987 -0.30682914
[[32]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -6.292985e-05 1.155769 0.001521385 -0.1604489 -0.001290011
Equation cpiUSA 3.007284e-03 1.053381 1.507577719 -0.6132165 -0.519312189
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0001870489 1.1844185 -0.005661468 -0.21109514 0.00657114
Equation cpiUSA 0.0011972003 0.3427475 1.157796683 -0.04378136 -0.16328716
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0001633523 0.9858677 -0.02757334 -0.0233897 0.02860914
Equation cpiUSA 0.0035714290 2.1499439 1.31655866 -2.1653563 -0.32545538
[[33]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.001023032 0.003613178 -3.313512e-05 0.1312604 0.002326573
Equation cpiUSA 0.015485020 0.101293958 -3.625345e-05 0.2371179 0.620902189
[[34]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.002269518 0.01440822 -0.0001021736 0.08504187 0.003521756
Equation cpiUSA -0.337573130 0.36598485 -0.0011856393 1.18867823 0.481646459
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.02900588 0.01680242 3.615931e-06 0.1850201 -0.007791395
Equation cpiUSA 0.33504178 -0.12199902 1.994943e-03 -1.5209576 0.614156675
[[35]]
ECT Const dolcan t -1 cpiUSA t -1 ECT
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718 0.006057814
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232 0.058696937
Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.001555704 0.1644276 0.002927573
Equation cpiUSA 0.085773731 0.2256604 0.619010979
[[36]]
ECT Const dolcan t -1 cpiUSA t -1 ECT
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718 0.04152116
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232 -0.35664491
Const dolcan t -1 cpiUSA t -1 ECT Const
Equation dolcan -0.006533316 0.2580703 0.01122303 -0.0007475249 0.0007799121
Equation cpiUSA 0.184529474 0.4800999 0.27966286 -0.0967219539 0.1360188778
dolcan t -1 cpiUSA t -1
Equation dolcan 0.1052364 0.002985671
Equation cpiUSA -0.7272839 0.680080621
[[37]]
ECT dolcan t -1 cpiUSA t -1 ECT dolcan t -1
Equation dolcan -0.02202667 0.117653 -0.01446972 0.00279744 0.1680402
Equation cpiUSA -0.55070230 1.016250 0.32487254 0.18971894 -0.2859286
cpiUSA t -1
Equation dolcan 0.001035012
Equation cpiUSA 0.750443210
[[38]]
ECT dolcan t -1 cpiUSA t -1 ECT dolcan t -1
Equation dolcan -0.02522709 0.1674051 -0.01801245 -0.01545396 0.07333102
Equation cpiUSA -0.45272804 2.2623818 0.24296512 -0.92219950 -0.54141665
cpiUSA t -1 ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.009306737 0.003049438 0.1689193 0.0007218864
Equation cpiUSA 0.301735719 0.194655833 -0.2687060 0.7443087565
[[39]]
ECT Trend dolcan t -1 cpiUSA t -1 ECT
Equation dolcan -0.0599990 -4.729002e-05 0.2434441 -0.0116853 0.002438058
Equation cpiUSA -0.5717297 4.019271e-06 1.4443120 0.1073026 0.188165815
Trend dolcan t -1 cpiUSA t -1
Equation dolcan 9.075573e-08 0.1271129 0.0007793217
Equation cpiUSA 5.901968e-04 -0.1180760 0.5950325178
[[40]]
ECT Trend dolcan t -1 cpiUSA t -1 ECT
Equation dolcan -0.06592635 -4.893727e-05 0.1448262 -0.0165236 0.002513236
Equation cpiUSA -0.74852793 -3.444909e-04 2.2377120 0.2191881 0.080259228
Trend dolcan t -1 cpiUSA t -1 ECT Trend
Equation dolcan -3.076313e-07 0.1907503 0.002161459 0.004302129 -0.0000163670
Equation cpiUSA 7.917784e-04 -0.4850491 0.383556172 0.129046087 0.0007655733
dolcan t -1 cpiUSA t -1
Equation dolcan 0.08396771 0.001005123
Equation cpiUSA -0.67724374 0.707856779
[[41]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01518849 0.01105132 -4.790127e-05 0.1838534 -0.004546173
Equation cpiUSA -0.25113994 0.33469736 -8.430391e-04 0.5327942 0.337989478
dolcan t -2 cpiUSA t -2 ECT Const Trend
Equation dolcan 0.02939966 -0.002047247 -0.01284187 0.00991402 -3.535269e-05
Equation cpiUSA -1.22933741 -0.162023742 0.18220945 -0.04146424 1.147708e-03
dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.125544 0.005828206 -0.1979610 -0.01062449
Equation cpiUSA -1.067956 0.418093241 0.9412034 0.30705642
[[42]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01739221 0.01123809 -4.874173e-05 0.1570717 -0.01032538
Equation cpiUSA -0.18905435 0.28407694 -5.662286e-04 0.4259146 0.28726509
dolcan t -2 cpiUSA t -2 ECT Const Trend
Equation dolcan 0.05235467 0.001209455 -0.3473239 0.07524714 -5.319414e-05
Equation cpiUSA -1.18744412 -0.119469224 -6.1188098 2.70914734 -9.002670e-03
dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 ECT
Equation dolcan 0.1602594 0.03364773 0.1326966 -0.03037366 -0.0119483
Equation cpiUSA -1.9196425 0.43896490 -4.9984845 -0.24567650 0.3550181
Const Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.009739977 2.161084e-05 0.1143009 -0.002826679 -0.2251498
Equation cpiUSA -0.113831430 1.882903e-03 -1.3483856 0.368199325 0.4192614
cpiUSA t -2
Equation dolcan -0.0106057
Equation cpiUSA 0.2529322
[[43]]
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002677087 0.001901141 0.1821789 -0.003349176 0.02289789
Equation cpiUSA -0.030945320 0.173658592 0.5033226 0.359056047 -1.34376545
cpiUSA t -2 ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.0007533507 -0.001946964 0.00412689 0.1173725 0.005439081
Equation cpiUSA -0.1392518022 -0.171488350 0.14641214 -0.8026721 0.430726006
dolcan t -2 cpiUSA t -2
Equation dolcan -0.2105055 -0.01099955
Equation cpiUSA 1.3484553 0.31923260
[[44]]
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.0461568 -0.01011165 0.1582452 -0.01119553 0.01842045
Equation cpiUSA 0.9601284 0.51899776 -0.3722760 0.20683381 -1.60201032
cpiUSA t -2 ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan 0.003495803 0.0204315 -0.003717539 0.1867325 0.01718006
Equation cpiUSA -0.161519009 -0.1547078 0.142118177 1.4258148 0.58946004
dolcan t -2 cpiUSA t -2 ECT Const dolcan t -1
Equation dolcan 0.01977927 -0.009962532 -0.01764468 0.01267829 0.1202763
Equation cpiUSA -1.18049183 -0.135171254 -0.14129491 0.14217690 -0.8277689
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.002199864 -0.2165529 -0.01009317
Equation cpiUSA 0.422812224 1.1682873 0.29758780
[[45]]
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01791467 0.1391735 -0.01328401 0.002174167 0.001436122
Equation cpiUSA -0.56534507 0.6575878 0.31447878 -0.623941905 -0.088049070
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.006491931 0.160034945 0.007915646 -0.06608634 -0.01065185
Equation cpiUSA 0.154651435 -0.008908433 0.671157310 -0.91581701 0.13182613
[[46]]
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01682907 0.2487917 -0.009049603 -0.1622036 -0.000472127
Equation cpiUSA -0.63057527 0.7048539 0.113211738 0.7159188 -0.144705191
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01504519 0.03394955 -0.02606875 0.2262093 0.01536797
Equation cpiUSA -0.70956313 -0.33245260 0.43942156 -1.4005139 -0.03286632
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.005762436 0.1725675 0.01049994 -0.08084231 -0.01247178
Equation cpiUSA 0.152098278 -0.1468867 0.63963012 -1.13241543 0.16457327
[[47]]
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.001594506 5.687498e-06 0.1856852 -0.001987102 0.02346587
Equation cpiUSA 0.160563744 7.799357e-04 0.5882712 0.415492814 -1.40904656
cpiUSA t -2 ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.0005909138 0.006034676 7.266438e-06 0.1190289 0.006094024
Equation cpiUSA -0.0821251317 0.103260490 9.694584e-04 -1.0407069 0.416981490
dolcan t -2 cpiUSA t -2
Equation dolcan -0.2116016 -0.009724057
Equation cpiUSA 0.9982535 0.303290461
[[48]]
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002995578 6.111664e-06 0.1616106 -0.007636568 0.04661039
Equation cpiUSA 0.174864230 8.203576e-04 0.5406502 0.355232986 -1.33264807
cpiUSA t -2 ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.004104931 -0.05993876 6.599656e-05 0.1751623 0.04194837
Equation cpiUSA -0.046277248 4.22801254 -4.711408e-03 -1.3830880 0.73781541
dolcan t -2 cpiUSA t -2 ECT Trend dolcan t -1
Equation dolcan 0.2039924 -0.03413151 0.006794794 6.522883e-05 0.1066869
Equation cpiUSA -2.4316002 -0.38097151 0.135966975 1.373138e-03 -1.2593996
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.002756671 -0.2406763 -0.01007585
Equation cpiUSA 0.367381138 0.6007203 0.24673984
Code
sapply(mods, tsDyn:::coefVec.nlVar)
Output
[[1]]
[,1]
Intercept Equation dolcan 1.044232e-02
Trend Equation dolcan -2.172806e-05
dolcan -1 Equation dolcan 9.871079e-01
cpiUSA -1 Equation dolcan 1.455020e-04
Intercept Equation cpiUSA 3.789956e-01
Trend Equation cpiUSA -7.098272e-04
dolcan -1 Equation cpiUSA -1.395487e-01
cpiUSA -1 Equation cpiUSA 1.002279e+00
[[2]]
[,1]
Intercept Equation dolcan 1.278017e-02
dolcan -1 Equation dolcan 9.870607e-01
cpiUSA -1 Equation dolcan 6.443813e-05
Intercept Equation cpiUSA 4.553701e-01
dolcan -1 Equation cpiUSA -1.410917e-01
cpiUSA -1 Equation cpiUSA 9.996312e-01
[[3]]
[,1]
dolcan -1 Equation dolcan 1.000411e+00
cpiUSA -1 Equation dolcan 1.200969e-05
dolcan -1 Equation cpiUSA 3.346056e-01
cpiUSA -1 Equation cpiUSA 9.977632e-01
[[4]]
[,1]
Trend Equation dolcan -0.0000766771
dolcan -1 Equation dolcan 0.9919596075
cpiUSA -1 Equation dolcan 0.0003319243
Trend Equation cpiUSA -0.0027041580
dolcan -1 Equation cpiUSA 0.0365395423
cpiUSA -1 Equation cpiUSA 1.0090455285
[[5]]
[,1]
Intercept Equation dolcan 1.360877e-02
Trend Equation dolcan -2.594234e-05
dolcan -1 Equation dolcan 1.150391e+00
cpiUSA -1 Equation dolcan -3.742394e-03
dolcan -2 Equation dolcan -1.660825e-01
cpiUSA -2 Equation dolcan 3.911853e-03
Intercept Equation cpiUSA 2.832064e-01
Trend Equation cpiUSA 3.472133e-04
dolcan -1 Equation cpiUSA 5.331984e-01
cpiUSA -1 Equation cpiUSA 1.457513e+00
dolcan -2 Equation cpiUSA -6.049136e-01
cpiUSA -2 Equation cpiUSA -4.591016e-01
[[6]]
[,1]
Intercept Equation dolcan 0.016368553
dolcan -1 Equation dolcan 1.150672447
cpiUSA -1 Equation dolcan -0.003709029
dolcan -2 Equation dolcan -0.166402698
cpiUSA -2 Equation dolcan 0.003781728
Intercept Equation cpiUSA 0.246269281
dolcan -1 Equation cpiUSA 0.529429760
cpiUSA -1 Equation cpiUSA 1.457066046
dolcan -2 Equation cpiUSA -0.600628381
cpiUSA -2 Equation cpiUSA -0.457359952
[[7]]
[,1]
dolcan -1 Equation dolcan 1.160966574
cpiUSA -1 Equation dolcan -0.001947310
dolcan -2 Equation dolcan -0.160200153
cpiUSA -2 Equation dolcan 0.001956871
dolcan -1 Equation cpiUSA 0.684307680
cpiUSA -1 Equation cpiUSA 1.483571582
dolcan -2 Equation cpiUSA -0.507309431
cpiUSA -2 Equation cpiUSA -0.484815406
[[8]]
[,1]
Trend Equation dolcan -9.611456e-05
dolcan -1 Equation dolcan 1.153493e+00
cpiUSA -1 Equation dolcan -3.171405e-03
dolcan -2 Equation dolcan -1.628884e-01
cpiUSA -2 Equation dolcan 3.578896e-03
Trend Equation cpiUSA -1.113111e-03
dolcan -1 Equation cpiUSA 5.977555e-01
cpiUSA -1 Equation cpiUSA 1.469395e+00
dolcan -2 Equation cpiUSA -5.384425e-01
cpiUSA -2 Equation cpiUSA -4.660306e-01
[[9]]
[,1]
ECT Equation dolcan -1.506974e-02
Intercept Equation dolcan 1.098652e-02
Trend Equation dolcan -4.515916e-05
dolcan -1 Equation dolcan 1.655667e-01
cpiUSA -1 Equation dolcan -3.976831e-03
ECT Equation cpiUSA -5.033679e-02
Intercept Equation cpiUSA 1.930659e-01
Trend Equation cpiUSA -3.133701e-04
dolcan -1 Equation cpiUSA 5.871833e-01
cpiUSA -1 Equation cpiUSA 4.568679e-01
[[10]]
[,1]
ECT Equation dolcan -0.001106223
Intercept Equation dolcan 0.002123837
dolcan -1 Equation dolcan 0.159535446
cpiUSA -1 Equation dolcan -0.003007480
ECT Equation cpiUSA 0.046559351
Intercept Equation cpiUSA 0.131565673
dolcan -1 Equation cpiUSA 0.545330785
cpiUSA -1 Equation cpiUSA 0.463594476
[[11]]
[,1]
ECT Equation dolcan -0.0006768995
dolcan -1 Equation dolcan 0.1681195532
cpiUSA -1 Equation dolcan 0.0024290305
ECT Equation cpiUSA 0.0731547016
dolcan -1 Equation cpiUSA 1.0770918513
cpiUSA -1 Equation cpiUSA 0.8003708588
[[12]]
[,1]
ECT Equation dolcan 1.372394e-03
Trend Equation dolcan 7.603074e-06
dolcan -1 Equation dolcan 1.610732e-01
cpiUSA -1 Equation dolcan -1.227277e-03
ECT Equation cpiUSA 2.386006e-01
Trend Equation cpiUSA 6.138198e-04
dolcan -1 Equation cpiUSA 5.082187e-01
cpiUSA -1 Equation cpiUSA 5.051858e-01
[[13]]
[,1]
ECT Equation dolcan -1.524527e-02
Intercept Equation dolcan 1.156071e-02
Trend Equation dolcan -4.607701e-05
dolcan -1 Equation dolcan 1.678529e-01
cpiUSA -1 Equation dolcan -2.542136e-03
dolcan -2 Equation dolcan -2.196011e-02
cpiUSA -2 Equation dolcan -3.088730e-03
ECT Equation cpiUSA -3.983784e-02
Intercept Equation cpiUSA 1.848548e-01
Trend Equation cpiUSA -2.787031e-04
dolcan -1 Equation cpiUSA 6.918440e-01
cpiUSA -1 Equation cpiUSA 4.538527e-01
dolcan -2 Equation cpiUSA -6.301134e-01
cpiUSA -2 Equation cpiUSA 1.100919e-02
[[14]]
[,1]
ECT Equation dolcan -0.001031649
Intercept Equation dolcan 0.002457958
dolcan -1 Equation dolcan 0.163512671
cpiUSA -1 Equation dolcan -0.001892005
dolcan -2 Equation dolcan -0.030335891
cpiUSA -2 Equation dolcan -0.002298449
ECT Equation cpiUSA 0.046135183
Intercept Equation cpiUSA 0.129795583
dolcan -1 Equation cpiUSA 0.665591703
cpiUSA -1 Equation cpiUSA 0.457785100
dolcan -2 Equation cpiUSA -0.680775403
cpiUSA -2 Equation cpiUSA 0.015789314
[[15]]
[,1]
ECT Equation dolcan -0.0007525866
dolcan -1 Equation dolcan 0.1722870283
cpiUSA -1 Equation dolcan 0.0015294295
dolcan -2 Equation dolcan -0.0251824688
cpiUSA -2 Equation dolcan 0.0012221382
ECT Equation cpiUSA 0.0608714297
dolcan -1 Equation cpiUSA 1.1289328140
cpiUSA -1 Equation cpiUSA 0.6384583142
dolcan -2 Equation cpiUSA -0.4086424096
cpiUSA -2 Equation cpiUSA 0.2016984025
[[16]]
[,1]
ECT Equation dolcan 1.657334e-03
Trend Equation dolcan 8.424941e-06
dolcan -1 Equation dolcan 1.655519e-01
cpiUSA -1 Equation dolcan -6.685009e-04
dolcan -2 Equation dolcan -3.020354e-02
cpiUSA -2 Equation dolcan -1.017307e-03
ECT Equation cpiUSA 2.304334e-01
Trend Equation cpiUSA 5.927787e-04
dolcan -1 Equation cpiUSA 6.550524e-01
cpiUSA -1 Equation cpiUSA 4.838120e-01
dolcan -2 Equation cpiUSA -7.619252e-01
cpiUSA -2 Equation cpiUSA 4.413108e-02
[[17]]
[,1]
Intercept Equation dolcan 0.0821016594
Trend Equation dolcan 0.0007054584
dolcan -1 Equation dolcan 0.9822978662
cpiUSA -1 Equation dolcan -0.0024086192
Intercept Equation dolcan -0.0135404152
Trend Equation dolcan -0.0001653546
dolcan -1 Equation dolcan 0.9914561139
cpiUSA -1 Equation dolcan 0.0007168335
Intercept Equation cpiUSA -0.5558800278
Trend Equation cpiUSA -0.0017977750
dolcan -1 Equation cpiUSA 0.7181117320
cpiUSA -1 Equation cpiUSA 1.0032098335
Intercept Equation cpiUSA 2.2020698586
Trend Equation cpiUSA 0.0073398658
dolcan -1 Equation cpiUSA -0.7468369449
cpiUSA -1 Equation cpiUSA 0.9702240258
[[18]]
[,1]
Intercept Equation dolcan 0.0821016594
Trend Equation dolcan 0.0007054584
dolcan -1 Equation dolcan 0.9822978662
cpiUSA -1 Equation dolcan -0.0024086192
Intercept Equation dolcan -0.0212780040
Trend Equation dolcan -0.0002016937
dolcan -1 Equation dolcan 0.9952333026
cpiUSA -1 Equation dolcan 0.0008405793
Intercept Equation dolcan 0.3579121229
Trend Equation dolcan 0.0014262824
dolcan -1 Equation dolcan 0.8674328244
cpiUSA -1 Equation dolcan -0.0056052408
Intercept Equation cpiUSA -0.5558800278
Trend Equation cpiUSA -0.0017977750
dolcan -1 Equation cpiUSA 0.7181117320
cpiUSA -1 Equation cpiUSA 1.0032098335
Intercept Equation cpiUSA 2.0412562528
Trend Equation cpiUSA 0.0064145304
dolcan -1 Equation cpiUSA -0.6685873182
cpiUSA -1 Equation cpiUSA 0.9732236367
Intercept Equation cpiUSA -1.2735570315
Trend Equation cpiUSA -0.0035048123
dolcan -1 Equation cpiUSA 0.1599708690
cpiUSA -1 Equation cpiUSA 1.0214915833
[[19]]
[,1]
Intercept Equation dolcan 7.691528e-03
dolcan -1 Equation dolcan 9.939684e-01
cpiUSA -1 Equation dolcan 1.357332e-05
Intercept Equation dolcan 3.045117e-02
dolcan -1 Equation dolcan 9.689214e-01
cpiUSA -1 Equation dolcan 1.456640e-04
Intercept Equation cpiUSA -1.012510e+00
dolcan -1 Equation cpiUSA 1.341579e+00
cpiUSA -1 Equation cpiUSA 9.969201e-01
Intercept Equation cpiUSA 4.650176e-01
dolcan -1 Equation cpiUSA -2.412925e-01
cpiUSA -1 Equation cpiUSA 1.000712e+00
[[20]]
[,1]
Intercept Equation dolcan -2.978663e-02
dolcan -1 Equation dolcan 1.031097e+00
cpiUSA -1 Equation dolcan 8.444228e-06
Intercept Equation dolcan 6.718762e-02
dolcan -1 Equation dolcan 9.433910e-01
cpiUSA -1 Equation dolcan 1.089975e-05
Intercept Equation dolcan 3.045117e-02
dolcan -1 Equation dolcan 9.689214e-01
cpiUSA -1 Equation dolcan 1.456640e-04
Intercept Equation cpiUSA -2.707463e-01
dolcan -1 Equation cpiUSA 5.937531e-01
cpiUSA -1 Equation cpiUSA 9.970502e-01
Intercept Equation cpiUSA 1.918453e+00
dolcan -1 Equation cpiUSA -1.055018e+00
cpiUSA -1 Equation cpiUSA 9.957302e-01
Intercept Equation cpiUSA 4.650176e-01
dolcan -1 Equation cpiUSA -2.412925e-01
cpiUSA -1 Equation cpiUSA 1.000712e+00
[[21]]
[,1]
dolcan -1 Equation dolcan 1.001838e+00
cpiUSA -1 Equation dolcan -5.982604e-06
dolcan -1 Equation dolcan 9.949031e-01
cpiUSA -1 Equation dolcan 9.159023e-05
dolcan -1 Equation cpiUSA 3.056463e-01
cpiUSA -1 Equation cpiUSA 9.994945e-01
dolcan -1 Equation cpiUSA 1.554722e-01
cpiUSA -1 Equation cpiUSA 9.998859e-01
[[22]]
[,1]
dolcan -1 Equation dolcan 9.994742e-01
cpiUSA -1 Equation dolcan 8.089218e-05
dolcan -1 Equation dolcan 9.998115e-01
cpiUSA -1 Equation dolcan 1.872682e-05
dolcan -1 Equation dolcan 9.949031e-01
cpiUSA -1 Equation dolcan 9.159023e-05
dolcan -1 Equation cpiUSA 3.063167e-01
cpiUSA -1 Equation cpiUSA 9.977088e-01
dolcan -1 Equation cpiUSA 5.559962e-01
cpiUSA -1 Equation cpiUSA 9.959537e-01
dolcan -1 Equation cpiUSA 1.554722e-01
cpiUSA -1 Equation cpiUSA 9.998859e-01
[[23]]
[,1]
Trend Equation dolcan 2.085515e-05
dolcan -1 Equation dolcan 1.003846e+00
cpiUSA -1 Equation dolcan -8.488800e-05
Trend Equation dolcan -2.075003e-04
dolcan -1 Equation dolcan 9.702793e-01
cpiUSA -1 Equation dolcan 9.976950e-04
Trend Equation cpiUSA 3.944688e-03
dolcan -1 Equation cpiUSA 6.854827e-01
cpiUSA -1 Equation cpiUSA 9.845697e-01
Trend Equation cpiUSA -1.370513e-03
dolcan -1 Equation cpiUSA -7.164849e-03
cpiUSA -1 Equation cpiUSA 1.005871e+00
[[24]]
[,1]
Trend Equation dolcan 0.0002877063
dolcan -1 Equation dolcan 1.0280166792
cpiUSA -1 Equation dolcan -0.0010158416
Trend Equation dolcan -0.0001727056
dolcan -1 Equation dolcan 0.9846775202
cpiUSA -1 Equation dolcan 0.0006501501
Trend Equation dolcan -0.0002075003
dolcan -1 Equation dolcan 0.9702793281
cpiUSA -1 Equation dolcan 0.0009976950
Trend Equation cpiUSA 0.0010306707
dolcan -1 Equation cpiUSA 0.4085665265
cpiUSA -1 Equation cpiUSA 0.9937798507
Trend Equation cpiUSA 0.0016630729
dolcan -1 Equation cpiUSA 0.7017293518
cpiUSA -1 Equation cpiUSA 0.9898733656
Trend Equation cpiUSA -0.0013705132
dolcan -1 Equation cpiUSA -0.0071648488
cpiUSA -1 Equation cpiUSA 1.0058706240
[[25]]
[,1]
Intercept Equation dolcan 0.0923128826
Trend Equation dolcan 0.0006969576
dolcan -1 Equation dolcan 1.1164077100
cpiUSA -1 Equation dolcan 0.0057161444
dolcan -2 Equation dolcan -0.1476973419
cpiUSA -2 Equation dolcan -0.0080535138
Intercept Equation dolcan 0.0006464748
Trend Equation dolcan -0.0001118549
dolcan -1 Equation dolcan 1.1410011259
cpiUSA -1 Equation dolcan -0.0035418464
dolcan -2 Equation dolcan -0.1549284601
cpiUSA -2 Equation dolcan 0.0040490903
Intercept Equation cpiUSA -0.3846155562
Trend Equation cpiUSA -0.0006441612
dolcan -1 Equation cpiUSA -0.0578913909
cpiUSA -1 Equation cpiUSA 1.2098083954
dolcan -2 Equation cpiUSA 0.6664581104
cpiUSA -2 Equation cpiUSA -0.2106835368
Intercept Equation cpiUSA 1.6398792639
Trend Equation cpiUSA 0.0059730476
dolcan -1 Equation cpiUSA 0.5722029695
cpiUSA -1 Equation cpiUSA 1.3342896838
dolcan -2 Equation cpiUSA -1.1084545888
cpiUSA -2 Equation cpiUSA -0.3582835140
[[26]]
[,1]
Intercept Equation dolcan 0.0923128826
Trend Equation dolcan 0.0006969576
dolcan -1 Equation dolcan 1.1164077100
cpiUSA -1 Equation dolcan 0.0057161444
dolcan -2 Equation dolcan -0.1476973419
cpiUSA -2 Equation dolcan -0.0080535138
Intercept Equation dolcan -0.0153766233
Trend Equation dolcan -0.0001574340
dolcan -1 Equation dolcan 1.1806499899
cpiUSA -1 Equation dolcan 0.0009972436
dolcan -2 Equation dolcan -0.1865111657
cpiUSA -2 Equation dolcan -0.0003233887
Intercept Equation dolcan 0.3044482547
Trend Equation dolcan 0.0011695783
dolcan -1 Equation dolcan 0.9527351077
cpiUSA -1 Equation dolcan -0.0297412520
dolcan -2 Equation dolcan -0.0770459401
cpiUSA -2 Equation dolcan 0.0253107720
Intercept Equation cpiUSA -0.3846155562
Trend Equation cpiUSA -0.0006441612
dolcan -1 Equation cpiUSA -0.0578913909
cpiUSA -1 Equation cpiUSA 1.2098083954
dolcan -2 Equation cpiUSA 0.6664581104
cpiUSA -2 Equation cpiUSA -0.2106835368
Intercept Equation cpiUSA 1.5001886521
Trend Equation cpiUSA 0.0054263183
dolcan -1 Equation cpiUSA 0.5086428443
cpiUSA -1 Equation cpiUSA 1.3201624875
dolcan -2 Equation cpiUSA -0.9522051631
cpiUSA -2 Equation cpiUSA -0.3424836706
Intercept Equation cpiUSA 1.2815142982
Trend Equation cpiUSA 0.0091821349
dolcan -1 Equation cpiUSA 2.0104788680
cpiUSA -1 Equation cpiUSA 1.3074332679
dolcan -2 Equation cpiUSA -2.3912115414
cpiUSA -2 Equation cpiUSA -0.3393392148
[[27]]
[,1]
Intercept Equation dolcan 0.013958849
dolcan -1 Equation dolcan 1.143821006
cpiUSA -1 Equation dolcan 0.002560297
dolcan -2 Equation dolcan -0.157436226
cpiUSA -2 Equation dolcan -0.002524610
Intercept Equation dolcan 0.040170775
dolcan -1 Equation dolcan 1.133525867
cpiUSA -1 Equation dolcan -0.010238678
dolcan -2 Equation dolcan -0.171307037
cpiUSA -2 Equation dolcan 0.010398124
Intercept Equation cpiUSA -0.647275259
dolcan -1 Equation cpiUSA 0.835415106
cpiUSA -1 Equation cpiUSA 1.394781489
dolcan -2 Equation cpiUSA 0.014986956
cpiUSA -2 Equation cpiUSA -0.396771445
Intercept Equation cpiUSA 0.283005105
dolcan -1 Equation cpiUSA 0.449215476
cpiUSA -1 Equation cpiUSA 1.310967448
dolcan -2 Equation cpiUSA -0.582192922
cpiUSA -2 Equation cpiUSA -0.310592829
[[28]]
[,1]
Intercept Equation dolcan 0.013958849
dolcan -1 Equation dolcan 1.143821006
cpiUSA -1 Equation dolcan 0.002560297
dolcan -2 Equation dolcan -0.157436226
cpiUSA -2 Equation dolcan -0.002524610
Intercept Equation dolcan 0.023333951
dolcan -1 Equation dolcan 1.213573494
cpiUSA -1 Equation dolcan -0.004115204
dolcan -2 Equation dolcan -0.237363161
cpiUSA -2 Equation dolcan 0.004240793
Intercept Equation dolcan 0.057980029
dolcan -1 Equation dolcan 0.963111394
cpiUSA -1 Equation dolcan -0.027911455
dolcan -2 Equation dolcan -0.026956162
cpiUSA -2 Equation dolcan 0.028299384
Intercept Equation cpiUSA -0.647275259
dolcan -1 Equation cpiUSA 0.835415106
cpiUSA -1 Equation cpiUSA 1.394781489
dolcan -2 Equation cpiUSA 0.014986956
cpiUSA -2 Equation cpiUSA -0.396771445
Intercept Equation cpiUSA -0.050326740
dolcan -1 Equation cpiUSA 0.553317420
cpiUSA -1 Equation cpiUSA 1.269024506
dolcan -2 Equation cpiUSA -0.358283786
cpiUSA -2 Equation cpiUSA -0.269630556
Intercept Equation cpiUSA -0.653460500
dolcan -1 Equation cpiUSA 2.091941103
cpiUSA -1 Equation cpiUSA 1.321798654
dolcan -2 Equation cpiUSA -1.997966295
cpiUSA -2 Equation cpiUSA -0.315876197
[[29]]
[,1]
dolcan -1 Equation dolcan 1.1452640784
cpiUSA -1 Equation dolcan -0.0005511544
dolcan -2 Equation dolcan -0.1435656825
cpiUSA -2 Equation dolcan 0.0005498422
dolcan -1 Equation dolcan 1.1609380813
cpiUSA -1 Equation dolcan -0.0071056830
dolcan -2 Equation dolcan -0.1655764214
cpiUSA -2 Equation dolcan 0.0072027360
dolcan -1 Equation cpiUSA 0.6624965086
cpiUSA -1 Equation cpiUSA 1.4943161966
dolcan -2 Equation cpiUSA -0.5053663429
cpiUSA -2 Equation cpiUSA -0.4946045183
dolcan -1 Equation cpiUSA 0.5957396608
cpiUSA -1 Equation cpiUSA 1.3144574925
dolcan -2 Equation cpiUSA -0.4870101219
cpiUSA -2 Equation cpiUSA -0.3145950922
[[30]]
[,1]
dolcan -1 Equation dolcan 1.196393187
cpiUSA -1 Equation dolcan 0.003697079
dolcan -2 Equation dolcan -0.198647695
cpiUSA -2 Equation dolcan -0.003599167
dolcan -1 Equation dolcan 1.126502489
cpiUSA -1 Equation dolcan 0.003469589
dolcan -2 Equation dolcan -0.128921882
cpiUSA -2 Equation dolcan -0.003432864
dolcan -1 Equation dolcan 1.158917552
cpiUSA -1 Equation dolcan -0.008044606
dolcan -2 Equation dolcan -0.162767842
cpiUSA -2 Equation dolcan 0.008132882
dolcan -1 Equation cpiUSA -0.036863739
cpiUSA -1 Equation cpiUSA 1.224304032
dolcan -2 Equation cpiUSA 0.295756499
cpiUSA -2 Equation cpiUSA -0.226656499
dolcan -1 Equation cpiUSA 0.951625838
cpiUSA -1 Equation cpiUSA 1.378481433
dolcan -2 Equation cpiUSA -0.609076406
cpiUSA -2 Equation cpiUSA -0.380906894
dolcan -1 Equation cpiUSA 0.628101159
cpiUSA -1 Equation cpiUSA 1.326424793
dolcan -2 Equation cpiUSA -0.522033868
cpiUSA -2 Equation cpiUSA -0.326551571
[[31]]
[,1]
Trend Equation dolcan -1.622245e-05
dolcan -1 Equation dolcan 1.145049e+00
cpiUSA -1 Equation dolcan -4.092175e-04
dolcan -2 Equation dolcan -1.449554e-01
cpiUSA -2 Equation dolcan 4.693694e-04
Trend Equation dolcan -2.216198e-04
dolcan -1 Equation dolcan 1.127054e+00
cpiUSA -1 Equation dolcan -9.180805e-03
dolcan -2 Equation dolcan -1.574311e-01
cpiUSA -2 Equation dolcan 1.024224e-02
Trend Equation cpiUSA 3.096566e-03
dolcan -1 Equation cpiUSA 7.035062e-01
cpiUSA -1 Equation cpiUSA 1.467223e+00
dolcan -2 Equation cpiUSA -2.400976e-01
cpiUSA -2 Equation cpiUSA -4.792437e-01
Trend Equation cpiUSA -5.662404e-04
dolcan -1 Equation cpiUSA 5.091657e-01
cpiUSA -1 Equation cpiUSA 1.309156e+00
dolcan -2 Equation cpiUSA -4.661987e-01
cpiUSA -2 Equation cpiUSA -3.068291e-01
[[32]]
[,1]
Trend Equation dolcan -6.292985e-05
dolcan -1 Equation dolcan 1.155769e+00
cpiUSA -1 Equation dolcan 1.521385e-03
dolcan -2 Equation dolcan -1.604489e-01
cpiUSA -2 Equation dolcan -1.290011e-03
Trend Equation dolcan -1.870489e-04
dolcan -1 Equation dolcan 1.184419e+00
cpiUSA -1 Equation dolcan -5.661468e-03
dolcan -2 Equation dolcan -2.110951e-01
cpiUSA -2 Equation dolcan 6.571140e-03
Trend Equation dolcan -1.633523e-04
dolcan -1 Equation dolcan 9.858677e-01
cpiUSA -1 Equation dolcan -2.757334e-02
dolcan -2 Equation dolcan -2.338970e-02
cpiUSA -2 Equation dolcan 2.860914e-02
Trend Equation cpiUSA 3.007284e-03
dolcan -1 Equation cpiUSA 1.053381e+00
cpiUSA -1 Equation cpiUSA 1.507578e+00
dolcan -2 Equation cpiUSA -6.132165e-01
cpiUSA -2 Equation cpiUSA -5.193122e-01
Trend Equation cpiUSA 1.197200e-03
dolcan -1 Equation cpiUSA 3.427475e-01
cpiUSA -1 Equation cpiUSA 1.157797e+00
dolcan -2 Equation cpiUSA -4.378136e-02
cpiUSA -2 Equation cpiUSA -1.632872e-01
Trend Equation cpiUSA 3.571429e-03
dolcan -1 Equation cpiUSA 2.149944e+00
cpiUSA -1 Equation cpiUSA 1.316559e+00
dolcan -2 Equation cpiUSA -2.165356e+00
cpiUSA -2 Equation cpiUSA -3.254554e-01
[[33]]
[,1]
ECT Equation dolcan -5.165772e-02
Const Equation dolcan 5.288736e-03
Trend Equation dolcan -3.885903e-05
dolcan t -1 Equation dolcan 1.675227e-01
cpiUSA t -1 Equation dolcan -1.218450e-02
ECT Equation dolcan -1.023032e-03
Const Equation dolcan 3.613178e-03
Trend Equation dolcan -3.313512e-05
dolcan t -1 Equation dolcan 1.312604e-01
cpiUSA t -1 Equation dolcan 2.326573e-03
ECT Equation cpiUSA 7.378522e-01
Const Equation cpiUSA 6.238664e-01
Trend Equation cpiUSA -1.062156e-03
dolcan t -1 Equation cpiUSA -1.019883e-01
cpiUSA t -1 Equation cpiUSA 1.395116e-01
ECT Equation cpiUSA 1.548502e-02
Const Equation cpiUSA 1.012940e-01
Trend Equation cpiUSA -3.625345e-05
dolcan t -1 Equation cpiUSA 2.371179e-01
cpiUSA t -1 Equation cpiUSA 6.209022e-01
[[34]]
[,1]
ECT Equation dolcan -5.165772e-02
Const Equation dolcan 5.288736e-03
Trend Equation dolcan -3.885903e-05
dolcan t -1 Equation dolcan 1.675227e-01
cpiUSA t -1 Equation dolcan -1.218450e-02
ECT Equation dolcan -2.269518e-03
Const Equation dolcan 1.440822e-02
Trend Equation dolcan -1.021736e-04
dolcan t -1 Equation dolcan 8.504187e-02
cpiUSA t -1 Equation dolcan 3.521756e-03
ECT Equation dolcan -2.900588e-02
Const Equation dolcan 1.680242e-02
Trend Equation dolcan 3.615931e-06
dolcan t -1 Equation dolcan 1.850201e-01
cpiUSA t -1 Equation dolcan -7.791395e-03
ECT Equation cpiUSA 7.378522e-01
Const Equation cpiUSA 6.238664e-01
Trend Equation cpiUSA -1.062156e-03
dolcan t -1 Equation cpiUSA -1.019883e-01
cpiUSA t -1 Equation cpiUSA 1.395116e-01
ECT Equation cpiUSA -3.375731e-01
Const Equation cpiUSA 3.659849e-01
Trend Equation cpiUSA -1.185639e-03
dolcan t -1 Equation cpiUSA 1.188678e+00
cpiUSA t -1 Equation cpiUSA 4.816465e-01
ECT Equation cpiUSA 3.350418e-01
Const Equation cpiUSA -1.219990e-01
Trend Equation cpiUSA 1.994943e-03
dolcan t -1 Equation cpiUSA -1.520958e+00
cpiUSA t -1 Equation cpiUSA 6.141567e-01
[[35]]
[,1]
ECT Equation dolcan -0.037503431
Const Equation dolcan -0.006852286
dolcan t -1 Equation dolcan 0.125089575
cpiUSA t -1 Equation dolcan -0.010247183
ECT Equation dolcan 0.006057814
Const Equation dolcan -0.001555704
dolcan t -1 Equation dolcan 0.164427612
cpiUSA t -1 Equation dolcan 0.002927573
ECT Equation cpiUSA 0.708470889
Const Equation cpiUSA 0.400683554
dolcan t -1 Equation cpiUSA 0.190747386
cpiUSA t -1 Equation cpiUSA 0.198182315
ECT Equation cpiUSA 0.058696937
Const Equation cpiUSA 0.085773731
dolcan t -1 Equation cpiUSA 0.225660438
cpiUSA t -1 Equation cpiUSA 0.619010979
[[36]]
[,1]
ECT Equation dolcan -0.0375034305
Const Equation dolcan -0.0068522856
dolcan t -1 Equation dolcan 0.1250895753
cpiUSA t -1 Equation dolcan -0.0102471831
ECT Equation dolcan 0.0415211583
Const Equation dolcan -0.0065333156
dolcan t -1 Equation dolcan 0.2580702693
cpiUSA t -1 Equation dolcan 0.0112230307
ECT Equation dolcan -0.0007475249
Const Equation dolcan 0.0007799121
dolcan t -1 Equation dolcan 0.1052364407
cpiUSA t -1 Equation dolcan 0.0029856709
ECT Equation cpiUSA 0.7084708892
Const Equation cpiUSA 0.4006835544
dolcan t -1 Equation cpiUSA 0.1907473865
cpiUSA t -1 Equation cpiUSA 0.1981823150
ECT Equation cpiUSA -0.3566449083
Const Equation cpiUSA 0.1845294740
dolcan t -1 Equation cpiUSA 0.4800998537
cpiUSA t -1 Equation cpiUSA 0.2796628566
ECT Equation cpiUSA -0.0967219539
Const Equation cpiUSA 0.1360188778
dolcan t -1 Equation cpiUSA -0.7272838694
cpiUSA t -1 Equation cpiUSA 0.6800806207
[[37]]
[,1]
ECT Equation dolcan -0.022026668
dolcan t -1 Equation dolcan 0.117652983
cpiUSA t -1 Equation dolcan -0.014469722
ECT Equation dolcan 0.002797440
dolcan t -1 Equation dolcan 0.168040225
cpiUSA t -1 Equation dolcan 0.001035012
ECT Equation cpiUSA -0.550702304
dolcan t -1 Equation cpiUSA 1.016249503
cpiUSA t -1 Equation cpiUSA 0.324872542
ECT Equation cpiUSA 0.189718939
dolcan t -1 Equation cpiUSA -0.285928640
cpiUSA t -1 Equation cpiUSA 0.750443210
[[38]]
[,1]
ECT Equation dolcan -0.0252270875
dolcan t -1 Equation dolcan 0.1674051146
cpiUSA t -1 Equation dolcan -0.0180124459
ECT Equation dolcan -0.0154539600
dolcan t -1 Equation dolcan 0.0733310150
cpiUSA t -1 Equation dolcan -0.0093067368
ECT Equation dolcan 0.0030494378
dolcan t -1 Equation dolcan 0.1689193339
cpiUSA t -1 Equation dolcan 0.0007218864
ECT Equation cpiUSA -0.4527280357
dolcan t -1 Equation cpiUSA 2.2623817652
cpiUSA t -1 Equation cpiUSA 0.2429651158
ECT Equation cpiUSA -0.9221995022
dolcan t -1 Equation cpiUSA -0.5414166520
cpiUSA t -1 Equation cpiUSA 0.3017357194
ECT Equation cpiUSA 0.1946558329
dolcan t -1 Equation cpiUSA -0.2687059931
cpiUSA t -1 Equation cpiUSA 0.7443087565
[[39]]
[,1]
ECT Equation dolcan -5.999900e-02
Trend Equation dolcan -4.729002e-05
dolcan t -1 Equation dolcan 2.434441e-01
cpiUSA t -1 Equation dolcan -1.168530e-02
ECT Equation dolcan 2.438058e-03
Trend Equation dolcan 9.075573e-08
dolcan t -1 Equation dolcan 1.271129e-01
cpiUSA t -1 Equation dolcan 7.793217e-04
ECT Equation cpiUSA -5.717297e-01
Trend Equation cpiUSA 4.019271e-06
dolcan t -1 Equation cpiUSA 1.444312e+00
cpiUSA t -1 Equation cpiUSA 1.073026e-01
ECT Equation cpiUSA 1.881658e-01
Trend Equation cpiUSA 5.901968e-04
dolcan t -1 Equation cpiUSA -1.180760e-01
cpiUSA t -1 Equation cpiUSA 5.950325e-01
[[40]]
[,1]
ECT Equation dolcan -6.592635e-02
Trend Equation dolcan -4.893727e-05
dolcan t -1 Equation dolcan 1.448262e-01
cpiUSA t -1 Equation dolcan -1.652360e-02
ECT Equation dolcan 2.513236e-03
Trend Equation dolcan -3.076313e-07
dolcan t -1 Equation dolcan 1.907503e-01
cpiUSA t -1 Equation dolcan 2.161459e-03
ECT Equation dolcan 4.302129e-03
Trend Equation dolcan -1.636700e-05
dolcan t -1 Equation dolcan 8.396771e-02
cpiUSA t -1 Equation dolcan 1.005123e-03
ECT Equation cpiUSA -7.485279e-01
Trend Equation cpiUSA -3.444909e-04
dolcan t -1 Equation cpiUSA 2.237712e+00
cpiUSA t -1 Equation cpiUSA 2.191881e-01
ECT Equation cpiUSA 8.025923e-02
Trend Equation cpiUSA 7.917784e-04
dolcan t -1 Equation cpiUSA -4.850491e-01
cpiUSA t -1 Equation cpiUSA 3.835562e-01
ECT Equation cpiUSA 1.290461e-01
Trend Equation cpiUSA 7.655733e-04
dolcan t -1 Equation cpiUSA -6.772437e-01
cpiUSA t -1 Equation cpiUSA 7.078568e-01
[[41]]
[,1]
ECT Equation dolcan -1.518849e-02
Const Equation dolcan 1.105132e-02
Trend Equation dolcan -4.790127e-05
dolcan t -1 Equation dolcan 1.838534e-01
cpiUSA t -1 Equation dolcan -4.546173e-03
dolcan t -2 Equation dolcan 2.939966e-02
cpiUSA t -2 Equation dolcan -2.047247e-03
ECT Equation dolcan -1.284187e-02
Const Equation dolcan 9.914020e-03
Trend Equation dolcan -3.535269e-05
dolcan t -1 Equation dolcan 1.255440e-01
cpiUSA t -1 Equation dolcan 5.828206e-03
dolcan t -2 Equation dolcan -1.979610e-01
cpiUSA t -2 Equation dolcan -1.062449e-02
ECT Equation cpiUSA -2.511399e-01
Const Equation cpiUSA 3.346974e-01
Trend Equation cpiUSA -8.430391e-04
dolcan t -1 Equation cpiUSA 5.327942e-01
cpiUSA t -1 Equation cpiUSA 3.379895e-01
dolcan t -2 Equation cpiUSA -1.229337e+00
cpiUSA t -2 Equation cpiUSA -1.620237e-01
ECT Equation cpiUSA 1.822094e-01
Const Equation cpiUSA -4.146424e-02
Trend Equation cpiUSA 1.147708e-03
dolcan t -1 Equation cpiUSA -1.067956e+00
cpiUSA t -1 Equation cpiUSA 4.180932e-01
dolcan t -2 Equation cpiUSA 9.412034e-01
cpiUSA t -2 Equation cpiUSA 3.070564e-01
[[42]]
[,1]
ECT Equation dolcan -1.739221e-02
Const Equation dolcan 1.123809e-02
Trend Equation dolcan -4.874173e-05
dolcan t -1 Equation dolcan 1.570717e-01
cpiUSA t -1 Equation dolcan -1.032538e-02
dolcan t -2 Equation dolcan 5.235467e-02
cpiUSA t -2 Equation dolcan 1.209455e-03
ECT Equation dolcan -3.473239e-01
Const Equation dolcan 7.524714e-02
Trend Equation dolcan -5.319414e-05
dolcan t -1 Equation dolcan 1.602594e-01
cpiUSA t -1 Equation dolcan 3.364773e-02
dolcan t -2 Equation dolcan 1.326966e-01
cpiUSA t -2 Equation dolcan -3.037366e-02
ECT Equation dolcan -1.194830e-02
Const Equation dolcan 9.739977e-03
Trend Equation dolcan 2.161084e-05
dolcan t -1 Equation dolcan 1.143009e-01
cpiUSA t -1 Equation dolcan -2.826679e-03
dolcan t -2 Equation dolcan -2.251498e-01
cpiUSA t -2 Equation dolcan -1.060570e-02
ECT Equation cpiUSA -1.890543e-01
Const Equation cpiUSA 2.840769e-01
Trend Equation cpiUSA -5.662286e-04
dolcan t -1 Equation cpiUSA 4.259146e-01
cpiUSA t -1 Equation cpiUSA 2.872651e-01
dolcan t -2 Equation cpiUSA -1.187444e+00
cpiUSA t -2 Equation cpiUSA -1.194692e-01
ECT Equation cpiUSA -6.118810e+00
Const Equation cpiUSA 2.709147e+00
Trend Equation cpiUSA -9.002670e-03
dolcan t -1 Equation cpiUSA -1.919642e+00
cpiUSA t -1 Equation cpiUSA 4.389649e-01
dolcan t -2 Equation cpiUSA -4.998484e+00
cpiUSA t -2 Equation cpiUSA -2.456765e-01
ECT Equation cpiUSA 3.550181e-01
Const Equation cpiUSA -1.138314e-01
Trend Equation cpiUSA 1.882903e-03
dolcan t -1 Equation cpiUSA -1.348386e+00
cpiUSA t -1 Equation cpiUSA 3.681993e-01
dolcan t -2 Equation cpiUSA 4.192614e-01
cpiUSA t -2 Equation cpiUSA 2.529322e-01
[[43]]
[,1]
ECT Equation dolcan -0.0026770867
Const Equation dolcan 0.0019011406
dolcan t -1 Equation dolcan 0.1821788744
cpiUSA t -1 Equation dolcan -0.0033491756
dolcan t -2 Equation dolcan 0.0228978890
cpiUSA t -2 Equation dolcan -0.0007533507
ECT Equation dolcan -0.0019469643
Const Equation dolcan 0.0041268900
dolcan t -1 Equation dolcan 0.1173724718
cpiUSA t -1 Equation dolcan 0.0054390809
dolcan t -2 Equation dolcan -0.2105055304
cpiUSA t -2 Equation dolcan -0.0109995510
ECT Equation cpiUSA -0.0309453200
Const Equation cpiUSA 0.1736585917
dolcan t -1 Equation cpiUSA 0.5033226493
cpiUSA t -1 Equation cpiUSA 0.3590560466
dolcan t -2 Equation cpiUSA -1.3437654458
cpiUSA t -2 Equation cpiUSA -0.1392518022
ECT Equation cpiUSA -0.1714883501
Const Equation cpiUSA 0.1464121394
dolcan t -1 Equation cpiUSA -0.8026720620
cpiUSA t -1 Equation cpiUSA 0.4307260063
dolcan t -2 Equation cpiUSA 1.3484553395
cpiUSA t -2 Equation cpiUSA 0.3192326008
[[44]]
[,1]
ECT Equation dolcan -0.046156798
Const Equation dolcan -0.010111647
dolcan t -1 Equation dolcan 0.158245190
cpiUSA t -1 Equation dolcan -0.011195528
dolcan t -2 Equation dolcan 0.018420448
cpiUSA t -2 Equation dolcan 0.003495803
ECT Equation dolcan 0.020431500
Const Equation dolcan -0.003717539
dolcan t -1 Equation dolcan 0.186732460
cpiUSA t -1 Equation dolcan 0.017180057
dolcan t -2 Equation dolcan 0.019779272
cpiUSA t -2 Equation dolcan -0.009962532
ECT Equation dolcan -0.017644682
Const Equation dolcan 0.012678289
dolcan t -1 Equation dolcan 0.120276258
cpiUSA t -1 Equation dolcan -0.002199864
dolcan t -2 Equation dolcan -0.216552894
cpiUSA t -2 Equation dolcan -0.010093165
ECT Equation cpiUSA 0.960128385
Const Equation cpiUSA 0.518997756
dolcan t -1 Equation cpiUSA -0.372275967
cpiUSA t -1 Equation cpiUSA 0.206833808
dolcan t -2 Equation cpiUSA -1.602010322
cpiUSA t -2 Equation cpiUSA -0.161519009
ECT Equation cpiUSA -0.154707761
Const Equation cpiUSA 0.142118177
dolcan t -1 Equation cpiUSA 1.425814827
cpiUSA t -1 Equation cpiUSA 0.589460044
dolcan t -2 Equation cpiUSA -1.180491828
cpiUSA t -2 Equation cpiUSA -0.135171254
ECT Equation cpiUSA -0.141294905
Const Equation cpiUSA 0.142176901
dolcan t -1 Equation cpiUSA -0.827768858
cpiUSA t -1 Equation cpiUSA 0.422812224
dolcan t -2 Equation cpiUSA 1.168287279
cpiUSA t -2 Equation cpiUSA 0.297587797
[[45]]
[,1]
ECT Equation dolcan -0.017914669
dolcan t -1 Equation dolcan 0.139173536
cpiUSA t -1 Equation dolcan -0.013284006
dolcan t -2 Equation dolcan 0.002174167
cpiUSA t -2 Equation dolcan 0.001436122
ECT Equation dolcan 0.006491931
dolcan t -1 Equation dolcan 0.160034945
cpiUSA t -1 Equation dolcan 0.007915646
dolcan t -2 Equation dolcan -0.066086343
cpiUSA t -2 Equation dolcan -0.010651845
ECT Equation cpiUSA -0.565345068
dolcan t -1 Equation cpiUSA 0.657587752
cpiUSA t -1 Equation cpiUSA 0.314478775
dolcan t -2 Equation cpiUSA -0.623941905
cpiUSA t -2 Equation cpiUSA -0.088049070
ECT Equation cpiUSA 0.154651435
dolcan t -1 Equation cpiUSA -0.008908433
cpiUSA t -1 Equation cpiUSA 0.671157310
dolcan t -2 Equation cpiUSA -0.915817008
cpiUSA t -2 Equation cpiUSA 0.131826135
[[46]]
[,1]
ECT Equation dolcan -0.016829069
dolcan t -1 Equation dolcan 0.248791698
cpiUSA t -1 Equation dolcan -0.009049603
dolcan t -2 Equation dolcan -0.162203592
cpiUSA t -2 Equation dolcan -0.000472127
ECT Equation dolcan -0.015045190
dolcan t -1 Equation dolcan 0.033949549
cpiUSA t -1 Equation dolcan -0.026068751
dolcan t -2 Equation dolcan 0.226209316
cpiUSA t -2 Equation dolcan 0.015367971
ECT Equation dolcan 0.005762436
dolcan t -1 Equation dolcan 0.172567504
cpiUSA t -1 Equation dolcan 0.010499939
dolcan t -2 Equation dolcan -0.080842306
cpiUSA t -2 Equation dolcan -0.012471780
ECT Equation cpiUSA -0.630575270
dolcan t -1 Equation cpiUSA 0.704853888
cpiUSA t -1 Equation cpiUSA 0.113211738
dolcan t -2 Equation cpiUSA 0.715918781
cpiUSA t -2 Equation cpiUSA -0.144705191
ECT Equation cpiUSA -0.709563131
dolcan t -1 Equation cpiUSA -0.332452599
cpiUSA t -1 Equation cpiUSA 0.439421564
dolcan t -2 Equation cpiUSA -1.400513919
cpiUSA t -2 Equation cpiUSA -0.032866320
ECT Equation cpiUSA 0.152098278
dolcan t -1 Equation cpiUSA -0.146886730
cpiUSA t -1 Equation cpiUSA 0.639630121
dolcan t -2 Equation cpiUSA -1.132415428
cpiUSA t -2 Equation cpiUSA 0.164573269
[[47]]
[,1]
ECT Equation dolcan -1.594506e-03
Trend Equation dolcan 5.687498e-06
dolcan t -1 Equation dolcan 1.856852e-01
cpiUSA t -1 Equation dolcan -1.987102e-03
dolcan t -2 Equation dolcan 2.346587e-02
cpiUSA t -2 Equation dolcan 5.909138e-04
ECT Equation dolcan 6.034676e-03
Trend Equation dolcan 7.266438e-06
dolcan t -1 Equation dolcan 1.190289e-01
cpiUSA t -1 Equation dolcan 6.094024e-03
dolcan t -2 Equation dolcan -2.116016e-01
cpiUSA t -2 Equation dolcan -9.724057e-03
ECT Equation cpiUSA 1.605637e-01
Trend Equation cpiUSA 7.799357e-04
dolcan t -1 Equation cpiUSA 5.882712e-01
cpiUSA t -1 Equation cpiUSA 4.154928e-01
dolcan t -2 Equation cpiUSA -1.409047e+00
cpiUSA t -2 Equation cpiUSA -8.212513e-02
ECT Equation cpiUSA 1.032605e-01
Trend Equation cpiUSA 9.694584e-04
dolcan t -1 Equation cpiUSA -1.040707e+00
cpiUSA t -1 Equation cpiUSA 4.169815e-01
dolcan t -2 Equation cpiUSA 9.982535e-01
cpiUSA t -2 Equation cpiUSA 3.032905e-01
[[48]]
[,1]
ECT Equation dolcan -2.995578e-03
Trend Equation dolcan 6.111664e-06
dolcan t -1 Equation dolcan 1.616106e-01
cpiUSA t -1 Equation dolcan -7.636568e-03
dolcan t -2 Equation dolcan 4.661039e-02
cpiUSA t -2 Equation dolcan 4.104931e-03
ECT Equation dolcan -5.993876e-02
Trend Equation dolcan 6.599656e-05
dolcan t -1 Equation dolcan 1.751623e-01
cpiUSA t -1 Equation dolcan 4.194837e-02
dolcan t -2 Equation dolcan 2.039924e-01
cpiUSA t -2 Equation dolcan -3.413151e-02
ECT Equation dolcan 6.794794e-03
Trend Equation dolcan 6.522883e-05
dolcan t -1 Equation dolcan 1.066869e-01
cpiUSA t -1 Equation dolcan -2.756671e-03
dolcan t -2 Equation dolcan -2.406763e-01
cpiUSA t -2 Equation dolcan -1.007585e-02
ECT Equation cpiUSA 1.748642e-01
Trend Equation cpiUSA 8.203576e-04
dolcan t -1 Equation cpiUSA 5.406502e-01
cpiUSA t -1 Equation cpiUSA 3.552330e-01
dolcan t -2 Equation cpiUSA -1.332648e+00
cpiUSA t -2 Equation cpiUSA -4.627725e-02
ECT Equation cpiUSA 4.228013e+00
Trend Equation cpiUSA -4.711408e-03
dolcan t -1 Equation cpiUSA -1.383088e+00
cpiUSA t -1 Equation cpiUSA 7.378154e-01
dolcan t -2 Equation cpiUSA -2.431600e+00
cpiUSA t -2 Equation cpiUSA -3.809715e-01
ECT Equation cpiUSA 1.359670e-01
Trend Equation cpiUSA 1.373138e-03
dolcan t -1 Equation cpiUSA -1.259400e+00
cpiUSA t -1 Equation cpiUSA 3.673811e-01
dolcan t -2 Equation cpiUSA 6.007203e-01
cpiUSA t -2 Equation cpiUSA 2.467398e-01
Code
sapply(mods_nonLIn, coef, regime = "L")
Output
[[1]]
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833
[[2]]
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833
[[3]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.007691528 0.9939684 1.357332e-05
Equation cpiUSA -1.012509544 1.3415788 9.969201e-01
[[4]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.02978663 1.0310970 8.444228e-06
Equation cpiUSA -0.27074633 0.5937531 9.970502e-01
[[5]]
dolcan -1 cpiUSA -1
Equation dolcan 1.0018378 -5.982604e-06
Equation cpiUSA 0.3056463 9.994945e-01
[[6]]
dolcan -1 cpiUSA -1
Equation dolcan 0.9994742 8.089218e-05
Equation cpiUSA 0.3063167 9.977088e-01
[[7]]
Trend dolcan -1 cpiUSA -1
Equation dolcan 2.085515e-05 1.0038460 -0.000084888
Equation cpiUSA 3.944688e-03 0.6854827 0.984569738
[[8]]
Trend dolcan -1 cpiUSA -1
Equation dolcan 0.0002877063 1.0280167 -0.001015842
Equation cpiUSA 0.0010306707 0.4085665 0.993779851
[[9]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2
Equation dolcan -0.008053514
Equation cpiUSA -0.210683537
[[10]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2
Equation dolcan -0.008053514
Equation cpiUSA -0.210683537
[[11]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
[[12]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
[[13]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1452641 -0.0005511544 -0.1435657 0.0005498422
Equation cpiUSA 0.6624965 1.4943161966 -0.5053663 -0.4946045183
[[14]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.19639319 0.003697079 -0.1986477 -0.003599167
Equation cpiUSA -0.03686374 1.224304032 0.2957565 -0.226656499
[[15]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -1.622245e-05 1.1450492 -0.0004092175 -0.1449554 0.0004693694
Equation cpiUSA 3.096566e-03 0.7035062 1.4672230481 -0.2400976 -0.4792437363
[[16]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -6.292985e-05 1.155769 0.001521385 -0.1604489 -0.001290011
Equation cpiUSA 3.007284e-03 1.053381 1.507577719 -0.6132165 -0.519312189
[[17]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
[[18]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
[[19]]
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232
[[20]]
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232
[[21]]
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.02202667 0.117653 -0.01446972
Equation cpiUSA -0.55070230 1.016250 0.32487254
[[22]]
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.02522709 0.1674051 -0.01801245
Equation cpiUSA -0.45272804 2.2623818 0.24296512
[[23]]
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.0599990 -4.729002e-05 0.2434441 -0.0116853
Equation cpiUSA -0.5717297 4.019271e-06 1.4443120 0.1073026
[[24]]
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.06592635 -4.893727e-05 0.1448262 -0.0165236
Equation cpiUSA -0.74852793 -3.444909e-04 2.2377120 0.2191881
[[25]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01518849 0.01105132 -4.790127e-05 0.1838534 -0.004546173
Equation cpiUSA -0.25113994 0.33469736 -8.430391e-04 0.5327942 0.337989478
dolcan t -2 cpiUSA t -2
Equation dolcan 0.02939966 -0.002047247
Equation cpiUSA -1.22933741 -0.162023742
[[26]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01739221 0.01123809 -4.874173e-05 0.1570717 -0.01032538
Equation cpiUSA -0.18905435 0.28407694 -5.662286e-04 0.4259146 0.28726509
dolcan t -2 cpiUSA t -2
Equation dolcan 0.05235467 0.001209455
Equation cpiUSA -1.18744412 -0.119469224
[[27]]
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002677087 0.001901141 0.1821789 -0.003349176 0.02289789
Equation cpiUSA -0.030945320 0.173658592 0.5033226 0.359056047 -1.34376545
cpiUSA t -2
Equation dolcan -0.0007533507
Equation cpiUSA -0.1392518022
[[28]]
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.0461568 -0.01011165 0.1582452 -0.01119553 0.01842045
Equation cpiUSA 0.9601284 0.51899776 -0.3722760 0.20683381 -1.60201032
cpiUSA t -2
Equation dolcan 0.003495803
Equation cpiUSA -0.161519009
[[29]]
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01791467 0.1391735 -0.01328401 0.002174167 0.001436122
Equation cpiUSA -0.56534507 0.6575878 0.31447878 -0.623941905 -0.088049070
[[30]]
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01682907 0.2487917 -0.009049603 -0.1622036 -0.000472127
Equation cpiUSA -0.63057527 0.7048539 0.113211738 0.7159188 -0.144705191
[[31]]
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.001594506 5.687498e-06 0.1856852 -0.001987102 0.02346587
Equation cpiUSA 0.160563744 7.799357e-04 0.5882712 0.415492814 -1.40904656
cpiUSA t -2
Equation dolcan 0.0005909138
Equation cpiUSA -0.0821251317
[[32]]
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002995578 6.111664e-06 0.1616106 -0.007636568 0.04661039
Equation cpiUSA 0.174864230 8.203576e-04 0.5406502 0.355232986 -1.33264807
cpiUSA t -2
Equation dolcan 0.004104931
Equation cpiUSA -0.046277248
Code
sapply(mods_nonLIn, coef, regime = "H")
Output
[[1]]
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01354042 -0.0001653546 0.9914561 0.0007168335
Equation cpiUSA 2.20206986 0.0073398658 -0.7468369 0.9702240258
[[2]]
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.3579121 0.001426282 0.8674328 -0.005605241
Equation cpiUSA -1.2735570 -0.003504812 0.1599709 1.021491583
[[3]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.03045117 0.9689214 0.000145664
Equation cpiUSA 0.46501765 -0.2412925 1.000711673
[[4]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.03045117 0.9689214 0.000145664
Equation cpiUSA 0.46501765 -0.2412925 1.000711673
[[5]]
dolcan -1 cpiUSA -1
Equation dolcan 0.9949031 9.159023e-05
Equation cpiUSA 0.1554722 9.998859e-01
[[6]]
dolcan -1 cpiUSA -1
Equation dolcan 0.9949031 9.159023e-05
Equation cpiUSA 0.1554722 9.998859e-01
[[7]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002075003 0.970279328 0.000997695
Equation cpiUSA -0.0013705132 -0.007164849 1.005870624
[[8]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002075003 0.970279328 0.000997695
Equation cpiUSA -0.0013705132 -0.007164849 1.005870624
[[9]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.0006464748 -0.0001118549 1.141001 -0.003541846 -0.1549285
Equation cpiUSA 1.6398792639 0.0059730476 0.572203 1.334289684 -1.1084546
cpiUSA -2
Equation dolcan 0.00404909
Equation cpiUSA -0.35828351
[[10]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.3044483 0.001169578 0.9527351 -0.02974125 -0.07704594
Equation cpiUSA 1.2815143 0.009182135 2.0104789 1.30743327 -2.39121154
cpiUSA -2
Equation dolcan 0.02531077
Equation cpiUSA -0.33933921
[[11]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.04017077 1.1335259 -0.01023868 -0.1713070 0.01039812
Equation cpiUSA 0.28300510 0.4492155 1.31096745 -0.5821929 -0.31059283
[[12]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.05798003 0.9631114 -0.02791145 -0.02695616 0.02829938
Equation cpiUSA -0.65346050 2.0919411 1.32179865 -1.99796630 -0.31587620
[[13]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1609381 -0.007105683 -0.1655764 0.007202736
Equation cpiUSA 0.5957397 1.314457492 -0.4870101 -0.314595092
[[14]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1589176 -0.008044606 -0.1627678 0.008132882
Equation cpiUSA 0.6281012 1.326424793 -0.5220339 -0.326551571
[[15]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0002216198 1.1270540 -0.009180805 -0.1574311 0.01024224
Equation cpiUSA -0.0005662404 0.5091657 1.309155537 -0.4661987 -0.30682914
[[16]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0001633523 0.9858677 -0.02757334 -0.0233897 0.02860914
Equation cpiUSA 0.0035714290 2.1499439 1.31655866 -2.1653563 -0.32545538
[[17]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.001023032 0.003613178 -3.313512e-05 0.1312604 0.002326573
Equation cpiUSA 0.015485020 0.101293958 -3.625345e-05 0.2371179 0.620902189
[[18]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.02900588 0.01680242 3.615931e-06 0.1850201 -0.007791395
Equation cpiUSA 0.33504178 -0.12199902 1.994943e-03 -1.5209576 0.614156675
[[19]]
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan 0.006057814 -0.001555704 0.1644276 0.002927573
Equation cpiUSA 0.058696937 0.085773731 0.2256604 0.619010979
[[20]]
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.0007475249 0.0007799121 0.1052364 0.002985671
Equation cpiUSA -0.0967219539 0.1360188778 -0.7272839 0.680080621
[[21]]
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.00279744 0.1680402 0.001035012
Equation cpiUSA 0.18971894 -0.2859286 0.750443210
[[22]]
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.003049438 0.1689193 0.0007218864
Equation cpiUSA 0.194655833 -0.2687060 0.7443087565
[[23]]
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.002438058 9.075573e-08 0.1271129 0.0007793217
Equation cpiUSA 0.188165815 5.901968e-04 -0.1180760 0.5950325178
[[24]]
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.004302129 -0.0000163670 0.08396771 0.001005123
Equation cpiUSA 0.129046087 0.0007655733 -0.67724374 0.707856779
[[25]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01284187 0.00991402 -3.535269e-05 0.125544 0.005828206
Equation cpiUSA 0.18220945 -0.04146424 1.147708e-03 -1.067956 0.418093241
dolcan t -2 cpiUSA t -2
Equation dolcan -0.1979610 -0.01062449
Equation cpiUSA 0.9412034 0.30705642
[[26]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.0119483 0.009739977 2.161084e-05 0.1143009 -0.002826679
Equation cpiUSA 0.3550181 -0.113831430 1.882903e-03 -1.3483856 0.368199325
dolcan t -2 cpiUSA t -2
Equation dolcan -0.2251498 -0.0106057
Equation cpiUSA 0.4192614 0.2529322
[[27]]
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.001946964 0.00412689 0.1173725 0.005439081 -0.2105055
Equation cpiUSA -0.171488350 0.14641214 -0.8026721 0.430726006 1.3484553
cpiUSA t -2
Equation dolcan -0.01099955
Equation cpiUSA 0.31923260
[[28]]
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.01764468 0.01267829 0.1202763 -0.002199864 -0.2165529
Equation cpiUSA -0.14129491 0.14217690 -0.8277689 0.422812224 1.1682873
cpiUSA t -2
Equation dolcan -0.01009317
Equation cpiUSA 0.29758780
[[29]]
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.006491931 0.160034945 0.007915646 -0.06608634 -0.01065185
Equation cpiUSA 0.154651435 -0.008908433 0.671157310 -0.91581701 0.13182613
[[30]]
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.005762436 0.1725675 0.01049994 -0.08084231 -0.01247178
Equation cpiUSA 0.152098278 -0.1468867 0.63963012 -1.13241543 0.16457327
[[31]]
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.006034676 7.266438e-06 0.1190289 0.006094024 -0.2116016
Equation cpiUSA 0.103260490 9.694584e-04 -1.0407069 0.416981490 0.9982535
cpiUSA t -2
Equation dolcan -0.009724057
Equation cpiUSA 0.303290461
[[32]]
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.006794794 6.522883e-05 0.1066869 -0.002756671 -0.2406763
Equation cpiUSA 0.135966975 1.373138e-03 -1.2593996 0.367381138 0.6007203
cpiUSA t -2
Equation dolcan -0.01007585
Equation cpiUSA 0.24673984
utilities: get_lag, get_nVar, df.residual
Code
sapply(mods, tsDyn:::get_series)
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8]
[1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan"
[2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA"
[,9] [,10] [,11] [,12] [,13] [,14] [,15] [,16]
[1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan"
[2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA"
[,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24]
[1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan"
[2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA"
[,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32]
[1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan"
[2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA"
[,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40]
[1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan"
[2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA"
[,41] [,42] [,43] [,44] [,45] [,46] [,47] [,48]
[1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan"
[2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA"
Code
models_multivariate %>% mutate(lag_out = map_int(object, tsDyn:::get_lag.nlVar),
nVar_out = map_int(object, tsDyn:::get_nVar.nlVar), df_out = map(object,
df.residual)) %>% select(-starts_with("object")) %>% as.data.frame()
Output
lag include model nthresh lag_out nVar_out df_out
1 1 both VAR NA 1 2 319
2 1 const VAR NA 1 2 320
3 1 none VAR NA 1 2 321
4 1 trend VAR NA 1 2 320
5 2 both VAR NA 2 2 316
6 2 const VAR NA 2 2 317
7 2 none VAR NA 2 2 318
8 2 trend VAR NA 2 2 317
9 1 both VECM NA 1 2 317
10 1 const VECM NA 1 2 318
11 1 none VECM NA 1 2 319
12 1 trend VECM NA 1 2 318
13 2 both VECM NA 2 2 314
14 2 const VECM NA 2 2 315
15 2 none VECM NA 2 2 316
16 2 trend VECM NA 2 2 315
17 1 both TVAR 1 1 2 315
18 1 both TVAR 2 1 2 311
19 1 const TVAR 1 1 2 317
20 1 const TVAR 2 1 2 314
21 1 none TVAR 1 1 2 319
22 1 none TVAR 2 1 2 317
23 1 trend TVAR 1 1 2 317
24 1 trend TVAR 2 1 2 314
25 2 both TVAR 1 2 2 310
26 2 both TVAR 2 2 2 304
27 2 const TVAR 1 2 2 312
28 2 const TVAR 2 2 2 307
29 2 none TVAR 1 2 2 314
30 2 none TVAR 2 2 2 310
31 2 trend TVAR 1 2 2 312
32 2 trend TVAR 2 2 2 307
33 1 both TVECM 1 1 2 317
34 1 both TVECM 2 1 2 317
35 1 const TVECM 1 1 2 318
36 1 const TVECM 2 1 2 318
37 1 none TVECM 1 1 2 319
38 1 none TVECM 2 1 2 319
39 1 trend TVECM 1 1 2 318
40 1 trend TVECM 2 1 2 318
41 2 both TVECM 1 2 2 314
42 2 both TVECM 2 2 2 314
43 2 const TVECM 1 2 2 315
44 2 const TVECM 2 2 2 315
45 2 none TVECM 1 2 2 316
46 2 none TVECM 2 2 2 316
47 2 trend TVECM 1 2 2 315
48 2 trend TVECM 2 2 2 315
AIC et al
Code
as.data.frame(uni_stats)
Output
lag include model nthresh deviance AIC BIC logLik
1 1 both VAR NA 10.044863 -3918.837 -3888.616 1050.78416
2 1 const VAR NA 10.056006 -3922.400 -3899.734 1050.56567
3 1 none VAR NA 10.572927 -3907.237 -3892.126 1040.98396
4 1 trend VAR NA 10.200193 -3916.979 -3894.313 1047.85541
5 2 both VAR NA 7.949829 -3982.323 -3937.029 1089.36528
6 2 const VAR NA 7.952476 -3986.131 -3948.385 1089.26900
7 2 none VAR NA 8.095284 -3980.289 -3950.092 1084.34791
8 2 trend VAR NA 8.034911 -3981.552 -3943.806 1086.97953
9 1 both VECM NA 7.960313 -3983.832 -3942.312 -12.44047
10 1 const VECM NA 7.984527 -3983.729 -3949.758 -12.42773
11 1 none VECM NA 9.764497 -3919.627 -3893.205 -12.21623
12 1 trend VECM NA 8.181358 -3974.330 -3940.359 -12.39854
13 2 both VECM NA 7.937843 -3962.912 -3906.340 -12.43898
14 2 const VECM NA 7.956742 -3962.974 -3913.945 -12.42671
15 2 none VECM NA 9.344372 -3911.881 -3870.395 -12.25508
16 2 trend VECM NA 8.131732 -3954.238 -3905.209 -12.39950
17 1 both TVAR 1 8.161472 -3974.104 -3909.884 1087.41751
18 1 both TVAR 2 7.794644 -3974.970 -3876.751 1096.85081
19 1 const TVAR 1 8.348522 -3971.026 -3921.917 1081.87871
20 1 const TVAR 2 7.915594 -3976.778 -3901.225 1091.75449
21 1 none TVAR 1 9.029764 -3950.762 -3916.763 1067.74675
22 1 none TVAR 2 8.123147 -3975.972 -3923.085 1085.35180
23 1 trend TVAR 1 8.842832 -3954.841 -3905.732 1073.78631
24 1 trend TVAR 2 8.069110 -3974.302 -3898.749 1090.51655
25 2 both TVAR 1 7.045296 -3999.979 -3905.615 1111.19308
26 2 both TVAR 2 6.794512 -3995.990 -3852.557 1122.19836
27 2 const TVAR 1 7.278526 -3997.421 -3918.155 1105.91411
28 2 const TVAR 2 6.972166 -3995.703 -3874.917 1116.05490
29 2 none TVAR 1 7.512746 -3990.483 -3926.315 1098.44488
30 2 none TVAR 2 7.141784 -3990.169 -3892.031 1107.28805
31 2 trend TVAR 1 7.415455 -3992.260 -3912.995 1103.33370
32 2 trend TVAR 2 7.025195 -3994.773 -3873.988 1115.59023
33 1 both TVECM 1 7.298715 -4002.429 -3923.163 1108.41789
34 1 both TVECM 2 7.007150 -4001.215 -3880.429 1118.81102
35 1 const TVECM 1 7.411220 -4001.207 -3937.040 1103.80725
36 1 const TVECM 2 7.128824 -4000.627 -3902.489 1112.51714
37 1 none TVECM 1 8.235945 -3974.743 -3925.674 1086.57525
38 1 none TVECM 2 7.768609 -3980.323 -3904.831 1096.36484
39 1 trend TVECM 1 7.674577 -3986.448 -3922.280 1096.42744
40 1 trend TVECM 2 7.313595 -3985.205 -3887.067 1104.80603
41 2 both TVECM 1 7.026082 -3978.469 -3869.098 1107.27617
42 2 both TVECM 2 6.526916 -3987.609 -3821.666 1126.84620
43 2 const TVECM 1 7.174833 -3977.099 -3882.813 1102.59081
44 2 const TVECM 2 6.958434 -3977.753 -3834.438 1115.91804
45 2 none TVECM 1 8.129782 -3951.727 -3872.527 1085.90505
46 2 none TVECM 2 7.778024 -3957.032 -3836.346 1099.55728
47 2 trend TVECM 1 7.476702 -3962.656 -3868.370 1095.36946
48 2 trend TVECM 2 7.116788 -3965.483 -3822.168 1109.78272
More methods
Code
sapply(mods, function(x) dim(residuals(x, initVal = FALSE)))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] 323 323 323 323 322 322 322 322 322 322 322 322 321 321
[2,] 2 2 2 2 2 2 2 2 2 2 2 2 2 2
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] 321 321 323 323 323 323 323 323 323 323 322 322
[2,] 2 2 2 2 2 2 2 2 2 2 2 2
[,27] [,28] [,29] [,30] [,31] [,32] [,33] [,34] [,35] [,36] [,37] [,38]
[1,] 322 322 322 322 322 322 322 322 322 322 322 322
[2,] 2 2 2 2 2 2 2 2 2 2 2 2
[,39] [,40] [,41] [,42] [,43] [,44] [,45] [,46] [,47] [,48]
[1,] 322 322 321 321 321 321 321 321 321 321
[2,] 2 2 2 2 2 2 2 2 2 2
Code
sapply(mods, function(x) dim(residuals(x, initVal = TRUE)))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] 324 324 324 324 324 324 324 324 324 324 324 324 324 324
[2,] 2 2 2 2 2 2 2 2 2 2 2 2 2 2
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] 324 324 324 324 324 324 324 324 324 324 324 324
[2,] 2 2 2 2 2 2 2 2 2 2 2 2
[,27] [,28] [,29] [,30] [,31] [,32] [,33] [,34] [,35] [,36] [,37] [,38]
[1,] 324 324 324 324 324 324 324 324 324 324 324 324
[2,] 2 2 2 2 2 2 2 2 2 2 2 2
[,39] [,40] [,41] [,42] [,43] [,44] [,45] [,46] [,47] [,48]
[1,] 324 324 324 324 324 324 324 324 324 324
[2,] 2 2 2 2 2 2 2 2 2 2
Code
sapply(mods, function(x) head(residuals(x), 3))
Output
[,1] [,2] [,3] [,4] [,5]
[1,] -0.005308679 -0.0053528912 -0.0044470911 -4.875801e-03 -0.0002761132
[2,] -0.000562297 -0.0006130099 0.0003521491 -9.193893e-05 0.0021370882
[3,] 0.002334327 0.0022838251 0.0032484540 2.803963e-03 -0.0025009876
[4,] -0.112614651 -0.1140590044 -0.0817844594 -9.690370e-02 0.0176156297
[5,] -0.032854255 -0.0345109777 -0.0001214182 -1.578299e-02 -0.1018553909
[6,] -0.112606385 -0.1142562095 -0.0798855362 -9.556132e-02 -0.0766399682
[,6] [,7] [,8] [,9] [,10]
[1,] -0.0003212195 0.001032152 0.0003538675 -0.0001994337 0.0007452142
[2,] 0.0020802604 0.003316316 0.0027547418 0.0022212265 0.0031165244
[3,] -0.0025557374 -0.001209697 -0.0018476732 -0.0024170157 -0.0014856339
[4,] 0.0182193343 0.038581166 0.0307258957 0.0202515098 0.0268066443
[5,] -0.1010948050 -0.082498017 -0.0890016583 -0.0989631161 -0.0927504322
[6,] -0.0759071945 -0.055655648 -0.0630441145 -0.0737534121 -0.0672903334
[,11] [,12] [,13] [,14] [,15]
[1,] 0.0016321643 0.001168065 0.001814330 0.002760607 0.003482956
[2,] 0.0035287153 0.003389858 -0.002362168 -0.001434433 -0.000770474
[3,] -0.0006638402 -0.001084396 -0.004412278 -0.003414396 -0.002414532
[4,] 0.0817506885 0.044282550 -0.100555090 -0.094831405 -0.056686869
[5,] -0.0672163725 -0.078426778 -0.073791351 -0.068179817 -0.033118638
[6,] -0.0163825460 -0.050335303 -0.043677558 -0.037641732 0.015157327
[,16] [,17] [,18] [,19] [,20]
[1,] 0.003166844 -0.001424210 -0.001424210 -0.0057438958 -0.0052248731
[2,] -0.001050438 0.003062471 0.003062471 -0.0009687918 -0.0003114186
[3,] -0.002909126 0.005926812 0.005926812 0.0019341782 0.0025520947
[4,] -0.078928511 -0.059742392 -0.059742392 -0.0519551103 -0.0500568651
[5,] -0.052816895 0.024102528 0.024102528 0.0335939086 0.0327004754
[6,] -0.019642286 -0.055756275 -0.055756275 -0.0470502604 -0.0471562181
[,21] [,22] [,23] [,24] [,25]
[1,] -0.0053691455 -0.0054379213 -0.0051889773 -0.003561525 0.004102126
[2,] -0.0005612088 -0.0006552363 -0.0003794736 0.001247440 0.005617448
[3,] 0.0023383849 0.0022235012 0.0025183605 0.004103193 0.001805708
[4,] -0.1012870876 -0.0519933722 -0.0672088253 -0.045271423 0.031527658
[5,] -0.0200601424 0.0295753355 0.0143145229 0.036391430 -0.061917000
[6,] -0.1002598556 -0.0501429777 -0.0662180249 -0.043409223 -0.054753418
[,26] [,27] [,28] [,29] [,30]
[1,] 0.004102126 -0.0002059923 -0.0002059923 8.170417e-05 0.0006375665
[2,] 0.005617448 0.0017416863 0.0017416863 2.335062e-03 0.0022721680
[3,] 0.001805708 -0.0023652295 -0.0023652295 -2.031810e-03 -0.0019255622
[4,] 0.031527658 0.0512300076 0.0512300076 2.957823e-02 0.0343563228
[5,] -0.061917000 -0.0608379247 -0.0608379247 -9.251089e-02 -0.0620061819
[6,] -0.054753418 -0.0420762634 -0.0420762634 -6.498183e-02 -0.0536045705
[,31] [,32] [,33] [,34] [,35]
[1,] -4.617848e-05 -0.0003474697 -0.0018647997 0.002666191 -0.0004805491
[2,] 2.195463e-03 0.0016847810 0.0002490016 0.005208250 0.0014165758
[3,] -2.158039e-03 -0.0025396333 -0.0038113147 0.000175325 -0.0027311159
[4,] 5.398867e-02 0.0629246852 0.0429958251 0.080479236 0.0365552931
[5,] -6.586403e-02 -0.0618868869 -0.0877304605 -0.042313378 -0.0938493139
[6,] -4.088708e-02 -0.0346586317 -0.0487259889 -0.001118014 -0.0550318552
[,36] [,37] [,38] [,39] [,40]
[1,] 0.0005356284 1.384438e-05 -5.954496e-05 0.0001118291 -0.001076092
[2,] 0.0026890999 2.033583e-03 1.981847e-03 0.0023472748 0.001370979
[3,] -0.0012766080 -2.273531e-03 -2.353100e-03 -0.0018613160 -0.002679665
[4,] 0.0529823134 2.386660e-02 2.242882e-02 0.0547875865 0.062880401
[5,] -0.0782618171 -1.141770e-01 -1.151906e-01 -0.0722191478 -0.070838222
[6,] -0.0316654940 -6.348857e-02 -6.504743e-02 -0.0350355286 -0.023128661
[,41] [,42] [,43] [,44] [,45]
[1,] 0.0004232282 0.0023172126 0.0006064402 0.0021432667 4.087696e-05
[2,] -0.0015282666 -0.0002227808 -0.0013067853 -0.0004197752 -2.526233e-03
[3,] -0.0037580293 -0.0025569680 -0.0035697717 -0.0027031857 -4.964813e-03
[4,] -0.0317054075 -0.0284696452 -0.0376532966 -0.0436251449 -1.012334e-01
[5,] -0.0355441350 -0.0295319264 -0.0427344185 -0.0466955940 -6.379911e-02
[6,] 0.0056861494 0.0070541105 -0.0004255431 -0.0056854926 -2.347663e-02
[,46] [,47] [,48]
[1,] 5.409569e-06 0.0001197018 0.0020260673
[2,] -2.174246e-03 -0.0018566902 -0.0005134883
[3,] -4.643001e-03 -0.0039856278 -0.0027786570
[4,] -9.824560e-02 -0.0304359439 -0.0250670208
[5,] -6.451122e-02 -0.0341705412 -0.0261344179
[6,] -2.180155e-02 0.0066380537 0.0096449964
Code
sapply(mods, function(x) head(residuals(x, initVal = TRUE), 3))
Output
[,1] [,2] [,3] [,4] [,5]
[1,] NA NA NA NA NA
[2,] -0.005308679 -0.0053528912 -0.0044470911 -4.875801e-03 NA
[3,] -0.000562297 -0.0006130099 0.0003521491 -9.193893e-05 -0.0002761132
[4,] NA NA NA NA NA
[5,] -0.112614651 -0.1140590044 -0.0817844594 -9.690370e-02 NA
[6,] -0.032854255 -0.0345109777 -0.0001214182 -1.578299e-02 0.0176156297
[,6] [,7] [,8] [,9] [,10]
[1,] NA NA NA NA NA
[2,] NA NA NA NA NA
[3,] -0.0003212195 0.001032152 0.0003538675 -0.0001994337 0.0007452142
[4,] NA NA NA NA NA
[5,] NA NA NA NA NA
[6,] 0.0182193343 0.038581166 0.0307258957 0.0202515098 0.0268066443
[,11] [,12] [,13] [,14] [,15] [,16] [,17] [,18]
[1,] NA NA NA NA NA NA NA NA
[2,] NA NA NA NA NA NA -0.001424210 -0.001424210
[3,] 0.001632164 0.001168065 NA NA NA NA 0.003062471 0.003062471
[4,] NA NA NA NA NA NA NA NA
[5,] NA NA NA NA NA NA -0.059742392 -0.059742392
[6,] 0.081750688 0.044282550 NA NA NA NA 0.024102528 0.024102528
[,19] [,20] [,21] [,22] [,23]
[1,] NA NA NA NA NA
[2,] -0.0057438958 -0.0052248731 -0.0053691455 -0.0054379213 -0.0051889773
[3,] -0.0009687918 -0.0003114186 -0.0005612088 -0.0006552363 -0.0003794736
[4,] NA NA NA NA NA
[5,] -0.0519551103 -0.0500568651 -0.1012870876 -0.0519933722 -0.0672088253
[6,] 0.0335939086 0.0327004754 -0.0200601424 0.0295753355 0.0143145229
[,24] [,25] [,26] [,27] [,28]
[1,] NA NA NA NA NA
[2,] -0.003561525 NA NA NA NA
[3,] 0.001247440 0.004102126 0.004102126 -0.0002059923 -0.0002059923
[4,] NA NA NA NA NA
[5,] -0.045271423 NA NA NA NA
[6,] 0.036391430 0.031527658 0.031527658 0.0512300076 0.0512300076
[,29] [,30] [,31] [,32] [,33]
[1,] NA NA NA NA NA
[2,] NA NA NA NA NA
[3,] 8.170417e-05 0.0006375665 -4.617848e-05 -0.0003474697 -0.00186480
[4,] NA NA NA NA NA
[5,] NA NA NA NA NA
[6,] 2.957823e-02 0.0343563228 5.398867e-02 0.0629246852 0.04299583
[,34] [,35] [,36] [,37] [,38]
[1,] NA NA NA NA NA
[2,] NA NA NA NA NA
[3,] 0.002666191 -0.0004805491 0.0005356284 1.384438e-05 -5.954496e-05
[4,] NA NA NA NA NA
[5,] NA NA NA NA NA
[6,] 0.080479236 0.0365552931 0.0529823134 2.386660e-02 2.242882e-02
[,39] [,40] [,41] [,42] [,43] [,44] [,45] [,46] [,47] [,48]
[1,] NA NA NA NA NA NA NA NA NA NA
[2,] NA NA NA NA NA NA NA NA NA NA
[3,] 0.0001118291 -0.001076092 NA NA NA NA NA NA NA NA
[4,] NA NA NA NA NA NA NA NA NA NA
[5,] NA NA NA NA NA NA NA NA NA NA
[6,] 0.0547875865 0.062880401 NA NA NA NA NA NA NA NA
Code
sapply(mods, function(x) tail(residuals(x), 3))
Output
[,1] [,2] [,3] [,4] [,5]
[1,] 0.0000438739 -0.0002672998 -0.001430829 0.0004183927 0.004408037
[2,] -0.0106570524 -0.0109737178 -0.012133437 -0.0102672949 -0.010300829
[3,] 0.0042229912 0.0038897905 0.002869918 0.0047041355 0.005821738
[4,] 0.0038329653 -0.0063326719 -0.047790370 0.0174258190 -0.142307519
[5,] -0.1258433297 -0.1361883725 -0.177510303 -0.1116973985 -0.135430154
[6,] -0.1967164630 -0.2076016940 -0.243940747 -0.1792537242 -0.140241858
[,6] [,7] [,8] [,9] [,10]
[1,] 0.004002238 0.001911235 0.004720864 0.004635935 0.002210391
[2,] -0.010676874 -0.012076582 -0.009809016 -0.010080144 -0.012103246
[3,] 0.005446472 0.004390315 0.006440390 0.006049157 0.004200300
[4,] -0.136876284 -0.168335980 -0.135797413 -0.134473459 -0.151304887
[5,] -0.130397150 -0.151456121 -0.125195241 -0.127844025 -0.141882807
[6,] -0.135219285 -0.151109458 -0.127367349 -0.132424257 -0.145253914
[,11] [,12] [,13] [,14] [,15]
[1,] 0.001761170 0.001668408 0.004448133 0.002105365 0.002063668
[2,] -0.010954132 -0.012102074 -0.009489065 -0.011935364 -0.011837849
[3,] 0.006152866 0.004469782 0.006226286 0.004324666 0.006005050
[4,] -0.179132795 -0.186621759 -0.131767469 -0.145938021 -0.148139879
[5,] -0.070698483 -0.163375366 -0.143500593 -0.158297368 -0.153147969
[6,] -0.024298031 -0.160178596 -0.133286039 -0.144788246 -0.056053417
[,16] [,17] [,18] [,19] [,20]
[1,] 0.001663540 0.0007586967 -0.0018483821 -9.425697e-05 -9.425697e-05
[2,] -0.012351173 -0.0099150435 -0.0127873328 -1.080785e-02 -1.080785e-02
[3,] 0.004519487 0.0051129851 -0.0001734336 3.864951e-03 3.864951e-03
[4,] -0.176292885 0.0257029014 -0.0056338404 1.298343e-02 1.298343e-02
[5,] -0.189265482 -0.1053083511 -0.1365073302 -1.170383e-01 -1.170383e-01
[6,] -0.160577611 -0.1881816356 -0.2028752259 -1.895493e-01 -1.895493e-01
[,21] [,22] [,23] [,24] [,25]
[1,] -0.002062814 -0.002062814 0.001081961 0.001081961 0.004930888
[2,] -0.012778583 -0.012778583 -0.009595217 -0.009595217 -0.009619263
[3,] 0.002163017 0.002163017 0.005239294 0.005239294 0.006446378
[4,] -0.017078256 -0.017078256 0.003692584 0.003692584 -0.083978311
[5,] -0.147133175 -0.147133175 -0.126107445 -0.126107445 -0.118634088
[6,] -0.215539373 -0.215539373 -0.195220957 -0.195220957 -0.139960013
[,26] [,27] [,28] [,29] [,30]
[1,] 0.007958548 0.006733075 9.232744e-03 0.003069195 0.003310677
[2,] -0.012341188 -0.010151020 -1.101619e-02 -0.012701341 -0.012709521
[3,] -0.001934612 0.004933680 -8.505483e-05 0.003079866 0.002929368
[4,] -0.079977878 -0.079994680 -6.997441e-02 -0.101192255 -0.104105640
[5,] -0.143694020 -0.120277812 -1.332917e-01 -0.138633038 -0.138302578
[6,] -0.154826151 -0.145053874 -1.403056e-01 -0.161405995 -0.159174350
[,31] [,32] [,33] [,34] [,35]
[1,] 0.007200325 0.0093251297 0.004720619 0.004720619 0.0012557049
[2,] -0.009366025 -0.0109431121 -0.012754825 -0.012754825 -0.0149060797
[3,] 0.005824471 0.0002960907 0.001909557 0.001909557 -0.0003260228
[4,] -0.090637183 -0.0742255268 0.012645928 0.012645928 -0.0467923780
[5,] -0.130111278 -0.1378090983 -0.068035697 -0.068035697 -0.1145342558
[6,] -0.154393508 -0.1454364519 -0.111601265 -0.111601265 -0.1486770065
[,36] [,37] [,38] [,39] [,40]
[1,] 0.0012557049 3.222807e-03 0.00489317 0.006737791 0.006326841
[2,] -0.0149060797 -1.412074e-02 -0.01441868 -0.011860549 -0.012197368
[3,] -0.0003260228 7.483059e-06 -0.00025493 0.003592208 0.001505638
[4,] -0.0467923780 -1.199745e-01 -0.02753768 -0.013840469 -0.003389256
[5,] -0.1145342558 -1.643901e-01 -0.11858171 -0.135057082 -0.102111120
[6,] -0.1486770065 -1.875231e-01 -0.13791887 -0.182140168 -0.127815820
[,41] [,42] [,43] [,44] [,45]
[1,] 0.005074408 0.006004894 0.002423600 0.0016221496 0.003170901
[2,] -0.008998245 -0.009858670 -0.011719170 -0.0159526623 -0.014469657
[3,] 0.006110133 0.004848736 0.004143152 -0.0004264964 0.000512633
[4,] -0.074738870 -0.076982358 -0.121391818 -0.0432468242 -0.119770936
[5,] -0.088122464 -0.115138703 -0.136009434 -0.0886935978 -0.151409247
[6,] -0.141934394 -0.163337681 -0.176552322 -0.1499705620 -0.197728345
[,46] [,47] [,48]
[1,] 0.004289740 0.001890719 0.002797694
[2,] -0.016653157 -0.012215001 -0.013164409
[3,] 0.002182878 0.004289260 0.003071763
[4,] -0.027440621 -0.171159229 -0.158054074
[5,] -0.082521807 -0.185544263 -0.198701324
[6,] -0.195612179 -0.197080887 -0.208256076
Code
sapply(mods, function(x) head(fitted(x), 3))
Output
[,1] [,2] [,3] [,4] [,5] [,6]
[1,] 1.0009087 1.0009529 1.0000471 1.0004758 0.9969761 0.9970212
[2,] 0.9972623 0.9973130 0.9963479 0.9967919 0.9985629 0.9986197
[3,] 0.9983657 0.9984162 0.9974515 0.9978960 1.0033010 1.0033557
[4,] 28.2826147 28.2840590 28.2517845 28.2669037 28.4223844 28.4217807
[5,] 28.4728543 28.4745110 28.4401214 28.4557830 28.7318554 28.7310948
[6,] 28.7426064 28.7442562 28.7098855 28.7255613 28.8866400 28.8859072
[,7] [,8] [,9] [,10] [,11] [,12]
[1,] 0.9956678 0.9963461 0.001299434 0.0003547858 -0.0005321643 -6.806549e-05
[2,] 0.9973837 0.9979453 0.001778774 0.0008834756 0.0004712847 6.101423e-04
[3,] 1.0020097 1.0026477 0.002517016 0.0015856339 0.0007638402 1.184396e-03
[4,] 28.4014188 28.4092741 0.249748490 0.2431933557 0.1882493115 2.257175e-01
[5,] 28.7124980 28.7190017 0.288963116 0.2827504322 0.2572163725 2.684268e-01
[6,] 28.8656556 28.8730441 0.253753412 0.2472903334 0.1963825460 2.303353e-01
[,13] [,14] [,15] [,16] [,17] [,18]
[1,] 0.002185670 0.001239393 5.170443e-04 0.0008331564 0.9970242 0.9970242
[2,] 0.002462168 0.001534433 8.704740e-04 0.0011504379 0.9936375 0.9936375
[3,] 0.002012278 0.001014396 1.453227e-05 0.0005091261 0.9947732 0.9947732
[4,] 0.290555090 0.284831405 2.466869e-01 0.2689285113 28.2297424 28.2297424
[5,] 0.253791351 0.248179817 2.131186e-01 0.2328168951 28.4158975 28.4158975
[6,] 0.243677558 0.237641732 1.848427e-01 0.2196422856 28.6857563 28.6857563
[,19] [,20] [,21] [,22] [,23] [,24]
[1,] 1.0013439 1.0008249 1.0009691 1.0010379 1.0007890 0.9991615
[2,] 0.9976688 0.9970114 0.9972612 0.9973552 0.9970795 0.9954526
[3,] 0.9987658 0.9981479 0.9983616 0.9984765 0.9981816 0.9965968
[4,] 28.2219551 28.2200569 28.2712871 28.2219934 28.2372088 28.2152714
[5,] 28.4064061 28.4072995 28.4600601 28.4104247 28.4256855 28.4036086
[6,] 28.6770503 28.6771562 28.7302599 28.6801430 28.6962180 28.6734092
[,25] [,26] [,27] [,28] [,29] [,30]
[1,] 0.9925979 0.9925979 0.9969060 0.9969060 0.9966183 0.9960624
[2,] 0.9950826 0.9950826 0.9989583 0.9989583 0.9983649 0.9984278
[3,] 0.9989943 0.9989943 1.0031652 1.0031652 1.0028318 1.0027256
[4,] 28.4084723 28.4084723 28.3887700 28.3887700 28.4104218 28.4056437
[5,] 28.6919170 28.6919170 28.6908379 28.6908379 28.7225109 28.6920062
[6,] 28.8647534 28.8647534 28.8520763 28.8520763 28.8749818 28.8636046
[,31] [,32] [,33] [,34] [,35] [,36]
[1,] 0.9967462 0.9970475 0.002964800 -1.566191e-03 0.001580549 0.0005643716
[2,] 0.9985045 0.9990152 0.003750998 -1.208250e-03 0.002583424 0.0013109001
[3,] 1.0029580 1.0033396 0.003911315 -7.532505e-05 0.002831116 0.0013766080
[4,] 28.3860113 28.3770753 0.227004175 1.895208e-01 0.233444707 0.2170176866
[5,] 28.6958640 28.6918869 0.277730460 2.323134e-01 0.283849314 0.2682618171
[6,] 28.8508871 28.8446586 0.228725989 1.811180e-01 0.235031855 0.2116654940
[,37] [,38] [,39] [,40] [,41] [,42]
[1,] 0.001086156 0.001159545 0.0009881709 0.002176092 0.003576772 0.0016827874
[2,] 0.001966417 0.002018153 0.0016527252 0.002629021 0.001628267 0.0003227808
[3,] 0.002373531 0.002453100 0.0019613160 0.002779665 0.001358029 0.0001569680
[4,] 0.246133404 0.247571177 0.2152124135 0.207119599 0.221705408 0.2184696452
[5,] 0.304177047 0.305190615 0.2622191478 0.260838222 0.215544135 0.2095319264
[6,] 0.243488573 0.245047428 0.2150355286 0.203128661 0.194313851 0.1929458895
[,43] [,44] [,45] [,46] [,47] [,48]
[1,] 0.003393560 0.0018567333 0.003959123 0.003994590 0.003880298 0.0019739327
[2,] 0.001406785 0.0005197752 0.002626233 0.002274246 0.001956690 0.0006134883
[3,] 0.001169772 0.0003031857 0.002564813 0.002243001 0.001585628 0.0003786570
[4,] 0.227653297 0.2336251449 0.291233410 0.288245598 0.220435944 0.2150670208
[5,] 0.222734419 0.2266955940 0.243799106 0.244511219 0.214170541 0.2061344179
[6,] 0.200425543 0.2056854926 0.223476630 0.221801549 0.193361946 0.1903550036
Code
sapply(mods, function(x) tail(fitted(x), 3))
Output
[,1] [,2] [,3] [,4] [,5] [,6]
[1,] 1.477556 1.477867 1.479031 1.477182 1.473192 1.473598
[2,] 1.478057 1.478374 1.479533 1.477667 1.477701 1.478077
[3,] 1.467977 1.468310 1.469330 1.467496 1.466378 1.466754
[4,] 110.376167 110.386333 110.427790 110.362574 110.522308 110.516876
[5,] 110.575843 110.586188 110.627510 110.561697 110.585430 110.580397
[6,] 110.646716 110.657602 110.693941 110.629254 110.590242 110.585219
[,7] [,8] [,9] [,10] [,11]
[1,] 1.475689 1.472879 -0.0041359353 -0.0017103905 -0.001261170
[2,] 1.479477 1.477209 -0.0001198563 0.0019032456 0.000754132
[3,] 1.467810 1.465760 -0.0012491574 0.0005996997 -0.001352866
[4,] 110.548336 110.515797 0.3344734591 0.3513048875 0.379132795
[5,] 110.601456 110.575195 0.1978440251 0.2118828075 0.140698483
[6,] 110.601109 110.577367 0.1324242575 0.1452539143 0.024298031
[,12] [,13] [,14] [,15] [,16]
[1,] -0.001168408 -0.0039481332 -0.0016053652 -0.001563668 -0.0011635402
[2,] 0.001902074 -0.0007109355 0.0017353637 0.001637849 0.0021511734
[3,] 0.000330218 -0.0014262855 0.0004753343 -0.001205050 0.0002805132
[4,] 0.386621759 0.3317674689 0.3459380207 0.348139879 0.3762928845
[5,] 0.233375366 0.2135005935 0.2282973675 0.223147969 0.2592654816
[6,] 0.160178596 0.1332860394 0.1447882464 0.056053417 0.1605776114
[,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.476841 1.479448 1.477694 1.477694 1.479663 1.479663
[2,] 1.477315 1.480187 1.478208 1.478208 1.480179 1.480179
[3,] 1.467087 1.472373 1.468335 1.468335 1.470037 1.470037
[4,] 110.354297 110.385634 110.367017 110.367017 110.397078 110.397078
[5,] 110.555308 110.586507 110.567038 110.567038 110.597133 110.597133
[6,] 110.638182 110.652875 110.639549 110.639549 110.665539 110.665539
[,23] [,24] [,25] [,26] [,27] [,28]
[1,] 1.476518 1.476518 1.472669 1.469641 1.470867 1.468367
[2,] 1.476995 1.476995 1.477019 1.479741 1.477551 1.478416
[3,] 1.466961 1.466961 1.465754 1.474135 1.467266 1.472285
[4,] 110.376307 110.376307 110.463978 110.459978 110.459995 110.449974
[5,] 110.576107 110.576107 110.568634 110.593694 110.570278 110.583292
[6,] 110.645221 110.645221 110.589960 110.604826 110.595054 110.590306
[,29] [,30] [,31] [,32] [,33] [,34]
[1,] 1.474531 1.474289 1.470400 1.468275 -0.004220619 -0.004220619
[2,] 1.480101 1.480110 1.476766 1.478343 0.002554825 0.002554825
[3,] 1.469120 1.469271 1.466376 1.471904 0.002890443 0.002890443
[4,] 110.481192 110.484106 110.470637 110.454226 0.187354072 0.187354072
[5,] 110.588633 110.588303 110.580111 110.587809 0.138035697 0.138035697
[6,] 110.611406 110.609174 110.604394 110.595436 0.111601265 0.111601265
[,35] [,36] [,37] [,38] [,39]
[1,] -0.0007557049 -0.0007557049 -0.002722807 -0.004393170 -0.006237791
[2,] 0.0047060797 0.0047060797 0.003920743 0.004218684 0.001660549
[3,] 0.0051260228 0.0051260228 0.004792517 0.005054930 0.001207792
[4,] 0.2467923780 0.2467923780 0.319974470 0.227537683 0.213840469
[5,] 0.1845342558 0.1845342558 0.234390088 0.188581705 0.205057082
[6,] 0.1486770065 0.1486770065 0.187523106 0.137918871 0.182140168
[,40] [,41] [,42] [,43] [,44]
[1,] -0.005826841 -0.004574408 -5.504894e-03 -0.0019235999 -0.001122150
[2,] 0.001997368 -0.001201755 -3.413303e-04 0.0015191704 0.005752662
[3,] 0.003294362 -0.001310133 -4.873627e-05 0.0006568483 0.005226496
[4,] 0.203389256 0.274738870 2.769824e-01 0.3213918182 0.243246824
[5,] 0.172111120 0.158122464 1.851387e-01 0.2060094340 0.158693598
[6,] 0.127815820 0.141934394 1.633377e-01 0.1765523223 0.149970562
[,45] [,46] [,47] [,48]
[1,] -0.002670901 -0.003789740 -0.0013907190 -0.002297694
[2,] 0.004269657 0.006453157 0.0020150009 0.002964409
[3,] 0.004287367 0.002617122 0.0005107403 0.001728237
[4,] 0.319770936 0.227440621 0.3711592295 0.358054074
[5,] 0.221409247 0.152521807 0.2555442634 0.268701324
[6,] 0.197728345 0.195612179 0.1970808866 0.208256076
mod_refit_check
Code
suppressMessages(suppressWarnings(sapply(mods, tsDyn:::mod_refit_check)))
Output
[1] TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE
[16] TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE
[31] TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE
[46] TRUE TRUE TRUE
Linear models
Code
sapply(mods_Linear, function(x) round(confint(x), 3))
Output
[[1]]
2.5 % 97.5 %
dolcan:Intercept -0.014 0.035
dolcan:Trend 0.379 0.379
dolcan:dolcan-1 -0.018 0.018
dolcan:cpiUSA-1 -0.001 0.000
cpiUSA:Intercept 0.652 1.322
cpiUSA:Trend -0.142 -0.137
cpiUSA:dolcan-1 -0.239 0.239
cpiUSA:cpiUSA-1 0.993 1.011
[[2]]
2.5 % 97.5 %
dolcan:Intercept -0.003 0.029
dolcan:dolcan-1 0.438 0.473
dolcan:cpiUSA-1 0.987 0.987
cpiUSA:Intercept -0.361 0.079
cpiUSA:dolcan-1 -0.239 0.239
cpiUSA:cpiUSA-1 0.998 1.001
[[3]]
2.5 % 97.5 %
dolcan:dolcan-1 0.996 1.005
dolcan:cpiUSA-1 0.335 0.335
cpiUSA:dolcan-1 -0.066 0.066
cpiUSA:cpiUSA-1 0.997 0.999
[[4]]
2.5 % 97.5 %
dolcan:Trend 0.000 0.000
dolcan:dolcan-1 -0.016 0.011
dolcan:cpiUSA-1 0.991 0.992
cpiUSA:Trend 0.035 0.038
cpiUSA:dolcan-1 -0.183 0.183
cpiUSA:cpiUSA-1 1.002 1.016
[[5]]
2.5 % 97.5 %
dolcan:Intercept -0.011 0.038
dolcan:Trend 0.283 0.283
dolcan:dolcan-1 -0.109 0.109
dolcan:cpiUSA-1 -0.008 0.008
dolcan:dolcan-2 1.041 1.259
dolcan:cpiUSA-2 0.525 0.541
cpiUSA:Intercept -0.306 0.299
cpiUSA:Trend 1.455 1.460
cpiUSA:dolcan-1 -1.511 1.179
cpiUSA:cpiUSA-1 -0.704 -0.506
cpiUSA:dolcan-2 -1.340 1.348
cpiUSA:cpiUSA-2 -0.558 -0.360
[[6]]
2.5 % 97.5 %
dolcan:Intercept 0.000 0.033
dolcan:dolcan-1 0.137 0.355
dolcan:cpiUSA-1 1.143 1.159
dolcan:dolcan-2 0.421 0.638
dolcan:cpiUSA-2 -0.012 0.004
cpiUSA:Intercept 1.254 1.660
cpiUSA:dolcan-1 -1.510 1.177
cpiUSA:cpiUSA-1 -0.699 -0.502
cpiUSA:dolcan-2 -1.338 1.346
cpiUSA:cpiUSA-2 -0.556 -0.359
[[7]]
2.5 % 97.5 %
dolcan:dolcan-1 1.052 1.270
dolcan:cpiUSA-1 0.676 0.692
dolcan:dolcan-2 -0.111 0.107
dolcan:cpiUSA-2 1.476 1.491
cpiUSA:dolcan-1 -1.507 1.187
cpiUSA:cpiUSA-1 -0.604 -0.411
cpiUSA:dolcan-2 -1.348 1.352
cpiUSA:cpiUSA-2 -0.581 -0.388
[[8]]
2.5 % 97.5 %
dolcan:Trend 0.000 0.000
dolcan:dolcan-1 -0.110 0.108
dolcan:cpiUSA-1 1.146 1.161
dolcan:dolcan-2 0.489 0.707
dolcan:cpiUSA-2 -0.011 0.005
cpiUSA:Trend 1.468 1.471
cpiUSA:dolcan-1 -1.511 1.186
cpiUSA:cpiUSA-1 -0.637 -0.440
cpiUSA:dolcan-2 -1.344 1.351
cpiUSA:cpiUSA-2 -0.565 -0.367
[[9]]
2.5 % 97.5 %
dolcan:ECT -0.032 0.002
dolcan:Intercept -0.061 -0.040
dolcan:Trend 0.011 0.011
dolcan:dolcan-1 0.084 0.302
dolcan:cpiUSA-1 -0.008 0.008
cpiUSA:ECT -0.205 0.204
cpiUSA:Intercept 0.038 0.293
cpiUSA:Trend 0.587 0.588
cpiUSA:dolcan-1 -1.346 1.338
cpiUSA:cpiUSA-1 0.358 0.556
[[10]]
2.5 % 97.5 %
dolcan:ECT -0.006 0.004
dolcan:Intercept 0.044 0.049
dolcan:dolcan-1 -0.107 0.111
dolcan:cpiUSA-1 0.124 0.140
cpiUSA:ECT 0.099 0.220
cpiUSA:Intercept 0.515 0.576
cpiUSA:dolcan-1 -1.342 1.336
cpiUSA:cpiUSA-1 0.366 0.562
[[11]]
2.5 % 97.5 %
dolcan:ECT -0.006 0.004
dolcan:dolcan-1 -0.036 0.182
dolcan:cpiUSA-1 0.163 0.173
cpiUSA:ECT 1.010 1.144
cpiUSA:dolcan-1 -1.471 1.476
cpiUSA:cpiUSA-1 0.736 0.865
[[12]]
2.5 % 97.5 %
dolcan:ECT -0.005 0.007
dolcan:Trend 0.239 0.239
dolcan:dolcan-1 -0.109 0.109
dolcan:cpiUSA-1 -0.007 0.008
cpiUSA:ECT 0.087 0.235
cpiUSA:Trend 0.508 0.508
cpiUSA:dolcan-1 -1.359 1.356
cpiUSA:cpiUSA-1 0.410 0.600
[[13]]
2.5 % 97.5 %
dolcan:ECT -0.032 0.002
dolcan:Intercept -0.050 -0.029
dolcan:Trend 0.012 0.012
dolcan:dolcan-1 0.074 0.295
dolcan:cpiUSA-1 -0.009 0.009
dolcan:dolcan-2 -0.111 0.111
dolcan:cpiUSA-2 0.159 0.177
cpiUSA:ECT 0.485 0.899
cpiUSA:Intercept -0.134 0.129
cpiUSA:Trend 0.453 0.454
cpiUSA:dolcan-1 -1.386 1.342
cpiUSA:cpiUSA-1 -0.741 -0.519
cpiUSA:dolcan-2 -1.373 1.367
cpiUSA:cpiUSA-2 -0.100 0.122
[[14]]
2.5 % 97.5 %
dolcan:ECT -0.006 0.004
dolcan:Intercept 0.043 0.049
dolcan:dolcan-1 -0.108 0.113
dolcan:cpiUSA-1 0.121 0.139
dolcan:dolcan-2 0.053 0.274
dolcan:cpiUSA-2 0.657 0.675
cpiUSA:ECT -0.063 0.060
cpiUSA:Intercept 0.423 0.492
cpiUSA:dolcan-1 -1.393 1.332
cpiUSA:cpiUSA-1 -0.792 -0.570
cpiUSA:dolcan-2 -1.366 1.362
cpiUSA:cpiUSA-2 -0.095 0.127
[[15]]
2.5 % 97.5 %
dolcan:ECT -0.006 0.004
dolcan:dolcan-1 -0.050 0.172
dolcan:cpiUSA-1 0.164 0.180
dolcan:dolcan-2 1.018 1.240
dolcan:cpiUSA-2 -0.007 0.010
cpiUSA:ECT 0.572 0.705
cpiUSA:dolcan-1 -1.494 1.443
cpiUSA:cpiUSA-1 -0.517 -0.300
cpiUSA:dolcan-2 -1.473 1.476
cpiUSA:cpiUSA-2 0.094 0.309
[[16]]
2.5 % 97.5 %
dolcan:ECT -0.005 0.008
dolcan:Trend 0.230 0.230
dolcan:dolcan-1 -0.111 0.111
dolcan:cpiUSA-1 -0.008 0.009
dolcan:dolcan-2 0.054 0.277
dolcan:cpiUSA-2 0.646 0.664
cpiUSA:ECT -0.079 0.078
cpiUSA:Trend 0.484 0.484
cpiUSA:dolcan-1 -1.409 1.348
cpiUSA:cpiUSA-1 -0.872 -0.652
cpiUSA:dolcan-2 -1.382 1.380
cpiUSA:cpiUSA-2 -0.066 0.154
Code
map_dfr(mods_Linear, function(x) mutate(tidy(x), across(where(is.numeric),
~ round(., 3))))
Output
equation term estimate std.error statistic p.value
1 dolcan Intercept 0.010 0.012 0.838 0.403
2 dolcan Trend 0.000 0.000 -0.249 0.803
3 dolcan dolcan -1 0.987 0.009 110.837 0.000
4 dolcan cpiUSA -1 0.000 0.000 0.442 0.659
5 cpiUSA Intercept 0.379 0.170 2.226 0.027
6 cpiUSA Trend -0.001 0.001 -0.596 0.551
7 cpiUSA dolcan -1 -0.140 0.122 -1.147 0.252
8 cpiUSA cpiUSA -1 1.002 0.004 222.856 0.000
9 dolcan Intercept 0.013 0.008 1.559 0.120
10 dolcan dolcan -1 0.987 0.009 111.020 0.000
11 dolcan cpiUSA -1 0.000 0.000 1.252 0.212
12 cpiUSA Intercept 0.455 0.112 4.065 0.000
13 cpiUSA dolcan -1 -0.141 0.121 -1.162 0.246
14 cpiUSA cpiUSA -1 1.000 0.001 1421.261 0.000
15 dolcan dolcan -1 1.000 0.002 419.096 0.000
16 dolcan cpiUSA -1 0.000 0.000 0.307 0.759
17 cpiUSA dolcan -1 0.335 0.033 10.043 0.000
18 cpiUSA cpiUSA -1 0.998 0.001 1830.173 0.000
19 dolcan Trend 0.000 0.000 -1.336 0.183
20 dolcan dolcan -1 0.992 0.007 146.709 0.000
21 dolcan cpiUSA -1 0.000 0.000 1.368 0.172
22 cpiUSA Trend -0.003 0.001 -3.427 0.001
23 cpiUSA dolcan -1 0.037 0.093 0.393 0.694
24 cpiUSA cpiUSA -1 1.009 0.003 302.527 0.000
25 dolcan Intercept 0.014 0.012 1.092 0.275
26 dolcan Trend 0.000 0.000 -0.299 0.765
27 dolcan dolcan -1 1.150 0.055 20.756 0.000
28 dolcan cpiUSA -1 -0.004 0.004 -0.920 0.358
29 dolcan dolcan -2 -0.166 0.055 -2.999 0.003
30 dolcan cpiUSA -2 0.004 0.004 0.957 0.339
31 cpiUSA Intercept 0.283 0.154 1.843 0.066
32 cpiUSA Trend 0.000 0.001 0.325 0.746
33 cpiUSA dolcan -1 0.533 0.684 0.780 0.436
34 cpiUSA cpiUSA -1 1.458 0.050 29.055 0.000
35 cpiUSA dolcan -2 -0.605 0.683 -0.885 0.377
36 cpiUSA cpiUSA -2 -0.459 0.050 -9.106 0.000
37 dolcan Intercept 0.016 0.008 1.959 0.051
38 dolcan dolcan -1 1.151 0.055 20.794 0.000
39 dolcan cpiUSA -1 -0.004 0.004 -0.914 0.362
40 dolcan dolcan -2 -0.166 0.055 -3.009 0.003
41 dolcan cpiUSA -2 0.004 0.004 0.932 0.352
42 cpiUSA Intercept 0.246 0.103 2.388 0.018
43 cpiUSA dolcan -1 0.529 0.683 0.776 0.439
44 cpiUSA cpiUSA -1 1.457 0.050 29.098 0.000
45 cpiUSA dolcan -2 -0.601 0.682 -0.880 0.379
46 cpiUSA cpiUSA -2 -0.457 0.050 -9.136 0.000
47 dolcan dolcan -1 1.161 0.055 20.982 0.000
48 dolcan cpiUSA -1 -0.002 0.004 -0.490 0.625
49 dolcan dolcan -2 -0.160 0.055 -2.889 0.004
50 dolcan cpiUSA -2 0.002 0.004 0.493 0.622
51 cpiUSA dolcan -1 0.684 0.685 1.000 0.318
52 cpiUSA cpiUSA -1 1.484 0.049 30.161 0.000
53 cpiUSA dolcan -2 -0.507 0.686 -0.739 0.460
54 cpiUSA cpiUSA -2 -0.485 0.049 -9.877 0.000
55 dolcan Trend 0.000 0.000 -1.649 0.100
56 dolcan dolcan -1 1.153 0.055 20.833 0.000
57 dolcan cpiUSA -1 -0.003 0.004 -0.786 0.432
58 dolcan dolcan -2 -0.163 0.055 -2.944 0.003
59 dolcan cpiUSA -2 0.004 0.004 0.878 0.381
60 cpiUSA Trend -0.001 0.001 -1.543 0.124
61 cpiUSA dolcan -1 0.598 0.685 0.872 0.384
62 cpiUSA cpiUSA -1 1.469 0.050 29.426 0.000
63 cpiUSA dolcan -2 -0.538 0.685 -0.786 0.432
64 cpiUSA cpiUSA -2 -0.466 0.050 -9.234 0.000
65 dolcan ECT -0.015 0.008 -1.787 0.075
66 dolcan Intercept 0.011 0.005 2.088 0.038
67 dolcan Trend 0.000 0.000 -1.735 0.084
68 dolcan dolcan -1 0.166 0.055 2.996 0.003
69 dolcan cpiUSA -1 -0.004 0.004 -0.977 0.329
70 cpiUSA ECT -0.050 0.104 -0.484 0.629
71 cpiUSA Intercept 0.193 0.065 2.972 0.003
72 cpiUSA Trend 0.000 0.000 -0.975 0.330
73 cpiUSA dolcan -1 0.587 0.682 0.861 0.390
74 cpiUSA cpiUSA -1 0.457 0.050 9.091 0.000
75 dolcan ECT -0.001 0.003 -0.439 0.661
76 dolcan Intercept 0.002 0.001 1.678 0.094
77 dolcan dolcan -1 0.160 0.055 2.884 0.004
78 dolcan cpiUSA -1 -0.003 0.004 -0.743 0.458
79 cpiUSA ECT 0.047 0.031 1.503 0.134
80 cpiUSA Intercept 0.132 0.016 8.446 0.000
81 cpiUSA dolcan -1 0.545 0.681 0.801 0.424
82 cpiUSA cpiUSA -1 0.464 0.050 9.314 0.000
83 dolcan ECT -0.001 0.003 -0.269 0.788
84 dolcan dolcan -1 0.168 0.055 3.043 0.003
85 dolcan cpiUSA -1 0.002 0.002 1.000 0.318
86 cpiUSA ECT 0.073 0.034 2.149 0.032
87 cpiUSA dolcan -1 1.077 0.749 1.438 0.151
88 cpiUSA cpiUSA -1 0.800 0.033 24.314 0.000
89 dolcan ECT 0.001 0.003 0.453 0.651
90 dolcan Trend 0.000 0.000 1.212 0.227
91 dolcan dolcan -1 0.161 0.056 2.902 0.004
92 dolcan cpiUSA -1 -0.001 0.004 -0.317 0.752
93 cpiUSA ECT 0.239 0.038 6.342 0.000
94 cpiUSA Trend 0.001 0.000 7.869 0.000
95 cpiUSA dolcan -1 0.508 0.690 0.737 0.462
96 cpiUSA cpiUSA -1 0.505 0.048 10.495 0.000
97 dolcan ECT -0.015 0.009 -1.788 0.075
98 dolcan Intercept 0.012 0.005 2.140 0.033
99 dolcan Trend 0.000 0.000 -1.746 0.082
100 dolcan dolcan -1 0.168 0.056 2.987 0.003
101 dolcan cpiUSA -1 -0.003 0.005 -0.555 0.579
102 dolcan dolcan -2 -0.022 0.056 -0.389 0.697
103 dolcan cpiUSA -2 -0.003 0.005 -0.673 0.502
104 cpiUSA ECT -0.040 0.105 -0.379 0.705
105 cpiUSA Intercept 0.185 0.067 2.773 0.006
106 cpiUSA Trend 0.000 0.000 -0.856 0.393
107 cpiUSA dolcan -1 0.692 0.693 0.998 0.319
108 cpiUSA cpiUSA -1 0.454 0.057 8.031 0.000
109 cpiUSA dolcan -2 -0.630 0.696 -0.905 0.366
110 cpiUSA cpiUSA -2 0.011 0.057 0.194 0.846
111 dolcan ECT -0.001 0.003 -0.406 0.685
112 dolcan Intercept 0.002 0.001 1.731 0.084
113 dolcan dolcan -1 0.164 0.056 2.903 0.004
114 dolcan cpiUSA -1 -0.002 0.005 -0.413 0.680
115 dolcan dolcan -2 -0.030 0.056 -0.538 0.591
116 dolcan cpiUSA -2 -0.002 0.005 -0.501 0.616
117 cpiUSA ECT 0.046 0.031 1.476 0.141
118 cpiUSA Intercept 0.130 0.017 7.435 0.000
119 cpiUSA dolcan -1 0.666 0.692 0.961 0.337
120 cpiUSA cpiUSA -1 0.458 0.056 8.131 0.000
121 cpiUSA dolcan -2 -0.681 0.693 -0.982 0.327
122 cpiUSA cpiUSA -2 0.016 0.056 0.280 0.780
123 dolcan ECT -0.001 0.003 -0.296 0.768
124 dolcan dolcan -1 0.172 0.056 3.062 0.002
125 dolcan cpiUSA -1 0.002 0.004 0.369 0.712
126 dolcan dolcan -2 -0.025 0.057 -0.446 0.656
127 dolcan cpiUSA -2 0.001 0.004 0.297 0.767
128 cpiUSA ECT 0.061 0.034 1.803 0.072
129 cpiUSA dolcan -1 1.129 0.746 1.512 0.131
130 cpiUSA cpiUSA -1 0.638 0.055 11.614 0.000
131 cpiUSA dolcan -2 -0.409 0.749 -0.545 0.586
132 cpiUSA cpiUSA -2 0.202 0.055 3.689 0.000
133 dolcan ECT 0.002 0.003 0.513 0.608
134 dolcan Trend 0.000 0.000 1.211 0.227
135 dolcan dolcan -1 0.166 0.057 2.930 0.004
136 dolcan cpiUSA -1 -0.001 0.005 -0.148 0.883
137 dolcan dolcan -2 -0.030 0.057 -0.534 0.594
138 dolcan cpiUSA -2 -0.001 0.005 -0.225 0.822
139 cpiUSA ECT 0.230 0.040 5.757 0.000
140 cpiUSA Trend 0.001 0.000 6.875 0.000
141 cpiUSA dolcan -1 0.655 0.701 0.935 0.350
142 cpiUSA cpiUSA -1 0.484 0.056 8.631 0.000
143 cpiUSA dolcan -2 -0.762 0.702 -1.086 0.278
144 cpiUSA cpiUSA -2 0.044 0.056 0.788 0.431
Non linear functions
Code
sapply(mods_nonLIn, function(x) head(regime(x), 3))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] NA NA NA NA NA NA NA NA NA NA NA NA NA NA
[2,] 1 1 1 1 1 1 1 1 NA NA NA NA NA NA
[3,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] NA NA NA NA NA NA NA NA NA NA NA NA
[2,] NA NA NA NA NA NA NA NA NA NA NA NA
[3,] 1 1 2 3 2 3 2 3 2 3 NA NA
[,27] [,28] [,29] [,30] [,31] [,32]
[1,] NA NA NA NA NA NA
[2,] NA NA NA NA NA NA
[3,] NA NA NA NA NA NA
Code
sapply(mods_nonLIn, function(x) tail(regime(x), 3))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3
[2,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3
[3,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] 2 3 1 1 1 1 1 1 1 1 1 1
[2,] 2 3 1 1 1 1 1 1 1 1 1 1
[3,] 2 3 1 1 1 1 1 1 1 1 1 1
[,27] [,28] [,29] [,30] [,31] [,32]
[1,] 1 1 1 1 1 1
[2,] 1 1 1 1 1 1
[3,] 1 1 1 1 1 1
Code
sapply(mods_nonLIn, function(x) head(regime(x, initVal = FALSE), 3))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[2,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[3,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] 1 1 2 3 2 3 2 3 2 3 2 3
[2,] 1 1 2 3 2 3 2 3 2 3 2 3
[3,] 1 1 2 3 2 3 2 3 2 3 2 3
[,27] [,28] [,29] [,30] [,31] [,32]
[1,] 2 3 2 3 2 3
[2,] 2 3 2 3 2 3
[3,] 2 3 2 3 2 3
Code
sapply(mods_nonLIn, function(x) tail(regime(x, initVal = FALSE), 3))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3
[2,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3
[3,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] 2 3 1 1 1 1 1 1 1 1 1 1
[2,] 2 3 1 1 1 1 1 1 1 1 1 1
[3,] 2 3 1 1 1 1 1 1 1 1 1 1
[,27] [,28] [,29] [,30] [,31] [,32]
[1,] 1 1 1 1 1 1
[2,] 1 1 1 1 1 1
[3,] 1 1 1 1 1 1
Code
sapply(mods_nonLIn, function(x) head(regime(x, time = FALSE), 3))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] NA NA NA NA NA NA NA NA NA NA NA NA NA NA
[2,] 1 1 1 1 1 1 1 1 NA NA NA NA NA NA
[3,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] NA NA NA NA NA NA NA NA NA NA NA NA
[2,] NA NA NA NA NA NA NA NA NA NA NA NA
[3,] 1 1 2 3 2 3 2 3 2 3 NA NA
[,27] [,28] [,29] [,30] [,31] [,32]
[1,] NA NA NA NA NA NA
[2,] NA NA NA NA NA NA
[3,] NA NA NA NA NA NA
Code
sapply(mods_nonLIn, function(x) head(regime(x, time = FALSE, initVal = FALSE),
3))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[2,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[3,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] 1 1 2 3 2 3 2 3 2 3 2 3
[2,] 1 1 2 3 2 3 2 3 2 3 2 3
[3,] 1 1 2 3 2 3 2 3 2 3 2 3
[,27] [,28] [,29] [,30] [,31] [,32]
[1,] 2 3 2 3 2 3
[2,] 2 3 2 3 2 3
[3,] 2 3 2 3 2 3
toLatex
Code
sapply(mods, toLatex)
Output
[[1]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0104 \\ 0.3790
\end{smatrix}+\begin{smatrix} %trend
-2.2\text{e-05} \\ -0.0007
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9871 & 0.0001 \\
-0.1395 & 1.0023
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[2]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0128 \\ 0.4554
\end{smatrix}
+\begin{smatrix} %Lag1
0.9871 & 6.4\text{e-05} \\
-0.1411 & 0.9996
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[3]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %Lag1
1.0004 & 1.2\text{e-05} \\
0.3346 & 0.9978
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[4]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %trend
-7.7\text{e-05} \\ -0.0027
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9920 & 0.0003 \\
0.0365 & 1.0090
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[5]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0136 \\ 0.2832
\end{smatrix}+\begin{smatrix} %trend
-2.6\text{e-05} \\ 0.0003
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1504 & -0.0037 \\
0.5332 & 1.4575
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1661 & 0.0039 \\
-0.6049 & -0.4591
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[6]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0164 \\ 0.2463
\end{smatrix}
+\begin{smatrix} %Lag1
1.1507 & -0.0037 \\
0.5294 & 1.4571
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1664 & 0.0038 \\
-0.6006 & -0.4574
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[7]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %Lag1
1.1610 & -0.0019 \\
0.6843 & 1.4836
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1602 & 0.0020 \\
-0.5073 & -0.4848
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[8]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %trend
-9.6\text{e-05} \\ -0.0011
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1535 & -0.0032 \\
0.5978 & 1.4694
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1629 & 0.0036 \\
-0.5384 & -0.4660
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[9]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0151 \\ -0.0503
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0110 \\ 0.1931
\end{smatrix}+\begin{smatrix} %trend
-4.5\text{e-05} \\ -0.0003
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1656 & -0.0040 \\
0.5872 & 0.4569
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[10]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0011 \\ 0.0466
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0021 \\ 0.1316
\end{smatrix}
+\begin{smatrix} %Lag1
0.1595 & -0.0030 \\
0.5453 & 0.4636
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[11]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0007 \\ 0.0732
\end{smatrix}ECT_{-1}
+\begin{smatrix} %Lag1
0.1681 & 0.0024 \\
1.0771 & 0.8004
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[12]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
0.0014 \\ 0.2386
\end{smatrix}ECT_{-1}
\begin{smatrix} %trend
7.6\text{e-06} \\ 0.0006
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1611 & -0.0012 \\
0.5082 & 0.5052
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[13]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0152 \\ -0.0398
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0116 \\ 0.1849
\end{smatrix}+\begin{smatrix} %trend
-4.6\text{e-05} \\ -0.0003
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1679 & -0.0025 \\
0.6918 & 0.4539
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0220 & -0.0031 \\
-0.6301 & 0.0110
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[14]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0010 \\ 0.0461
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0025 \\ 0.1298
\end{smatrix}
+\begin{smatrix} %Lag1
0.1635 & -0.0019 \\
0.6656 & 0.4578
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0303 & -0.0023 \\
-0.6808 & 0.0158
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[15]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0008 \\ 0.0609
\end{smatrix}ECT_{-1}
+\begin{smatrix} %Lag1
0.1723 & 0.0015 \\
1.1289 & 0.6385
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0252 & 0.0012 \\
-0.4086 & 0.2017
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[16]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
0.0017 \\ 0.2304
\end{smatrix}ECT_{-1}
\begin{smatrix} %trend
8.4\text{e-06} \\ 0.0006
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1656 & -0.0007 \\
0.6551 & 0.4838
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0302 & -0.0010 \\
-0.7619 & 0.0441
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[17]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0821 \\ -0.5559
\end{smatrix}+\begin{smatrix} %trend
0.0007 \\ -0.0018
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9823 & -0.0024 \\
0.7181 & 1.0032
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
-0.0135 \\ 2.2021
\end{smatrix}+\begin{smatrix} %trend
-0.0002 \\ 0.0073
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9915 & 0.0007 \\
-0.7468 & 0.9702
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.1439 \\
\end{array}
\right.
\end{equation}
[[18]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0821 \\ -0.5559
\end{smatrix}+\begin{smatrix} %trend
0.0007 \\ -0.0018
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9823 & -0.0024 \\
0.7181 & 1.0032
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
-0.0213 \\ 2.0413
\end{smatrix}+\begin{smatrix} %trend
-0.0002 \\ 0.0064
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9952 & 0.0008 \\
-0.6686 & 0.9732
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.3893 \\
\begin{smatrix} %const
0.3579 \\ -1.2736
\end{smatrix}+\begin{smatrix} %trend
0.0014 \\ -0.0035
\end{smatrix}t
+\begin{smatrix} %Lag1
0.8674 & -0.0056 \\
0.1600 & 1.0215
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[19]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0077 \\ -1.0125
\end{smatrix}
+\begin{smatrix} %Lag1
0.9940 & 1.4\text{e-05} \\
1.3416 & 0.9969
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %const
0.0305 \\ 0.4650
\end{smatrix}
+\begin{smatrix} %Lag1
0.9689 & 0.0001 \\
-0.2413 & 1.0007
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[20]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
-0.0298 \\ -0.2707
\end{smatrix}
+\begin{smatrix} %Lag1
1.0311 & 8.4\text{e-06} \\
0.5938 & 0.9971
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
0.0672 \\ 1.9185
\end{smatrix}
+\begin{smatrix} %Lag1
0.9434 & 1.1\text{e-05} \\
-1.0550 & 0.9957
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
\begin{smatrix} %const
0.0305 \\ 0.4650
\end{smatrix}
+\begin{smatrix} %Lag1
0.9689 & 0.0001 \\
-0.2413 & 1.0007
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[21]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
1.0018 & -6\text{e-06} \\
0.3056 & 0.9995
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
+\begin{smatrix} %Lag1
0.9949 & 9.2\text{e-05} \\
0.1555 & 0.9999
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[22]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
0.9995 & 8.1\text{e-05} \\
0.3063 & 0.9977
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
+\begin{smatrix} %Lag1
0.9998 & 1.9\text{e-05} \\
0.5560 & 0.9960
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
+\begin{smatrix} %Lag1
0.9949 & 9.2\text{e-05} \\
0.1555 & 0.9999
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[23]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
2.1\text{e-05} \\ 0.0039
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.0038 & -8.5\text{e-05} \\
0.6855 & 0.9846
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %trend
-0.0002 \\ -0.0014
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9703 & 0.0010 \\
-0.0072 & 1.0059
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[24]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
0.0003 \\ 0.0010
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.0280 & -0.0010 \\
0.4086 & 0.9938
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %trend
-0.0002 \\ 0.0017
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9847 & 0.0007 \\
0.7017 & 0.9899
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
\begin{smatrix} %trend
-0.0002 \\ -0.0014
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9703 & 0.0010 \\
-0.0072 & 1.0059
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[25]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0923 \\ -0.3846
\end{smatrix}+\begin{smatrix} %trend
0.0007 \\ -0.0006
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1164 & 0.0057 \\
-0.0579 & 1.2098
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1477 & -0.0081 \\
0.6665 & -0.2107
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
0.0006 \\ 1.6399
\end{smatrix}+\begin{smatrix} %trend
-0.0001 \\ 0.0060
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1410 & -0.0035 \\
0.5722 & 1.3343
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1549 & 0.0040 \\
-1.1085 & -0.3583
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.1439 \\
\end{array}
\right.
\end{equation}
[[26]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0923 \\ -0.3846
\end{smatrix}+\begin{smatrix} %trend
0.0007 \\ -0.0006
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1164 & 0.0057 \\
-0.0579 & 1.2098
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1477 & -0.0081 \\
0.6665 & -0.2107
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
-0.0154 \\ 1.5002
\end{smatrix}+\begin{smatrix} %trend
-0.0002 \\ 0.0054
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1806 & 0.0010 \\
0.5086 & 1.3202
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1865 & -0.0003 \\
-0.9522 & -0.3425
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.3893 \\
\begin{smatrix} %const
0.3044 \\ 1.2815
\end{smatrix}+\begin{smatrix} %trend
0.0012 \\ 0.0092
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9527 & -0.0297 \\
2.0105 & 1.3074
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0770 & 0.0253 \\
-2.3912 & -0.3393
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[27]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0140 \\ -0.6473
\end{smatrix}
+\begin{smatrix} %Lag1
1.1438 & 0.0026 \\
0.8354 & 1.3948
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1574 & -0.0025 \\
0.0150 & -0.3968
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %const
0.0402 \\ 0.2830
\end{smatrix}
+\begin{smatrix} %Lag1
1.1335 & -0.0102 \\
0.4492 & 1.3110
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1713 & 0.0104 \\
-0.5822 & -0.3106
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[28]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0140 \\ -0.6473
\end{smatrix}
+\begin{smatrix} %Lag1
1.1438 & 0.0026 \\
0.8354 & 1.3948
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1574 & -0.0025 \\
0.0150 & -0.3968
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %const
0.0233 \\ -0.0503
\end{smatrix}
+\begin{smatrix} %Lag1
1.2136 & -0.0041 \\
0.5533 & 1.2690
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2374 & 0.0042 \\
-0.3583 & -0.2696
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.2252 < \text{Th} < 1.3893 \\
\begin{smatrix} %const
0.0580 \\ -0.6535
\end{smatrix}
+\begin{smatrix} %Lag1
0.9631 & -0.0279 \\
2.0919 & 1.3218
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0270 & 0.0283 \\
-1.9980 & -0.3159
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[29]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
1.1453 & -0.0006 \\
0.6625 & 1.4943
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1436 & 0.0005 \\
-0.5054 & -0.4946
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2263 \\
+\begin{smatrix} %Lag1
1.1609 & -0.0071 \\
0.5957 & 1.3145
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1656 & 0.0072 \\
-0.4870 & -0.3146
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2263 \\
\end{array}
\right.
\end{equation}
[[30]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
1.1964 & 0.0037 \\
-0.0369 & 1.2243
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1986 & -0.0036 \\
0.2958 & -0.2267
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
+\begin{smatrix} %Lag1
1.1265 & 0.0035 \\
0.9516 & 1.3785
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1289 & -0.0034 \\
-0.6091 & -0.3809
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
+\begin{smatrix} %Lag1
1.1589 & -0.0080 \\
0.6281 & 1.3264
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1628 & 0.0081 \\
-0.5220 & -0.3266
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[31]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
-1.6\text{e-05} \\ 0.0031
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1450 & -0.0004 \\
0.7035 & 1.4672
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1450 & 0.0005 \\
-0.2401 & -0.4792
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2263 \\
\begin{smatrix} %trend
-0.0002 \\ -0.0006
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1271 & -0.0092 \\
0.5092 & 1.3092
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1574 & 0.0102 \\
-0.4662 & -0.3068
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2263 \\
\end{array}
\right.
\end{equation}
[[32]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
-6.3\text{e-05} \\ 0.0030
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1558 & 0.0015 \\
1.0534 & 1.5076
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1604 & -0.0013 \\
-0.6132 & -0.5193
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2338 \\
\begin{smatrix} %trend
-0.0002 \\ 0.0012
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1844 & -0.0057 \\
0.3427 & 1.1578
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2111 & 0.0066 \\
-0.0438 & -0.1633
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.2338 < \text{Th} < 1.3893 \\
\begin{smatrix} %trend
-0.0002 \\ 0.0036
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9859 & -0.0276 \\
2.1499 & 1.3166
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0234 & 0.0286 \\
-2.1654 & -0.3255
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[33]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0517 \\ 0.7379
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0053 \\ 0.6239
\end{smatrix}+\begin{smatrix} %trend
-3.9\text{e-05} \\ -0.0011
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1675 & -0.0122 \\
-0.1020 & 0.1395
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
-0.0010 \\ 0.0155
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0036 \\ 0.1013
\end{smatrix}+\begin{smatrix} %trend
-3.3\text{e-05} \\ -3.6\text{e-05}
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1313 & 0.0023 \\
0.2371 & 0.6209
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1176 \\
\end{array}
\right.
\end{equation}
[[34]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0517 \\ 0.7379
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0053 \\ 0.6239
\end{smatrix}+\begin{smatrix} %trend
-3.9\text{e-05} \\ -0.0011
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1675 & -0.0122 \\
-0.1020 & 0.1395
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
-0.0023 \\ -0.3376
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0144 \\ 0.3660
\end{smatrix}+\begin{smatrix} %trend
-0.0001 \\ -0.0012
\end{smatrix}t
+\begin{smatrix} %Lag1
0.0850 & 0.0035 \\
1.1887 & 0.4816
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.1176 < \text{Th} < 0.3236 \\
\begin{smatrix} %ECT
-0.0290 \\ 0.3350
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0168 \\ -0.1220
\end{smatrix}+\begin{smatrix} %trend
3.6\text{e-06} \\ 0.0020
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1850 & -0.0078 \\
-1.5210 & 0.6142
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 0.3236 \\
\end{array}
\right.
\end{equation}
[[35]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0375 \\ 0.7085
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0069 \\ 0.4007
\end{smatrix}
+\begin{smatrix} %Lag1
0.1251 & -0.0102 \\
0.1907 & 0.1982
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
0.0061 \\ 0.0587
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0016 \\ 0.0858
\end{smatrix}
+\begin{smatrix} %Lag1
0.1644 & 0.0029 \\
0.2257 & 0.6190
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1176 \\
\end{array}
\right.
\end{equation}
[[36]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0375 \\ 0.7085
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0069 \\ 0.4007
\end{smatrix}
+\begin{smatrix} %Lag1
0.1251 & -0.0102 \\
0.1907 & 0.1982
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1205 \\
\begin{smatrix} %ECT
0.0415 \\ -0.3566
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0065 \\ 0.1845
\end{smatrix}
+\begin{smatrix} %Lag1
0.2581 & 0.0112 \\
0.4801 & 0.2797
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.1205 < \text{Th} < 0.1832 \\
\begin{smatrix} %ECT
-0.0007 \\ -0.0967
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0008 \\ 0.1360
\end{smatrix}
+\begin{smatrix} %Lag1
0.1052 & 0.0030 \\
-0.7273 & 0.6801
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 0.1832 \\
\end{array}
\right.
\end{equation}
[[37]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0220 \\ -0.5507
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1177 & -0.0145 \\
1.0162 & 0.3249
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
0.0028 \\ 0.1897
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1680 & 0.0010 \\
-0.2859 & 0.7504
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1176 \\
\end{array}
\right.
\end{equation}
[[38]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0252 \\ -0.4527
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1674 & -0.0180 \\
2.2624 & 0.2430
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.2599 \\
\begin{smatrix} %ECT
-0.0155 \\ -0.9222
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.0733 & -0.0093 \\
-0.5414 & 0.3017
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.2599 < \text{Th} < -0.1051 \\
\begin{smatrix} %ECT
0.0030 \\ 0.1947
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1689 & 0.0007 \\
-0.2687 & 0.7443
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1051 \\
\end{array}
\right.
\end{equation}
[[39]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0600 \\ -0.5717
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-4.7\text{e-05} \\ 4.0\text{e-06}
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.2434 & -0.0117 \\
1.4443 & 0.1073
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.2639 \\
\begin{smatrix} %ECT
0.0024 \\ 0.1882
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
9.1\text{e-08} \\ 0.0006
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1271 & 0.0008 \\
-0.1181 & 0.5950
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.2639 \\
\end{array}
\right.
\end{equation}
[[40]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0659 \\ -0.7485
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-4.9\text{e-05} \\ -0.0003
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1448 & -0.0165 \\
2.2377 & 0.2192
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.2796 \\
\begin{smatrix} %ECT
0.0025 \\ 0.0803
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-3.1\text{e-07} \\ 0.0008
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1908 & 0.0022 \\
-0.4850 & 0.3836
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.2796 < \text{Th} < 0.2373 \\
\begin{smatrix} %ECT
0.0043 \\ 0.1290
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-1.6\text{e-05} \\ 0.0008
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.0840 & 0.0010 \\
-0.6772 & 0.7079
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 0.2373 \\
\end{array}
\right.
\end{equation}
[[41]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0152 \\ -0.2511
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0111 \\ 0.3347
\end{smatrix}+\begin{smatrix} %trend
-4.8\text{e-05} \\ -0.0008
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1839 & -0.0045 \\
0.5328 & 0.3380
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0294 & -0.0020 \\
-1.2293 & -0.1620
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.2123 \\
\begin{smatrix} %ECT
-0.0128 \\ 0.1822
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0099 \\ -0.0415
\end{smatrix}+\begin{smatrix} %trend
-3.5\text{e-05} \\ 0.0011
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1255 & 0.0058 \\
-1.0680 & 0.4181
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1980 & -0.0106 \\
0.9412 & 0.3071
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2123 \\
\end{array}
\right.
\end{equation}
[[42]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0174 \\ -0.1891
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0112 \\ 0.2841
\end{smatrix}+\begin{smatrix} %trend
-4.9\text{e-05} \\ -0.0006
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1571 & -0.0103 \\
0.4259 & 0.2873
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0524 & 0.0012 \\
-1.1874 & -0.1195
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.1839 \\
\begin{smatrix} %ECT
-0.3473 \\ -6.1188
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0752 \\ 2.7091
\end{smatrix}+\begin{smatrix} %trend
-5.3\text{e-05} \\ -0.0090
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1603 & 0.0336 \\
-1.9196 & 0.4390
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.1327 & -0.0304 \\
-4.9985 & -0.2457
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } 0.1839 < \text{Th} < 0.2161 \\
\begin{smatrix} %ECT
-0.0119 \\ 0.3550
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0097 \\ -0.1138
\end{smatrix}+\begin{smatrix} %trend
2.2\text{e-05} \\ 0.0019
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1143 & -0.0028 \\
-1.3484 & 0.3682
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2251 & -0.0106 \\
0.4193 & 0.2529
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2161 \\
\end{array}
\right.
\end{equation}
[[43]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0027 \\ -0.0309
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0019 \\ 0.1737
\end{smatrix}
+\begin{smatrix} %Lag1
0.1822 & -0.0033 \\
0.5033 & 0.3591
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0229 & -0.0008 \\
-1.3438 & -0.1393
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.2123 \\
\begin{smatrix} %ECT
-0.0019 \\ -0.1715
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0041 \\ 0.1464
\end{smatrix}
+\begin{smatrix} %Lag1
0.1174 & 0.0054 \\
-0.8027 & 0.4307
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2105 & -0.0110 \\
1.3485 & 0.3192
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2123 \\
\end{array}
\right.
\end{equation}
[[44]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0462 \\ 0.9601
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0101 \\ 0.5190
\end{smatrix}
+\begin{smatrix} %Lag1
0.1582 & -0.0112 \\
-0.3723 & 0.2068
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0184 & 0.0035 \\
-1.6020 & -0.1615
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< -0.2136 \\
\begin{smatrix} %ECT
0.0204 \\ -0.1547
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0037 \\ 0.1421
\end{smatrix}
+\begin{smatrix} %Lag1
0.1867 & 0.0172 \\
1.4258 & 0.5895
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0198 & -0.0100 \\
-1.1805 & -0.1352
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } -0.2136 < \text{Th} < 0.2161 \\
\begin{smatrix} %ECT
-0.0176 \\ -0.1413
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0127 \\ 0.1422
\end{smatrix}
+\begin{smatrix} %Lag1
0.1203 & -0.0022 \\
-0.8278 & 0.4228
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2166 & -0.0101 \\
1.1683 & 0.2976
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2161 \\
\end{array}
\right.
\end{equation}
[[45]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0179 \\ -0.5653
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1392 & -0.0133 \\
0.6576 & 0.3145
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0022 & 0.0014 \\
-0.6239 & -0.0880
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< -0.1898 \\
\begin{smatrix} %ECT
0.0065 \\ 0.1547
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1600 & 0.0079 \\
-0.0089 & 0.6712
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0661 & -0.0107 \\
-0.9158 & 0.1318
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> -0.1898 \\
\end{array}
\right.
\end{equation}
[[46]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0168 \\ -0.6306
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.2488 & -0.0090 \\
0.7049 & 0.1132
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1622 & -0.0005 \\
0.7159 & -0.1447
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< -0.2834 \\
\begin{smatrix} %ECT
-0.0150 \\ -0.7096
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.0339 & -0.0261 \\
-0.3325 & 0.4394
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.2262 & 0.0154 \\
-1.4005 & -0.0329
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } -0.2834 < \text{Th} < -0.2136 \\
\begin{smatrix} %ECT
0.0058 \\ 0.1521
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1726 & 0.0105 \\
-0.1469 & 0.6396
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0808 & -0.0125 \\
-1.1324 & 0.1646
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> -0.2136 \\
\end{array}
\right.
\end{equation}
[[47]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0016 \\ 0.1606
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
5.7\text{e-06} \\ 0.0008
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1857 & -0.0020 \\
0.5883 & 0.4155
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0235 & 0.0006 \\
-1.4090 & -0.0821
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.2123 \\
\begin{smatrix} %ECT
0.0060 \\ 0.1033
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
7.3\text{e-06} \\ 0.0010
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1190 & 0.0061 \\
-1.0407 & 0.4170
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2116 & -0.0097 \\
0.9983 & 0.3033
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2123 \\
\end{array}
\right.
\end{equation}
[[48]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0030 \\ 0.1749
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
6.1\text{e-06} \\ 0.0008
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1616 & -0.0076 \\
0.5407 & 0.3552
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0466 & 0.0041 \\
-1.3326 & -0.0463
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.1839 \\
\begin{smatrix} %ECT
-0.0599 \\ 4.2280
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
6.6\text{e-05} \\ -0.0047
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1752 & 0.0419 \\
-1.3831 & 0.7378
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.2040 & -0.0341 \\
-2.4316 & -0.3810
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } 0.1839 < \text{Th} < 0.2161 \\
\begin{smatrix} %ECT
0.0068 \\ 0.1360
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
6.5\text{e-05} \\ 0.0014
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1067 & -0.0028 \\
-1.2594 & 0.3674
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2407 & -0.0101 \\
0.6007 & 0.2467
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2161 \\
\end{array}
\right.
\end{equation}
Code
options(show.signif.stars = FALSE)
Code
sapply(mods, function(x) toLatex(summary(x)))
Output
[[1]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0104(0.0125) \\ 0.3790(0.1702)
\end{smatrix}+\begin{smatrix} %trend
-2.2\text{e-05}(8.7\text{e-05}) \\ -0.0007(0.0012)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9871(0.0089) & 0.0001(0.0003) \\
-0.1395(0.1216) & 1.0023(0.0045)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[2]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0128(0.0082) \\ 0.4554(0.1120)
\end{smatrix}
+\begin{smatrix} %Lag1
0.9871(0.0089) & 6.4\text{e-05}(5.1\text{e-05}) \\
-0.1411(0.1215) & 0.9996(0.0007)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[3]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %Lag1
1.0004(0.0024) & 1.2\text{e-05}(3.9\text{e-05}) \\
0.3346(0.0333) & 0.9978(0.0005)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[4]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %trend
-7.7\text{e-05}(5.7\text{e-05}) \\ -0.0027(0.0008)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9920(0.0068) & 0.0003(0.0002) \\
0.0365(0.0929) & 1.0090(0.0033)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[5]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0136(0.0125) \\ 0.2832(0.1537)
\end{smatrix}+\begin{smatrix} %trend
-2.6\text{e-05}(8.7\text{e-05}) \\ 0.0003(0.0011)
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1504(0.0554) & -0.0037(0.0041) \\
0.5332(0.6837) & 1.4575(0.0502)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1661(0.0554) & 0.0039(0.0041) \\
-0.6049(0.6833) & -0.4591(0.0504)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[6]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0164(0.0084) \\ 0.2463(0.1031)
\end{smatrix}
+\begin{smatrix} %Lag1
1.1507(0.0553) & -0.0037(0.0041) \\
0.5294(0.6827) & 1.4571(0.0501)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1664(0.0553) & 0.0038(0.0041) \\
-0.6006(0.6822) & -0.4574(0.0501)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[7]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %Lag1
1.1610(0.0553) & -0.0019(0.0040) \\
0.6843(0.6846) & 1.4836(0.0492)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1602(0.0555) & 0.0020(0.0040) \\
-0.5073(0.6861) & -0.4848(0.0491)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[8]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %trend
-9.6\text{e-05}(5.8\text{e-05}) \\ -0.0011(0.0007)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1535(0.0554) & -0.0032(0.0040) \\
0.5978(0.6854) & 1.4694(0.0499)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1629(0.0553) & 0.0036(0.0041) \\
-0.5384(0.6849) & -0.4660(0.0505)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[9]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0151(0.0084) \\ -0.0503(0.1041)
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0110(0.0053) \\ 0.1931(0.0650)
\end{smatrix}+\begin{smatrix} %trend
-4.5\text{e-05}(2.6\text{e-05}) \\ -0.0003(0.0003)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1656(0.0553) & -0.0040(0.0041) \\
0.5872(0.6821) & 0.4569(0.0503)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[10]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0011(0.0025) \\ 0.0466(0.0310)
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0021(0.0013) \\ 0.1316(0.0156)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1595(0.0553) & -0.0030(0.0040) \\
0.5453(0.6807) & 0.4636(0.0498)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[11]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0007(0.0025) \\ 0.0732(0.0340)
\end{smatrix}ECT_{-1}
+\begin{smatrix} %Lag1
0.1681(0.0552) & 0.0024(0.0024) \\
1.0771(0.7488) & 0.8004(0.0329)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[12]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
0.0014(0.0030) \\ 0.2386(0.0376)
\end{smatrix}ECT_{-1}
\begin{smatrix} %trend
7.6\text{e-06}(6.3\text{e-06}) \\ 0.0006(7.8\text{e-05})
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1611(0.0555) & -0.0012(0.0039) \\
0.5082(0.6900) & 0.5052(0.0481)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[13]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0152(0.0085) \\ -0.0398(0.1052)
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0116(0.0054) \\ 0.1849(0.0667)
\end{smatrix}+\begin{smatrix} %trend
-4.6\text{e-05}(2.6\text{e-05}) \\ -0.0003(0.0003)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1679(0.0562) & -0.0025(0.0046) \\
0.6918(0.6934) & 0.4539(0.0565)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0220(0.0564) & -0.0031(0.0046) \\
-0.6301(0.6962) & 0.0110(0.0567)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[14]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0010(0.0025) \\ 0.0461(0.0313)
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0025(0.0014) \\ 0.1298(0.0175)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1635(0.0563) & -0.0019(0.0046) \\
0.6656(0.6924) & 0.4578(0.0563)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0303(0.0564) & -0.0023(0.0046) \\
-0.6808(0.6933) & 0.0158(0.0564)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[15]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0008(0.0025) \\ 0.0609(0.0338)
\end{smatrix}ECT_{-1}
+\begin{smatrix} %Lag1
0.1723(0.0563) & 0.0015(0.0041) \\
1.1289(0.7465) & 0.6385(0.0550)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0252(0.0565) & 0.0012(0.0041) \\
-0.4086(0.7495) & 0.2017(0.0547)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[16]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
0.0017(0.0032) \\ 0.2304(0.0400)
\end{smatrix}ECT_{-1}
\begin{smatrix} %trend
8.4\text{e-06}(7.0\text{e-06}) \\ 0.0006(8.6\text{e-05})
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1656(0.0565) & -0.0007(0.0045) \\
0.6551(0.7006) & 0.4838(0.0561)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0302(0.0566) & -0.0010(0.0045) \\
-0.7619(0.7019) & 0.0441(0.0560)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[17]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0821(0.0789) \\ -0.5559(0.9804)
\end{smatrix}+\begin{smatrix} %trend
0.0007(0.0004) \\ -0.0018(0.0056)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9823(0.0483) & -0.0024(0.0015) \\
0.7181(0.6005) & 1.0032(0.0191)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
-0.0135(0.0215) \\ 2.2021(0.2674)
\end{smatrix}+\begin{smatrix} %trend
-0.0002(0.0001) \\ 0.0073(0.0015)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9915(0.0107) & 0.0007(0.0005) \\
-0.7468(0.1326) & 0.9702(0.0059)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.1439 \\
\end{array}
\right.
\end{equation}
[[18]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0821(0.0790) \\ -0.5559(0.9641)
\end{smatrix}+\begin{smatrix} %trend
0.0007(0.0004) \\ -0.0018(0.0055)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9823(0.0484) & -0.0024(0.0015) \\
0.7181(0.5905) & 1.0032(0.0188)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
-0.0213(0.0222) \\ 2.0413(0.2707)
\end{smatrix}+\begin{smatrix} %trend
-0.0002(0.0001) \\ 0.0064(0.0016)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9952(0.0124) & 0.0008(0.0005) \\
-0.6686(0.1518) & 0.9732(0.0063)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.3893 \\
\begin{smatrix} %const
0.3579(0.2290) \\ -1.2736(2.7959)
\end{smatrix}+\begin{smatrix} %trend
0.0014(0.0010) \\ -0.0035(0.0126)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.8674(0.0769) & -0.0056(0.0042) \\
0.1600(0.9391) & 1.0215(0.0519)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[19]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0077(0.0171) \\ -1.0125(0.2138)
\end{smatrix}
+\begin{smatrix} %Lag1
0.9940(0.0178) & 1.4\text{e-05}(6.9\text{e-05}) \\
1.3416(0.2218) & 0.9969(0.0009)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %const
0.0305(0.0196) \\ 0.4650(0.2452)
\end{smatrix}
+\begin{smatrix} %Lag1
0.9689(0.0175) & 0.0001(8.2\text{e-05}) \\
-0.2413(0.2179) & 1.0007(0.0010)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[20]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
-0.0298(0.0348) \\ -0.2707(0.4248)
\end{smatrix}
+\begin{smatrix} %Lag1
1.0311(0.0373) & 8.4\text{e-06}(0.0002) \\
0.5938(0.4552) & 0.9971(0.0019)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
0.0672(0.0777) \\ 1.9185(0.9477)
\end{smatrix}
+\begin{smatrix} %Lag1
0.9434(0.0654) & 1.1\text{e-05}(8.1\text{e-05}) \\
-1.0550(0.7981) & 0.9957(0.0010)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
\begin{smatrix} %const
0.0305(0.0197) \\ 0.4650(0.2399)
\end{smatrix}
+\begin{smatrix} %Lag1
0.9689(0.0175) & 0.0001(8.2\text{e-05}) \\
-0.2413(0.2131) & 1.0007(0.0010)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[21]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
1.0018(0.0029) & -6\text{e-06}(5.4\text{e-05}) \\
0.3056(0.0377) & 0.9995(0.0007)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
+\begin{smatrix} %Lag1
0.9949(0.0049) & 9.2\text{e-05}(7.4\text{e-05}) \\
0.1555(0.0630) & 0.9999(0.0010)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[22]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
0.9995(0.0051) & 8.1\text{e-05}(0.0001) \\
0.3063(0.0627) & 0.9977(0.0016)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
+\begin{smatrix} %Lag1
0.9998(0.0049) & 1.9\text{e-05}(8.1\text{e-05}) \\
0.5560(0.0606) & 0.9960(0.0010)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
+\begin{smatrix} %Lag1
0.9949(0.0049) & 9.2\text{e-05}(7.4\text{e-05}) \\
0.1555(0.0599) & 0.9999(0.0009)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[23]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
2.1\text{e-05}(0.0001) \\ 0.0039(0.0017)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.0038(0.0130) & -8.5\text{e-05}(0.0005) \\
0.6855(0.1673) & 0.9846(0.0064)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %trend
-0.0002(9.4\text{e-05}) \\ -0.0014(0.0012)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9703(0.0121) & 0.0010(0.0004) \\
-0.0072(0.1564) & 1.0059(0.0054)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[24]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
0.0003(0.0002) \\ 0.0010(0.0024)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.0280(0.0201) & -0.0010(0.0008) \\
0.4086(0.2491) & 0.9938(0.0094)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %trend
-0.0002(0.0002) \\ 0.0017(0.0024)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9847(0.0175) & 0.0007(0.0007) \\
0.7017(0.2173) & 0.9899(0.0088)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
\begin{smatrix} %trend
-0.0002(9.4\text{e-05}) \\ -0.0014(0.0012)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9703(0.0121) & 0.0010(0.0004) \\
-0.0072(0.1501) & 1.0059(0.0051)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[25]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0923(0.0822) \\ -0.3846(0.9608)
\end{smatrix}+\begin{smatrix} %trend
0.0007(0.0005) \\ -0.0006(0.0055)
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1164(0.1652) & 0.0057(0.0160) \\
-0.0579(1.9317) & 1.2098(0.1872)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1477(0.1670) & -0.0081(0.0163) \\
0.6665(1.9529) & -0.2107(0.1901)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
0.0006(0.0231) \\ 1.6399(0.2701)
\end{smatrix}+\begin{smatrix} %trend
-0.0001(0.0001) \\ 0.0060(0.0014)
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1410(0.0596) & -0.0035(0.0047) \\
0.5722(0.6974) & 1.3343(0.0546)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1549(0.0597) & 0.0040(0.0046) \\
-1.1085(0.6980) & -0.3583(0.0533)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.1439 \\
\end{array}
\right.
\end{equation}
[[26]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0923(0.0817) \\ -0.3846(0.9528)
\end{smatrix}+\begin{smatrix} %trend
0.0007(0.0005) \\ -0.0006(0.0054)
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1164(0.1642) & 0.0057(0.0159) \\
-0.0579(1.9156) & 1.2098(0.1856)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1477(0.1660) & -0.0081(0.0162) \\
0.6665(1.9366) & -0.2107(0.1885)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
-0.0154(0.0238) \\ 1.5002(0.2773)
\end{smatrix}+\begin{smatrix} %trend
-0.0002(0.0001) \\ 0.0054(0.0016)
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1806(0.0687) & 0.0010(0.0052) \\
0.5086(0.8014) & 1.3202(0.0602)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1865(0.0681) & -0.0003(0.0051) \\
-0.9522(0.7944) & -0.3425(0.0589)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.3893 \\
\begin{smatrix} %const
0.3044(0.2443) \\ 1.2815(2.8498)
\end{smatrix}+\begin{smatrix} %trend
0.0012(0.0011) \\ 0.0092(0.0130)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9527(0.1378) & -0.0297(0.0111) \\
2.0105(1.6081) & 1.3074(0.1297)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0770(0.1330) & 0.0253(0.0114) \\
-2.3912(1.5514) & -0.3393(0.1329)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[27]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0140(0.0181) \\ -0.6473(0.2154)
\end{smatrix}
+\begin{smatrix} %Lag1
1.1438(0.0902) & 0.0026(0.0065) \\
0.8354(1.0711) & 1.3948(0.0772)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1574(0.0911) & -0.0025(0.0065) \\
0.0150(1.0824) & -0.3968(0.0770)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %const
0.0402(0.0198) \\ 0.2830(0.2353)
\end{smatrix}
+\begin{smatrix} %Lag1
1.1335(0.0713) & -0.0102(0.0060) \\
0.4492(0.8467) & 1.3110(0.0713)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1713(0.0702) & 0.0104(0.0060) \\
-0.5822(0.8334) & -0.3106(0.0714)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[28]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0140(0.0181) \\ -0.6473(0.2125)
\end{smatrix}
+\begin{smatrix} %Lag1
1.1438(0.0900) & 0.0026(0.0065) \\
0.8354(1.0568) & 1.3948(0.0762)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1574(0.0910) & -0.0025(0.0065) \\
0.0150(1.0678) & -0.3968(0.0759)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %const
0.0233(0.0295) \\ -0.0503(0.3461)
\end{smatrix}
+\begin{smatrix} %Lag1
1.2136(0.0890) & -0.0041(0.0072) \\
0.5533(1.0451) & 1.2690(0.0850)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2374(0.0858) & 0.0042(0.0072) \\
-0.3583(1.0068) & -0.2696(0.0851)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.2252 < \text{Th} < 1.3893 \\
\begin{smatrix} %const
0.0580(0.0681) \\ -0.6535(0.7991)
\end{smatrix}
+\begin{smatrix} %Lag1
0.9631(0.1377) & -0.0279(0.0110) \\
2.0919(1.6169) & 1.3218(0.1292)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0270(0.1244) & 0.0283(0.0110) \\
-1.9980(1.4599) & -0.3159(0.1297)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[29]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
1.1453(0.0902) & -0.0006(0.0059) \\
0.6625(1.0808) & 1.4943(0.0712)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1436(0.0905) & 0.0005(0.0059) \\
-0.5054(1.0845) & -0.4946(0.0712)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2263 \\
+\begin{smatrix} %Lag1
1.1609(0.0705) & -0.0071(0.0060) \\
0.5957(0.8445) & 1.3145(0.0719)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1656(0.0704) & 0.0072(0.0060) \\
-0.4870(0.8432) & -0.3146(0.0719)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2263 \\
\end{array}
\right.
\end{equation}
[[30]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
1.1964(0.1579) & 0.0037(0.0159) \\
-0.0369(1.8495) & 1.2243(0.1863)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1986(0.1590) & -0.0036(0.0159) \\
0.2958(1.8622) & -0.2267(0.1863)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
+\begin{smatrix} %Lag1
1.1265(0.1110) & 0.0035(0.0075) \\
0.9516(1.2997) & 1.3785(0.0879)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1289(0.1112) & -0.0034(0.0075) \\
-0.6091(1.3020) & -0.3809(0.0876)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
+\begin{smatrix} %Lag1
1.1589(0.0707) & -0.0080(0.0060) \\
0.6281(0.8282) & 1.3264(0.0697)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1628(0.0706) & 0.0081(0.0060) \\
-0.5220(0.8266) & -0.3266(0.0697)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[31]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
-1.6\text{e-05}(0.0001) \\ 0.0031(0.0016)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1450(0.0897) & -0.0004(0.0060) \\
0.7035(1.0774) & 1.4672(0.0723)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1450(0.0907) & 0.0005(0.0059) \\
-0.2401(1.0893) & -0.4792(0.0714)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2263 \\
\begin{smatrix} %trend
-0.0002(9.6\text{e-05}) \\ -0.0006(0.0012)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1271(0.0716) & -0.0092(0.0060) \\
0.5092(0.8599) & 1.3092(0.0725)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1574(0.0701) & 0.0102(0.0061) \\
-0.4662(0.8415) & -0.3068(0.0734)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2263 \\
\end{array}
\right.
\end{equation}
[[32]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
-6.3\text{e-05}(0.0001) \\ 0.0030(0.0015)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1558(0.0889) & 0.0015(0.0058) \\
1.0534(1.0500) & 1.5076(0.0686)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1604(0.0899) & -0.0013(0.0057) \\
-0.6132(1.0612) & -0.5193(0.0677)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2338 \\
\begin{smatrix} %trend
-0.0002(0.0002) \\ 0.0012(0.0020)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1844(0.0926) & -0.0057(0.0079) \\
0.3427(1.0931) & 1.1578(0.0929)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2111(0.0877) & 0.0066(0.0079) \\
-0.0438(1.0356) & -0.1633(0.0937)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.2338 < \text{Th} < 1.3893 \\
\begin{smatrix} %trend
-0.0002(0.0003) \\ 0.0036(0.0037)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9859(0.1352) & -0.0276(0.0110) \\
2.1499(1.5968) & 1.3166(0.1297)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0234(0.1258) & 0.0286(0.0111) \\
-2.1654(1.4854) & -0.3255(0.1308)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[33]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0517(0.0284) \\ 0.7379(0.3404)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0053(0.0109) \\ 0.6239(0.1304)
\end{smatrix}+\begin{smatrix} %trend
-3.9\text{e-05}(3.5\text{e-05}) \\ -0.0011(0.0004)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1675(0.0835) & -0.0122(0.0068) \\
-0.1020(1.0027) & 0.1395(0.0819)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
-0.0010(0.0139) \\ 0.0155(0.1664)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0036(0.0083) \\ 0.1013(0.0996)
\end{smatrix}+\begin{smatrix} %trend
-3.3\text{e-05}(3.8\text{e-05}) \\ -3.6\text{e-05}(0.0005)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1313(0.0747) & 0.0023(0.0051) \\
0.2371(0.8964) & 0.6209(0.0613)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1176 \\
\end{array}
\right.
\end{equation}
[[34]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0517(0.0283) \\ 0.7379(0.3362)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0053(0.0108) \\ 0.6239(0.1288)
\end{smatrix}+\begin{smatrix} %trend
-3.9\text{e-05}(3.5\text{e-05}) \\ -0.0011(0.0004)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1675(0.0832) & -0.0122(0.0068) \\
-0.1020(0.9904) & 0.1395(0.0809)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
-0.0023(0.0168) \\ -0.3376(0.2003)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0144(0.0121) \\ 0.3660(0.1444)
\end{smatrix}+\begin{smatrix} %trend
-0.0001(5.9\text{e-05}) \\ -0.0012(0.0007)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.0850(0.0929) & 0.0035(0.0067) \\
1.1887(1.1052) & 0.4816(0.0798)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.1176 < \text{Th} < 0.3236 \\
\begin{smatrix} %ECT
-0.0290(0.0368) \\ 0.3350(0.4381)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0168(0.0191) \\ -0.1220(0.2279)
\end{smatrix}+\begin{smatrix} %trend
3.6\text{e-06}(8.2\text{e-05}) \\ 0.0020(0.0010)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1850(0.1286) & -0.0078(0.0106) \\
-1.5210(1.5305) & 0.6142(0.1265)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 0.3236 \\
\end{array}
\right.
\end{equation}
[[35]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0375(0.0183) \\ 0.7085(0.2200)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0069(0.0060) \\ 0.4007(0.0724)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1251(0.0787) & -0.0102(0.0064) \\
0.1907(0.9463) & 0.1982(0.0773)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
0.0061(0.0062) \\ 0.0587(0.0743)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0016(0.0023) \\ 0.0858(0.0277)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1644(0.0783) & 0.0029(0.0052) \\
0.2257(0.9415) & 0.6190(0.0627)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1176 \\
\end{array}
\right.
\end{equation}
[[36]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0375(0.0183) \\ 0.7085(0.2171)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0069(0.0060) \\ 0.4007(0.0715)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1251(0.0786) & -0.0102(0.0064) \\
0.1907(0.9340) & 0.1982(0.0763)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1205 \\
\begin{smatrix} %ECT
0.0415(0.0199) \\ -0.3566(0.2361)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0065(0.0040) \\ 0.1845(0.0473)
\end{smatrix}
+\begin{smatrix} %Lag1
0.2581(0.1399) & 0.0112(0.0113) \\
0.4801(1.6625) & 0.2797(0.1339)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.1205 < \text{Th} < 0.1832 \\
\begin{smatrix} %ECT
-0.0007(0.0111) \\ -0.0967(0.1321)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0008(0.0047) \\ 0.1360(0.0559)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1052(0.0982) & 0.0030(0.0062) \\
-0.7273(1.1672) & 0.6801(0.0738)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 0.1832 \\
\end{array}
\right.
\end{equation}
[[37]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0220(0.0069) \\ -0.5507(0.0868)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1177(0.0790) & -0.0145(0.0061) \\
1.0162(1.0004) & 0.3249(0.0767)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
0.0028(0.0042) \\ 0.1897(0.0530)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1680(0.0770) & 0.0010(0.0042) \\
-0.2859(0.9741) & 0.7504(0.0530)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1176 \\
\end{array}
\right.
\end{equation}
[[38]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0252(0.0094) \\ -0.4527(0.1153)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1674(0.1299) & -0.0180(0.0101) \\
2.2624(1.5980) & 0.2430(0.1242)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.2599 \\
\begin{smatrix} %ECT
-0.0155(0.0118) \\ -0.9222(0.1449)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.0733(0.1023) & -0.0093(0.0079) \\
-0.5414(1.2582) & 0.3017(0.0973)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.2599 < \text{Th} < -0.1051 \\
\begin{smatrix} %ECT
0.0030(0.0043) \\ 0.1947(0.0524)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1689(0.0773) & 0.0007(0.0043) \\
-0.2687(0.9509) & 0.7443(0.0527)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1051 \\
\end{array}
\right.
\end{equation}
[[39]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0600(0.0389) \\ -0.5717(0.4731)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-4.7\text{e-05}(4.3\text{e-05}) \\ 4.0\text{e-06}(0.0005)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.2434(0.1212) & -0.0117(0.0093) \\
1.4443(1.4749) & 0.1073(0.1127)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.2639 \\
\begin{smatrix} %ECT
0.0024(0.0034) \\ 0.1882(0.0413)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
9.1\text{e-08}(7.8\text{e-06}) \\ 0.0006(9.5\text{e-05})
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1271(0.0625) & 0.0008(0.0043) \\
-0.1181(0.7613) & 0.5950(0.0523)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.2639 \\
\end{array}
\right.
\end{equation}
[[40]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0659(0.0410) \\ -0.7485(0.4878)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-4.9\text{e-05}(4.6\text{e-05}) \\ -0.0003(0.0005)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1448(0.1360) & -0.0165(0.0103) \\
2.2377(1.6189) & 0.2192(0.1228)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.2796 \\
\begin{smatrix} %ECT
0.0025(0.0057) \\ 0.0803(0.0675)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-3.1\text{e-07}(8.7\text{e-06}) \\ 0.0008(0.0001)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1908(0.0748) & 0.0022(0.0057) \\
-0.4850(0.8905) & 0.3836(0.0675)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.2796 < \text{Th} < 0.2373 \\
\begin{smatrix} %ECT
0.0043(0.0054) \\ 0.1290(0.0642)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-1.6\text{e-05}(3.5\text{e-05}) \\ 0.0008(0.0004)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.0840(0.1103) & 0.0010(0.0071) \\
-0.6772(1.3130) & 0.7079(0.0840)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 0.2373 \\
\end{array}
\right.
\end{equation}
[[41]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0152(0.0094) \\ -0.2511(0.1096)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0111(0.0064) \\ 0.3347(0.0753)
\end{smatrix}+\begin{smatrix} %trend
-4.8\text{e-05}(3.2\text{e-05}) \\ -0.0008(0.0004)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1839(0.0661) & -0.0045(0.0054) \\
0.5328(0.7715) & 0.3380(0.0632)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0294(0.0644) & -0.0020(0.0054) \\
-1.2293(0.7525) & -0.1620(0.0626)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.2123 \\
\begin{smatrix} %ECT
-0.0128(0.0295) \\ 0.1822(0.3444)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0099(0.0152) \\ -0.0415(0.1775)
\end{smatrix}+\begin{smatrix} %trend
-3.5\text{e-05}(7.8\text{e-05}) \\ 0.0011(0.0009)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1255(0.1144) & 0.0058(0.0107) \\
-1.0680(1.3358) & 0.4181(0.1248)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1980(0.1223) & -0.0106(0.0113) \\
0.9412(1.4283) & 0.3071(0.1314)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2123 \\
\end{array}
\right.
\end{equation}
[[42]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0174(0.0103) \\ -0.1891(0.1190)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0112(0.0066) \\ 0.2841(0.0757)
\end{smatrix}+\begin{smatrix} %trend
-4.9\text{e-05}(3.4\text{e-05}) \\ -0.0006(0.0004)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1571(0.0693) & -0.0103(0.0058) \\
0.4259(0.7969) & 0.2873(0.0664)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0524(0.0690) & 0.0012(0.0058) \\
-1.1874(0.7936) & -0.1195(0.0666)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.1839 \\
\begin{smatrix} %ECT
-0.3473(0.2701) \\ -6.1188(3.1069)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0752(0.0659) \\ 2.7091(0.7580)
\end{smatrix}+\begin{smatrix} %trend
-5.3\text{e-05}(0.0002) \\ -0.0090(0.0018)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1603(0.2469) & 0.0336(0.0165) \\
-1.9196(2.8400) & 0.4390(0.1899)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.1327(0.2603) & -0.0304(0.0161) \\
-4.9985(2.9937) & -0.2457(0.1852)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } 0.1839 < \text{Th} < 0.2161 \\
\begin{smatrix} %ECT
-0.0119(0.0302) \\ 0.3550(0.3470)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0097(0.0154) \\ -0.1138(0.1769)
\end{smatrix}+\begin{smatrix} %trend
2.2\text{e-05}(8.8\text{e-05}) \\ 0.0019(0.0010)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1143(0.1149) & -0.0028(0.0114) \\
-1.3484(1.3217) & 0.3682(0.1309)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2251(0.1235) & -0.0106(0.0116) \\
0.4193(1.4206) & 0.2529(0.1340)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2161 \\
\end{array}
\right.
\end{equation}
[[43]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0027(0.0040) \\ -0.0309(0.0473)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0019(0.0018) \\ 0.1737(0.0206)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1822(0.0661) & -0.0033(0.0054) \\
0.5033(0.7770) & 0.3591(0.0629)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0229(0.0643) & -0.0008(0.0053) \\
-1.3438(0.7562) & -0.1393(0.0622)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.2123 \\
\begin{smatrix} %ECT
-0.0019(0.0172) \\ -0.1715(0.2017)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0041(0.0083) \\ 0.1464(0.0973)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1174(0.1130) & 0.0054(0.0107) \\
-0.8027(1.3288) & 0.4307(0.1253)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2105(0.1192) & -0.0110(0.0112) \\
1.3485(1.4015) & 0.3192(0.1320)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2123 \\
\end{array}
\right.
\end{equation}
[[44]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0462(0.0266) \\ 0.9601(0.3168)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0101(0.0088) \\ 0.5190(0.1049)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1582(0.0846) & -0.0112(0.0067) \\
-0.3723(1.0060) & 0.2068(0.0800)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0184(0.0828) & 0.0035(0.0072) \\
-1.6020(0.9849) & -0.1615(0.0859)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< -0.2136 \\
\begin{smatrix} %ECT
0.0204(0.0111) \\ -0.1547(0.1321)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0037(0.0029) \\ 0.1421(0.0345)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1867(0.1087) & 0.0172(0.0085) \\
1.4258(1.2918) & 0.5895(0.1006)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0198(0.1063) & -0.0100(0.0080) \\
-1.1805(1.2642) & -0.1352(0.0949)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } -0.2136 < \text{Th} < 0.2161 \\
\begin{smatrix} %ECT
-0.0176(0.0191) \\ -0.1413(0.2271)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0127(0.0096) \\ 0.1422(0.1137)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1203(0.1116) & -0.0022(0.0110) \\
-0.8278(1.3273) & 0.4228(0.1310)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2166(0.1177) & -0.0101(0.0114) \\
1.1683(1.3996) & 0.2976(0.1355)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2161 \\
\end{array}
\right.
\end{equation}
[[45]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0179(0.0077) \\ -0.5653(0.0972)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1392(0.0831) & -0.0133(0.0065) \\
0.6576(1.0509) & 0.3145(0.0822)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0022(0.0814) & 0.0014(0.0071) \\
-0.6239(1.0296) & -0.0880(0.0897)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< -0.1898 \\
\begin{smatrix} %ECT
0.0065(0.0042) \\ 0.1547(0.0528)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1600(0.0768) & 0.0079(0.0062) \\
-0.0089(0.9717) & 0.6712(0.0781)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0661(0.0776) & -0.0107(0.0060) \\
-0.9158(0.9817) & 0.1318(0.0758)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> -0.1898 \\
\end{array}
\right.
\end{equation}
[[46]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0168(0.0094) \\ -0.6306(0.1192)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.2488(0.1218) & -0.0090(0.0094) \\
0.7049(1.5386) & 0.1132(0.1192)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1622(0.1182) & -0.0005(0.0087) \\
0.7159(1.4931) & -0.1447(0.1102)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< -0.2834 \\
\begin{smatrix} %ECT
-0.0150(0.0158) \\ -0.7096(0.1996)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.0339(0.1187) & -0.0261(0.0116) \\
-0.3325(1.4989) & 0.4394(0.1463)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.2262(0.1210) & 0.0154(0.0131) \\
-1.4005(1.5279) & -0.0329(0.1650)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } -0.2834 < \text{Th} < -0.2136 \\
\begin{smatrix} %ECT
0.0058(0.0039) \\ 0.1521(0.0496)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1726(0.0747) & 0.0105(0.0057) \\
-0.1469(0.9433) & 0.6396(0.0716)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0808(0.0749) & -0.0125(0.0057) \\
-1.1324(0.9454) & 0.1646(0.0716)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> -0.2136 \\
\end{array}
\right.
\end{equation}
[[47]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0016(0.0050) \\ 0.1606(0.0603)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
5.7\text{e-06}(8.8\text{e-06}) \\ 0.0008(0.0001)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1857(0.0662) & -0.0020(0.0052) \\
0.5883(0.7933) & 0.4155(0.0625)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0235(0.0645) & 0.0006(0.0051) \\
-1.4090(0.7727) & -0.0821(0.0617)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.2123 \\
\begin{smatrix} %ECT
0.0060(0.0057) \\ 0.1033(0.0687)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
7.3\text{e-06}(4.2\text{e-05}) \\ 0.0010(0.0005)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1190(0.1142) & 0.0061(0.0107) \\
-1.0407(1.3685) & 0.4170(0.1283)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2116(0.1208) & -0.0097(0.0112) \\
0.9983(1.4473) & 0.3033(0.1342)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2123 \\
\end{array}
\right.
\end{equation}
[[48]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0030(0.0060) \\ 0.1749(0.0718)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
6.1\text{e-06}(1\text{e-05}) \\ 0.0008(0.0001)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1616(0.0694) & -0.0076(0.0056) \\
0.5407(0.8276) & 0.3552(0.0664)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0466(0.0691) & 0.0041(0.0056) \\
-1.3326(0.8238) & -0.0463(0.0662)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.1839 \\
\begin{smatrix} %ECT
-0.0599(0.0983) \\ 4.2280(1.1725)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
6.6\text{e-05}(0.0001) \\ -0.0047(0.0015)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1752(0.2472) & 0.0419(0.0149) \\
-1.3831(2.9475) & 0.7378(0.1772)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.2040(0.2533) & -0.0341(0.0158) \\
-2.4316(3.0205) & -0.3810(0.1884)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } 0.1839 < \text{Th} < 0.2161 \\
\begin{smatrix} %ECT
0.0068(0.0059) \\ 0.1360(0.0702)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
6.5\text{e-05}(5.5\text{e-05}) \\ 0.0014(0.0007)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1067(0.1146) & -0.0028(0.0114) \\
-1.2594(1.3661) & 0.3674(0.1360)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2407(0.1214) & -0.0101(0.0116) \\
0.6007(1.4470) & 0.2467(0.1389)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2161 \\
\end{array}
\right.
\end{equation}
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simple methods
Code
sapply(mods, class)
Output
[[1]]
[1] "VAR" "nlVar"
[[2]]
[1] "VAR" "nlVar"
[[3]]
[1] "VAR" "nlVar"
[[4]]
[1] "VAR" "nlVar"
[[5]]
[1] "VAR" "nlVar"
[[6]]
[1] "VAR" "nlVar"
[[7]]
[1] "VAR" "nlVar"
[[8]]
[1] "VAR" "nlVar"
[[9]]
[1] "VECM" "VAR" "nlVar"
[[10]]
[1] "VECM" "VAR" "nlVar"
[[11]]
[1] "VECM" "VAR" "nlVar"
[[12]]
[1] "VECM" "VAR" "nlVar"
[[13]]
[1] "VECM" "VAR" "nlVar"
[[14]]
[1] "VECM" "VAR" "nlVar"
[[15]]
[1] "VECM" "VAR" "nlVar"
[[16]]
[1] "VECM" "VAR" "nlVar"
[[17]]
[1] "TVAR" "nlVar"
[[18]]
[1] "TVAR" "nlVar"
[[19]]
[1] "TVAR" "nlVar"
[[20]]
[1] "TVAR" "nlVar"
[[21]]
[1] "TVAR" "nlVar"
[[22]]
[1] "TVAR" "nlVar"
[[23]]
[1] "TVAR" "nlVar"
[[24]]
[1] "TVAR" "nlVar"
[[25]]
[1] "TVAR" "nlVar"
[[26]]
[1] "TVAR" "nlVar"
[[27]]
[1] "TVAR" "nlVar"
[[28]]
[1] "TVAR" "nlVar"
[[29]]
[1] "TVAR" "nlVar"
[[30]]
[1] "TVAR" "nlVar"
[[31]]
[1] "TVAR" "nlVar"
[[32]]
[1] "TVAR" "nlVar"
[[33]]
[1] "TVECM" "nlVar"
[[34]]
[1] "TVECM" "nlVar"
[[35]]
[1] "TVECM" "nlVar"
[[36]]
[1] "TVECM" "nlVar"
[[37]]
[1] "TVECM" "nlVar"
[[38]]
[1] "TVECM" "nlVar"
[[39]]
[1] "TVECM" "nlVar"
[[40]]
[1] "TVECM" "nlVar"
[[41]]
[1] "TVECM" "nlVar"
[[42]]
[1] "TVECM" "nlVar"
[[43]]
[1] "TVECM" "nlVar"
[[44]]
[1] "TVECM" "nlVar"
[[45]]
[1] "TVECM" "nlVar"
[[46]]
[1] "TVECM" "nlVar"
[[47]]
[1] "TVECM" "nlVar"
[[48]]
[1] "TVECM" "nlVar"
Code
sapply(mods, print)
Output
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.01044232 -2.172806e-05 0.9871079 0.000145502
Equation cpiUSA 0.37899558 -7.098272e-04 -0.1395487 1.002279482
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.01278017 0.9870607 6.443813e-05
Equation cpiUSA 0.45537005 -0.1410917 9.996312e-01
dolcan -1 cpiUSA -1
Equation dolcan 1.0004113 1.200969e-05
Equation cpiUSA 0.3346056 9.977632e-01
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0000766771 0.99195961 0.0003319243
Equation cpiUSA -0.0027041580 0.03653954 1.0090455285
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.01360877 -2.594234e-05 1.1503909 -0.003742394 -0.1660825
Equation cpiUSA 0.28320638 3.472133e-04 0.5331984 1.457512609 -0.6049136
cpiUSA -2
Equation dolcan 0.003911853
Equation cpiUSA -0.459101557
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01636855 1.1506724 -0.003709029 -0.1664027 0.003781728
Equation cpiUSA 0.24626928 0.5294298 1.457066046 -0.6006284 -0.457359952
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1609666 -0.00194731 -0.1602002 0.001956871
Equation cpiUSA 0.6843077 1.48357158 -0.5073094 -0.484815406
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -9.611456e-05 1.1534930 -0.003171405 -0.1628884 0.003578896
Equation cpiUSA -1.113111e-03 0.5977555 1.469395219 -0.5384425 -0.466030590
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01506974 0.01098652 -4.515916e-05 0.1655667 -0.003976831
Equation cpiUSA -0.05033679 0.19306592 -3.133701e-04 0.5871833 0.456867918
ECT Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.001106223 0.002123837 0.1595354 -0.00300748
Equation cpiUSA 0.046559351 0.131565673 0.5453308 0.46359448
ECT dolcan -1 cpiUSA -1
Equation dolcan -0.0006768995 0.1681196 0.00242903
Equation cpiUSA 0.0731547016 1.0770919 0.80037086
ECT Trend dolcan -1 cpiUSA -1
Equation dolcan 0.001372394 7.603074e-06 0.1610732 -0.001227277
Equation cpiUSA 0.238600556 6.138198e-04 0.5082187 0.505185783
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01524527 0.01156071 -4.607701e-05 0.1678529 -0.002542136
Equation cpiUSA -0.03983784 0.18485483 -2.787031e-04 0.6918440 0.453852695
dolcan -2 cpiUSA -2
Equation dolcan -0.02196011 -0.00308873
Equation cpiUSA -0.63011337 0.01100919
ECT Intercept dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan -0.001031649 0.002457958 0.1635127 -0.001892005 -0.03033589
Equation cpiUSA 0.046135183 0.129795583 0.6655917 0.457785100 -0.68077540
cpiUSA -2
Equation dolcan -0.002298449
Equation cpiUSA 0.015789314
ECT dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0007525866 0.172287 0.00152943 -0.02518247 0.001222138
Equation cpiUSA 0.0608714297 1.128933 0.63845831 -0.40864241 0.201698403
ECT Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.001657334 8.424941e-06 0.1655519 -0.0006685009 -0.03020354
Equation cpiUSA 0.230433428 5.927787e-04 0.6550524 0.4838119692 -0.76192515
cpiUSA -2
Equation dolcan -0.001017307
Equation cpiUSA 0.044131076
Model TVAR with 1 thresholds
$Bdown
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833
$Bup
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01354042 -0.0001653546 0.9914561 0.0007168335
Equation cpiUSA 2.20206986 0.0073398658 -0.7468369 0.9702240258
Threshold value[1] "1.1439"
Model TVAR with 2 thresholds
$Bdown
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833
$Bmiddle
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.021278 -0.0002016937 0.9952333 0.0008405793
Equation cpiUSA 2.041256 0.0064145304 -0.6685873 0.9732236367
$Bup
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.3579121 0.001426282 0.8674328 -0.005605241
Equation cpiUSA -1.2735570 -0.003504812 0.1599709 1.021491583
Threshold value[1] "1.1439 1.3893"
Model TVAR with 1 thresholds
$Bdown
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.007691528 0.9939684 1.357332e-05
Equation cpiUSA -1.012509544 1.3415788 9.969201e-01
$Bup
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.03045117 0.9689214 0.000145664
Equation cpiUSA 0.46501765 -0.2412925 1.000711673
Threshold value[1] "1.2252"
Model TVAR with 2 thresholds
$Bdown
Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.02978663 1.0310970 8.444228e-06
Equation cpiUSA -0.27074633 0.5937531 9.970502e-01
$Bmiddle
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.06718762 0.943391 1.089975e-05
Equation cpiUSA 1.91845343 -1.055018 9.957302e-01
$Bup
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.03045117 0.9689214 0.000145664
Equation cpiUSA 0.46501765 -0.2412925 1.000711673
Threshold value[1] "1.1439 1.2252"
Model TVAR with 1 thresholds
$Bdown
dolcan -1 cpiUSA -1
Equation dolcan 1.0018378 -5.982604e-06
Equation cpiUSA 0.3056463 9.994945e-01
$Bup
dolcan -1 cpiUSA -1
Equation dolcan 0.9949031 9.159023e-05
Equation cpiUSA 0.1554722 9.998859e-01
Threshold value[1] "1.2252"
Model TVAR with 2 thresholds
$Bdown
dolcan -1 cpiUSA -1
Equation dolcan 0.9994742 8.089218e-05
Equation cpiUSA 0.3063167 9.977088e-01
$Bmiddle
dolcan -1 cpiUSA -1
Equation dolcan 0.9998115 1.872682e-05
Equation cpiUSA 0.5559962 9.959537e-01
$Bup
dolcan -1 cpiUSA -1
Equation dolcan 0.9949031 9.159023e-05
Equation cpiUSA 0.1554722 9.998859e-01
Threshold value[1] "1.1439 1.2252"
Model TVAR with 1 thresholds
$Bdown
Trend dolcan -1 cpiUSA -1
Equation dolcan 2.085515e-05 1.0038460 -0.000084888
Equation cpiUSA 3.944688e-03 0.6854827 0.984569738
$Bup
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002075003 0.970279328 0.000997695
Equation cpiUSA -0.0013705132 -0.007164849 1.005870624
Threshold value[1] "1.2252"
Model TVAR with 2 thresholds
$Bdown
Trend dolcan -1 cpiUSA -1
Equation dolcan 0.0002877063 1.0280167 -0.001015842
Equation cpiUSA 0.0010306707 0.4085665 0.993779851
$Bmiddle
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0001727056 0.9846775 0.0006501501
Equation cpiUSA 0.0016630729 0.7017294 0.9898733656
$Bup
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002075003 0.970279328 0.000997695
Equation cpiUSA -0.0013705132 -0.007164849 1.005870624
Threshold value[1] "1.1439 1.2252"
Model TVAR with 1 thresholds
$Bdown
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2
Equation dolcan -0.008053514
Equation cpiUSA -0.210683537
$Bup
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.0006464748 -0.0001118549 1.141001 -0.003541846 -0.1549285
Equation cpiUSA 1.6398792639 0.0059730476 0.572203 1.334289684 -1.1084546
cpiUSA -2
Equation dolcan 0.00404909
Equation cpiUSA -0.35828351
Threshold value[1] "1.1439"
Model TVAR with 2 thresholds
$Bdown
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2
Equation dolcan -0.008053514
Equation cpiUSA -0.210683537
$Bmiddle
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan -0.01537662 -0.000157434 1.1806500 0.0009972436 -0.1865112
Equation cpiUSA 1.50018865 0.005426318 0.5086428 1.3201624875 -0.9522052
cpiUSA -2
Equation dolcan -0.0003233887
Equation cpiUSA -0.3424836706
$Bup
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.3044483 0.001169578 0.9527351 -0.02974125 -0.07704594
Equation cpiUSA 1.2815143 0.009182135 2.0104789 1.30743327 -2.39121154
cpiUSA -2
Equation dolcan 0.02531077
Equation cpiUSA -0.33933921
Threshold value[1] "1.1439 1.3893"
Model TVAR with 1 thresholds
$Bdown
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
$Bup
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.04017077 1.1335259 -0.01023868 -0.1713070 0.01039812
Equation cpiUSA 0.28300510 0.4492155 1.31096745 -0.5821929 -0.31059283
Threshold value[1] "1.2252"
Model TVAR with 2 thresholds
$Bdown
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
$Bmiddle
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.02333395 1.2135735 -0.004115204 -0.2373632 0.004240793
Equation cpiUSA -0.05032674 0.5533174 1.269024506 -0.3582838 -0.269630556
$Bup
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.05798003 0.9631114 -0.02791145 -0.02695616 0.02829938
Equation cpiUSA -0.65346050 2.0919411 1.32179865 -1.99796630 -0.31587620
Threshold value[1] "1.2252 1.3893"
Model TVAR with 1 thresholds
$Bdown
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1452641 -0.0005511544 -0.1435657 0.0005498422
Equation cpiUSA 0.6624965 1.4943161966 -0.5053663 -0.4946045183
$Bup
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1609381 -0.007105683 -0.1655764 0.007202736
Equation cpiUSA 0.5957397 1.314457492 -0.4870101 -0.314595092
Threshold value[1] "1.2263"
Model TVAR with 2 thresholds
$Bdown
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.19639319 0.003697079 -0.1986477 -0.003599167
Equation cpiUSA -0.03686374 1.224304032 0.2957565 -0.226656499
$Bmiddle
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1265025 0.003469589 -0.1289219 -0.003432864
Equation cpiUSA 0.9516258 1.378481433 -0.6090764 -0.380906894
$Bup
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1589176 -0.008044606 -0.1627678 0.008132882
Equation cpiUSA 0.6281012 1.326424793 -0.5220339 -0.326551571
Threshold value[1] "1.1439 1.2252"
Model TVAR with 1 thresholds
$Bdown
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -1.622245e-05 1.1450492 -0.0004092175 -0.1449554 0.0004693694
Equation cpiUSA 3.096566e-03 0.7035062 1.4672230481 -0.2400976 -0.4792437363
$Bup
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0002216198 1.1270540 -0.009180805 -0.1574311 0.01024224
Equation cpiUSA -0.0005662404 0.5091657 1.309155537 -0.4661987 -0.30682914
Threshold value[1] "1.2263"
Model TVAR with 2 thresholds
$Bdown
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -6.292985e-05 1.155769 0.001521385 -0.1604489 -0.001290011
Equation cpiUSA 3.007284e-03 1.053381 1.507577719 -0.6132165 -0.519312189
$Bmiddle
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0001870489 1.1844185 -0.005661468 -0.21109514 0.00657114
Equation cpiUSA 0.0011972003 0.3427475 1.157796683 -0.04378136 -0.16328716
$Bup
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0001633523 0.9858677 -0.02757334 -0.0233897 0.02860914
Equation cpiUSA 0.0035714290 2.1499439 1.31655866 -2.1653563 -0.32545538
Threshold value[1] "1.2338 1.3893"
Model TVECM with 1 thresholds
$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.001023032 0.003613178 -3.313512e-05 0.1312604 0.002326573
Equation cpiUSA 0.015485020 0.101293958 -3.625345e-05 0.2371179 0.620902189
Threshold value[1] -0.1176
Model TVECM with 2 thresholds
$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
$Bmiddle
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.002269518 0.01440822 -0.0001021736 0.08504187 0.003521756
Equation cpiUSA -0.337573130 0.36598485 -0.0011856393 1.18867823 0.481646459
$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.02900588 0.01680242 3.615931e-06 0.1850201 -0.007791395
Equation cpiUSA 0.33504178 -0.12199902 1.994943e-03 -1.5209576 0.614156675
Threshold value[1] -0.1176 0.3236
Model TVECM with 1 thresholds
$Bdown
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232
$Bup
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan 0.006057814 -0.001555704 0.1644276 0.002927573
Equation cpiUSA 0.058696937 0.085773731 0.2256604 0.619010979
Threshold value[1] -0.1176
Model TVECM with 2 thresholds
$Bdown
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232
$Bmiddle
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan 0.04152116 -0.006533316 0.2580703 0.01122303
Equation cpiUSA -0.35664491 0.184529474 0.4800999 0.27966286
$Bup
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.0007475249 0.0007799121 0.1052364 0.002985671
Equation cpiUSA -0.0967219539 0.1360188778 -0.7272839 0.680080621
Threshold value[1] -0.1205 0.1832
Model TVECM with 1 thresholds
$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.02202667 0.117653 -0.01446972
Equation cpiUSA -0.55070230 1.016250 0.32487254
$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.00279744 0.1680402 0.001035012
Equation cpiUSA 0.18971894 -0.2859286 0.750443210
Threshold value[1] -0.1176
Model TVECM with 2 thresholds
$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.02522709 0.1674051 -0.01801245
Equation cpiUSA -0.45272804 2.2623818 0.24296512
$Bmiddle
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.01545396 0.07333102 -0.009306737
Equation cpiUSA -0.92219950 -0.54141665 0.301735719
$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.003049438 0.1689193 0.0007218864
Equation cpiUSA 0.194655833 -0.2687060 0.7443087565
Threshold value[1] -0.2599 -0.1051
Model TVECM with 1 thresholds
$Bdown
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.0599990 -4.729002e-05 0.2434441 -0.0116853
Equation cpiUSA -0.5717297 4.019271e-06 1.4443120 0.1073026
$Bup
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.002438058 9.075573e-08 0.1271129 0.0007793217
Equation cpiUSA 0.188165815 5.901968e-04 -0.1180760 0.5950325178
Threshold value[1] -0.2639
Model TVECM with 2 thresholds
$Bdown
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.06592635 -4.893727e-05 0.1448262 -0.0165236
Equation cpiUSA -0.74852793 -3.444909e-04 2.2377120 0.2191881
$Bmiddle
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.002513236 -3.076313e-07 0.1907503 0.002161459
Equation cpiUSA 0.080259228 7.917784e-04 -0.4850491 0.383556172
$Bup
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.004302129 -0.0000163670 0.08396771 0.001005123
Equation cpiUSA 0.129046087 0.0007655733 -0.67724374 0.707856779
Threshold value[1] -0.2796 0.2373
Model TVECM with 1 thresholds
$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01518849 0.01105132 -4.790127e-05 0.1838534 -0.004546173
Equation cpiUSA -0.25113994 0.33469736 -8.430391e-04 0.5327942 0.337989478
dolcan t -2 cpiUSA t -2
Equation dolcan 0.02939966 -0.002047247
Equation cpiUSA -1.22933741 -0.162023742
$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01284187 0.00991402 -3.535269e-05 0.125544 0.005828206
Equation cpiUSA 0.18220945 -0.04146424 1.147708e-03 -1.067956 0.418093241
dolcan t -2 cpiUSA t -2
Equation dolcan -0.1979610 -0.01062449
Equation cpiUSA 0.9412034 0.30705642
Threshold value[1] 0.2123
Model TVECM with 2 thresholds
$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01739221 0.01123809 -4.874173e-05 0.1570717 -0.01032538
Equation cpiUSA -0.18905435 0.28407694 -5.662286e-04 0.4259146 0.28726509
dolcan t -2 cpiUSA t -2
Equation dolcan 0.05235467 0.001209455
Equation cpiUSA -1.18744412 -0.119469224
$Bmiddle
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.3473239 0.07524714 -5.319414e-05 0.1602594 0.03364773
Equation cpiUSA -6.1188098 2.70914734 -9.002670e-03 -1.9196425 0.43896490
dolcan t -2 cpiUSA t -2
Equation dolcan 0.1326966 -0.03037366
Equation cpiUSA -4.9984845 -0.24567650
$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.0119483 0.009739977 2.161084e-05 0.1143009 -0.002826679
Equation cpiUSA 0.3550181 -0.113831430 1.882903e-03 -1.3483856 0.368199325
dolcan t -2 cpiUSA t -2
Equation dolcan -0.2251498 -0.0106057
Equation cpiUSA 0.4192614 0.2529322
Threshold value[1] 0.1839 0.2161
Model TVECM with 1 thresholds
$Bdown
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002677087 0.001901141 0.1821789 -0.003349176 0.02289789
Equation cpiUSA -0.030945320 0.173658592 0.5033226 0.359056047 -1.34376545
cpiUSA t -2
Equation dolcan -0.0007533507
Equation cpiUSA -0.1392518022
$Bup
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.001946964 0.00412689 0.1173725 0.005439081 -0.2105055
Equation cpiUSA -0.171488350 0.14641214 -0.8026721 0.430726006 1.3484553
cpiUSA t -2
Equation dolcan -0.01099955
Equation cpiUSA 0.31923260
Threshold value[1] 0.2123
Model TVECM with 2 thresholds
$Bdown
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.0461568 -0.01011165 0.1582452 -0.01119553 0.01842045
Equation cpiUSA 0.9601284 0.51899776 -0.3722760 0.20683381 -1.60201032
cpiUSA t -2
Equation dolcan 0.003495803
Equation cpiUSA -0.161519009
$Bmiddle
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.0204315 -0.003717539 0.1867325 0.01718006 0.01977927
Equation cpiUSA -0.1547078 0.142118177 1.4258148 0.58946004 -1.18049183
cpiUSA t -2
Equation dolcan -0.009962532
Equation cpiUSA -0.135171254
$Bup
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.01764468 0.01267829 0.1202763 -0.002199864 -0.2165529
Equation cpiUSA -0.14129491 0.14217690 -0.8277689 0.422812224 1.1682873
cpiUSA t -2
Equation dolcan -0.01009317
Equation cpiUSA 0.29758780
Threshold value[1] -0.2136 0.2161
Model TVECM with 1 thresholds
$Bdown
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01791467 0.1391735 -0.01328401 0.002174167 0.001436122
Equation cpiUSA -0.56534507 0.6575878 0.31447878 -0.623941905 -0.088049070
$Bup
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.006491931 0.160034945 0.007915646 -0.06608634 -0.01065185
Equation cpiUSA 0.154651435 -0.008908433 0.671157310 -0.91581701 0.13182613
Threshold value[1] -0.1898
Model TVECM with 2 thresholds
$Bdown
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01682907 0.2487917 -0.009049603 -0.1622036 -0.000472127
Equation cpiUSA -0.63057527 0.7048539 0.113211738 0.7159188 -0.144705191
$Bmiddle
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01504519 0.03394955 -0.02606875 0.2262093 0.01536797
Equation cpiUSA -0.70956313 -0.33245260 0.43942156 -1.4005139 -0.03286632
$Bup
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.005762436 0.1725675 0.01049994 -0.08084231 -0.01247178
Equation cpiUSA 0.152098278 -0.1468867 0.63963012 -1.13241543 0.16457327
Threshold value[1] -0.2834 -0.2136
Model TVECM with 1 thresholds
$Bdown
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.001594506 5.687498e-06 0.1856852 -0.001987102 0.02346587
Equation cpiUSA 0.160563744 7.799357e-04 0.5882712 0.415492814 -1.40904656
cpiUSA t -2
Equation dolcan 0.0005909138
Equation cpiUSA -0.0821251317
$Bup
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.006034676 7.266438e-06 0.1190289 0.006094024 -0.2116016
Equation cpiUSA 0.103260490 9.694584e-04 -1.0407069 0.416981490 0.9982535
cpiUSA t -2
Equation dolcan -0.009724057
Equation cpiUSA 0.303290461
Threshold value[1] 0.2123
Model TVECM with 2 thresholds
$Bdown
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002995578 6.111664e-06 0.1616106 -0.007636568 0.04661039
Equation cpiUSA 0.174864230 8.203576e-04 0.5406502 0.355232986 -1.33264807
cpiUSA t -2
Equation dolcan 0.004104931
Equation cpiUSA -0.046277248
$Bmiddle
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.05993876 6.599656e-05 0.1751623 0.04194837 0.2039924
Equation cpiUSA 4.22801254 -4.711408e-03 -1.3830880 0.73781541 -2.4316002
cpiUSA t -2
Equation dolcan -0.03413151
Equation cpiUSA -0.38097151
$Bup
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.006794794 6.522883e-05 0.1066869 -0.002756671 -0.2406763
Equation cpiUSA 0.135966975 1.373138e-03 -1.2593996 0.367381138 0.6007203
cpiUSA t -2
Equation dolcan -0.01007585
Equation cpiUSA 0.24673984
Threshold value[1] 0.1839 0.2161
[[1]]
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.01044232 -2.172806e-05 0.9871079 0.000145502
Equation cpiUSA 0.37899558 -7.098272e-04 -0.1395487 1.002279482
[[2]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.01278017 0.9870607 6.443813e-05
Equation cpiUSA 0.45537005 -0.1410917 9.996312e-01
[[3]]
dolcan -1 cpiUSA -1
Equation dolcan 1.0004113 1.200969e-05
Equation cpiUSA 0.3346056 9.977632e-01
[[4]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0000766771 0.99195961 0.0003319243
Equation cpiUSA -0.0027041580 0.03653954 1.0090455285
[[5]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.01360877 -2.594234e-05 1.1503909 -0.003742394 -0.1660825
Equation cpiUSA 0.28320638 3.472133e-04 0.5331984 1.457512609 -0.6049136
cpiUSA -2
Equation dolcan 0.003911853
Equation cpiUSA -0.459101557
[[6]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01636855 1.1506724 -0.003709029 -0.1664027 0.003781728
Equation cpiUSA 0.24626928 0.5294298 1.457066046 -0.6006284 -0.457359952
[[7]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1609666 -0.00194731 -0.1602002 0.001956871
Equation cpiUSA 0.6843077 1.48357158 -0.5073094 -0.484815406
[[8]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -9.611456e-05 1.1534930 -0.003171405 -0.1628884 0.003578896
Equation cpiUSA -1.113111e-03 0.5977555 1.469395219 -0.5384425 -0.466030590
[[9]]
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01506974 0.01098652 -4.515916e-05 0.1655667 -0.003976831
Equation cpiUSA -0.05033679 0.19306592 -3.133701e-04 0.5871833 0.456867918
[[10]]
ECT Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.001106223 0.002123837 0.1595354 -0.00300748
Equation cpiUSA 0.046559351 0.131565673 0.5453308 0.46359448
[[11]]
ECT dolcan -1 cpiUSA -1
Equation dolcan -0.0006768995 0.1681196 0.00242903
Equation cpiUSA 0.0731547016 1.0770919 0.80037086
[[12]]
ECT Trend dolcan -1 cpiUSA -1
Equation dolcan 0.001372394 7.603074e-06 0.1610732 -0.001227277
Equation cpiUSA 0.238600556 6.138198e-04 0.5082187 0.505185783
[[13]]
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01524527 0.01156071 -4.607701e-05 0.1678529 -0.002542136
Equation cpiUSA -0.03983784 0.18485483 -2.787031e-04 0.6918440 0.453852695
dolcan -2 cpiUSA -2
Equation dolcan -0.02196011 -0.00308873
Equation cpiUSA -0.63011337 0.01100919
[[14]]
ECT Intercept dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan -0.001031649 0.002457958 0.1635127 -0.001892005 -0.03033589
Equation cpiUSA 0.046135183 0.129795583 0.6655917 0.457785100 -0.68077540
cpiUSA -2
Equation dolcan -0.002298449
Equation cpiUSA 0.015789314
[[15]]
ECT dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0007525866 0.172287 0.00152943 -0.02518247 0.001222138
Equation cpiUSA 0.0608714297 1.128933 0.63845831 -0.40864241 0.201698403
[[16]]
ECT Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.001657334 8.424941e-06 0.1655519 -0.0006685009 -0.03020354
Equation cpiUSA 0.230433428 5.927787e-04 0.6550524 0.4838119692 -0.76192515
cpiUSA -2
Equation dolcan -0.001017307
Equation cpiUSA 0.044131076
[[17]]
[1] "1.1439"
[[18]]
[1] "1.1439 1.3893"
[[19]]
[1] "1.2252"
[[20]]
[1] "1.1439 1.2252"
[[21]]
[1] "1.2252"
[[22]]
[1] "1.1439 1.2252"
[[23]]
[1] "1.2252"
[[24]]
[1] "1.1439 1.2252"
[[25]]
[1] "1.1439"
[[26]]
[1] "1.1439 1.3893"
[[27]]
[1] "1.2252"
[[28]]
[1] "1.2252 1.3893"
[[29]]
[1] "1.2263"
[[30]]
[1] "1.1439 1.2252"
[[31]]
[1] "1.2263"
[[32]]
[1] "1.2338 1.3893"
[[33]]
[1] -0.1176
[[34]]
[1] -0.1176 0.3236
[[35]]
[1] -0.1176
[[36]]
[1] -0.1205 0.1832
[[37]]
[1] -0.1176
[[38]]
[1] -0.2599 -0.1051
[[39]]
[1] -0.2639
[[40]]
[1] -0.2796 0.2373
[[41]]
[1] 0.2123
[[42]]
[1] 0.1839 0.2161
[[43]]
[1] 0.2123
[[44]]
[1] -0.2136 0.2161
[[45]]
[1] -0.1898
[[46]]
[1] -0.2834 -0.2136
[[47]]
[1] 0.2123
[[48]]
[1] 0.1839 0.2161
Code
sapply(mods, summary)
Output
[[1]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated slope parameters 8
AIC -3918.837 BIC -3888.616 SSR 10.04486
Intercept Trend dolcan -1
Equation dolcan 0.0104(0.0125) -2.2e-05(8.7e-05) 0.9871(0.0089)***
Equation cpiUSA 0.3790(0.1702)* -0.0007(0.0012) -0.1395(0.1216)
cpiUSA -1
Equation dolcan 0.0001(0.0003)
Equation cpiUSA 1.0023(0.0045)***
[[2]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated slope parameters 6
AIC -3922.4 BIC -3899.734 SSR 10.05601
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0128(0.0082) 0.9871(0.0089)*** 6.4e-05(5.1e-05)
Equation cpiUSA 0.4554(0.1120)*** -0.1411(0.1215) 0.9996(0.0007)***
[[3]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated slope parameters 4
AIC -3907.237 BIC -3892.126 SSR 10.57293
dolcan -1 cpiUSA -1
Equation dolcan 1.0004(0.0024)*** 1.2e-05(3.9e-05)
Equation cpiUSA 0.3346(0.0333)*** 0.9978(0.0005)***
[[4]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated slope parameters 6
AIC -3916.979 BIC -3894.313 SSR 10.20019
Trend dolcan -1 cpiUSA -1
Equation dolcan -7.7e-05(5.7e-05) 0.9920(0.0068)*** 0.0003(0.0002)
Equation cpiUSA -0.0027(0.0008)*** 0.0365(0.0929) 1.0090(0.0033)***
[[5]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 12
AIC -3982.323 BIC -3937.029 SSR 7.949829
Intercept Trend dolcan -1
Equation dolcan 0.0136(0.0125) -2.6e-05(8.7e-05) 1.1504(0.0554)***
Equation cpiUSA 0.2832(0.1537). 0.0003(0.0011) 0.5332(0.6837)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0037(0.0041) -0.1661(0.0554)** 0.0039(0.0041)
Equation cpiUSA 1.4575(0.0502)*** -0.6049(0.6833) -0.4591(0.0504)***
[[6]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 10
AIC -3986.131 BIC -3948.385 SSR 7.952476
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0164(0.0084). 1.1507(0.0553)*** -0.0037(0.0041)
Equation cpiUSA 0.2463(0.1031)* 0.5294(0.6827) 1.4571(0.0501)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1664(0.0553)** 0.0038(0.0041)
Equation cpiUSA -0.6006(0.6822) -0.4574(0.0501)***
[[7]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 8
AIC -3980.289 BIC -3950.092 SSR 8.095284
dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 1.1610(0.0553)*** -0.0019(0.0040) -0.1602(0.0555)**
Equation cpiUSA 0.6843(0.6846) 1.4836(0.0492)*** -0.5073(0.6861)
cpiUSA -2
Equation dolcan 0.0020(0.0040)
Equation cpiUSA -0.4848(0.0491)***
[[8]]
#############
###Model VAR
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 10
AIC -3981.552 BIC -3943.806 SSR 8.034911
Trend dolcan -1 cpiUSA -1
Equation dolcan -9.6e-05(5.8e-05) 1.1535(0.0554)*** -0.0032(0.0040)
Equation cpiUSA -0.0011(0.0007) 0.5978(0.6854) 1.4694(0.0499)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1629(0.0553)** 0.0036(0.0041)
Equation cpiUSA -0.5384(0.6849) -0.4660(0.0505)***
[[9]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 10
AIC -3983.832 BIC -3942.312 SSR 7.960313
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT Intercept Trend
Equation dolcan -0.0151(0.0084). 0.0110(0.0053)* -4.5e-05(2.6e-05).
Equation cpiUSA -0.0503(0.1041) 0.1931(0.0650)** -0.0003(0.0003)
dolcan -1 cpiUSA -1
Equation dolcan 0.1656(0.0553)** -0.0040(0.0041)
Equation cpiUSA 0.5872(0.6821) 0.4569(0.0503)***
[[10]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 8
AIC -3983.729 BIC -3949.758 SSR 7.984527
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT Intercept dolcan -1
Equation dolcan -0.0011(0.0025) 0.0021(0.0013). 0.1595(0.0553)**
Equation cpiUSA 0.0466(0.0310) 0.1316(0.0156)*** 0.5453(0.6807)
cpiUSA -1
Equation dolcan -0.0030(0.0040)
Equation cpiUSA 0.4636(0.0498)***
[[11]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 6
AIC -3919.627 BIC -3893.205 SSR 9.764497
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT dolcan -1 cpiUSA -1
Equation dolcan -0.0007(0.0025) 0.1681(0.0552)** 0.0024(0.0024)
Equation cpiUSA 0.0732(0.0340)* 1.0771(0.7488) 0.8004(0.0329)***
[[12]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated slope parameters 8
AIC -3974.33 BIC -3940.359 SSR 8.181358
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT Trend dolcan -1
Equation dolcan 0.0014(0.0030) 7.6e-06(6.3e-06) 0.1611(0.0555)**
Equation cpiUSA 0.2386(0.0376)*** 0.0006(7.8e-05)*** 0.5082(0.6900)
cpiUSA -1
Equation dolcan -0.0012(0.0039)
Equation cpiUSA 0.5052(0.0481)***
[[13]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated slope parameters 14
AIC -3962.912 BIC -3906.34 SSR 7.937843
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT Intercept Trend
Equation dolcan -0.0152(0.0085). 0.0116(0.0054)* -4.6e-05(2.6e-05).
Equation cpiUSA -0.0398(0.1052) 0.1849(0.0667)** -0.0003(0.0003)
dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.1679(0.0562)** -0.0025(0.0046) -0.0220(0.0564)
Equation cpiUSA 0.6918(0.6934) 0.4539(0.0565)*** -0.6301(0.6962)
cpiUSA -2
Equation dolcan -0.0031(0.0046)
Equation cpiUSA 0.0110(0.0567)
[[14]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated slope parameters 12
AIC -3962.974 BIC -3913.945 SSR 7.956742
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT Intercept dolcan -1
Equation dolcan -0.0010(0.0025) 0.0025(0.0014). 0.1635(0.0563)**
Equation cpiUSA 0.0461(0.0313) 0.1298(0.0175)*** 0.6656(0.6924)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0019(0.0046) -0.0303(0.0564) -0.0023(0.0046)
Equation cpiUSA 0.4578(0.0563)*** -0.6808(0.6933) 0.0158(0.0564)
[[15]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated slope parameters 10
AIC -3911.881 BIC -3870.395 SSR 9.344372
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT dolcan -1 cpiUSA -1
Equation dolcan -0.0008(0.0025) 0.1723(0.0563)** 0.0015(0.0041)
Equation cpiUSA 0.0609(0.0338). 1.1289(0.7465) 0.6385(0.0550)***
dolcan -2 cpiUSA -2
Equation dolcan -0.0252(0.0565) 0.0012(0.0041)
Equation cpiUSA -0.4086(0.7495) 0.2017(0.0547)***
[[16]]
#############
###Model VECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated slope parameters 12
AIC -3954.238 BIC -3905.209 SSR 8.131732
Cointegrating vector (estimated by 2OLS):
dolcan cpiUSA
r1 1 -0.0158527
ECT Trend dolcan -1
Equation dolcan 0.0017(0.0032) 8.4e-06(7.0e-06) 0.1656(0.0565)**
Equation cpiUSA 0.2304(0.0400)*** 0.0006(8.6e-05)*** 0.6551(0.7006)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0007(0.0045) -0.0302(0.0566) -0.0010(0.0045)
Equation cpiUSA 0.4838(0.0561)*** -0.7619(0.7019) 0.0441(0.0560)
[[17]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 16 + 1
AIC -3974.104 BIC -3909.884 SSR 8.161472
[[1]]
Intercept Trend dolcan -1
Equation dolcan 0.0821(0.0789) 0.0007(0.0004) 0.9823(0.0483)***
Equation cpiUSA -0.5559(0.9804) -0.0018(0.0056) 0.7181(0.6005)
cpiUSA -1
Equation dolcan -0.0024(0.0015)
Equation cpiUSA 1.0032(0.0191)***
[[2]]
Intercept Trend dolcan -1
Equation dolcan -0.0135(0.0215) -0.0002(0.0001) 0.9915(0.0107)***
Equation cpiUSA 2.2021(0.2674)*** 0.0073(0.0015)*** -0.7468(0.1326)***
cpiUSA -1
Equation dolcan 0.0007(0.0005)
Equation cpiUSA 0.9702(0.0059)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439
Percentage of Observations in each regime: 22.3% 77.7%
[[18]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 24 + 2
AIC -3974.97 BIC -3876.751 SSR 7.794644
[[1]]
Intercept Trend dolcan -1
Equation dolcan 0.0821(0.0790) 0.0007(0.0004) 0.9823(0.0484)***
Equation cpiUSA -0.5559(0.9641) -0.0018(0.0055) 0.7181(0.5905)
cpiUSA -1
Equation dolcan -0.0024(0.0015)
Equation cpiUSA 1.0032(0.0188)***
[[2]]
Intercept Trend dolcan -1
Equation dolcan -0.0213(0.0222) -0.0002(0.0001) 0.9952(0.0124)***
Equation cpiUSA 2.0413(0.2707)*** 0.0064(0.0016)*** -0.6686(0.1518)***
cpiUSA -1
Equation dolcan 0.0008(0.0005)
Equation cpiUSA 0.9732(0.0063)***
[[3]]
Intercept Trend dolcan -1
Equation dolcan 0.3579(0.2290) 0.0014(0.0010) 0.8674(0.0769)***
Equation cpiUSA -1.2736(2.7959) -0.0035(0.0126) 0.1600(0.9391)
cpiUSA -1
Equation dolcan -0.0056(0.0042)
Equation cpiUSA 1.0215(0.0519)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439 1.3893
Percentage of Observations in each regime: 22.3% 66.9% 10.8%
[[19]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 12 + 1
AIC -3971.026 BIC -3921.917 SSR 8.348522
[[1]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0077(0.0171) 0.9940(0.0178)*** 1.4e-05(6.9e-05)
Equation cpiUSA -1.0125(0.2138)*** 1.3416(0.2218)*** 0.9969(0.0009)***
[[2]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0305(0.0196) 0.9689(0.0175)*** 0.0001(8.2e-05).
Equation cpiUSA 0.4650(0.2452). -0.2413(0.2179) 1.0007(0.0010)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2252
Percentage of Observations in each regime: 50.5% 49.5%
[[20]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 18 + 2
AIC -3976.778 BIC -3901.225 SSR 7.915594
[[1]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.0298(0.0348) 1.0311(0.0373)*** 8.4e-06(0.0002)
Equation cpiUSA -0.2707(0.4248) 0.5938(0.4552) 0.9971(0.0019)***
[[2]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0672(0.0777) 0.9434(0.0654)*** 1.1e-05(8.1e-05)
Equation cpiUSA 1.9185(0.9477)* -1.0550(0.7981) 0.9957(0.0010)***
[[3]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0305(0.0197) 0.9689(0.0175)*** 0.0001(8.2e-05).
Equation cpiUSA 0.4650(0.2399). -0.2413(0.2131) 1.0007(0.0010)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439 1.2252
Percentage of Observations in each regime: 22.3% 28.2% 49.5%
[[21]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 8 + 1
AIC -3950.762 BIC -3916.763 SSR 9.029764
[[1]]
dolcan -1 cpiUSA -1
Equation dolcan 1.0018(0.0029)*** -6e-06(5.4e-05)
Equation cpiUSA 0.3056(0.0377)*** 0.9995(0.0007)***
[[2]]
dolcan -1 cpiUSA -1
Equation dolcan 0.9949(0.0049)*** 9.2e-05(7.4e-05)
Equation cpiUSA 0.1555(0.0630)* 0.9999(0.0010)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2252
Percentage of Observations in each regime: 50.5% 49.5%
[[22]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 12 + 2
AIC -3975.972 BIC -3923.085 SSR 8.123147
[[1]]
dolcan -1 cpiUSA -1
Equation dolcan 0.9995(0.0051)*** 8.1e-05(0.0001)
Equation cpiUSA 0.3063(0.0627)*** 0.9977(0.0016)***
[[2]]
dolcan -1 cpiUSA -1
Equation dolcan 0.9998(0.0049)*** 1.9e-05(8.1e-05)
Equation cpiUSA 0.5560(0.0606)*** 0.9960(0.0010)***
[[3]]
dolcan -1 cpiUSA -1
Equation dolcan 0.9949(0.0049)*** 9.2e-05(7.4e-05)
Equation cpiUSA 0.1555(0.0599)** 0.9999(0.0009)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439 1.2252
Percentage of Observations in each regime: 22.3% 28.2% 49.5%
[[23]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 12 + 1
AIC -3954.841 BIC -3905.732 SSR 8.842832
[[1]]
Trend dolcan -1 cpiUSA -1
Equation dolcan 2.1e-05(0.0001) 1.0038(0.0130)*** -8.5e-05(0.0005)
Equation cpiUSA 0.0039(0.0017)* 0.6855(0.1673)*** 0.9846(0.0064)***
[[2]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002(9.4e-05)* 0.9703(0.0121)*** 0.0010(0.0004)*
Equation cpiUSA -0.0014(0.0012) -0.0072(0.1564) 1.0059(0.0054)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2252
Percentage of Observations in each regime: 50.5% 49.5%
[[24]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 323
Number of variables: 2 Number of estimated parameters: 18 + 2
AIC -3974.302 BIC -3898.749 SSR 8.06911
[[1]]
Trend dolcan -1 cpiUSA -1
Equation dolcan 0.0003(0.0002) 1.0280(0.0201)*** -0.0010(0.0008)
Equation cpiUSA 0.0010(0.0024) 0.4086(0.2491) 0.9938(0.0094)***
[[2]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002(0.0002) 0.9847(0.0175)*** 0.0007(0.0007)
Equation cpiUSA 0.0017(0.0024) 0.7017(0.2173)** 0.9899(0.0088)***
[[3]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002(9.4e-05)* 0.9703(0.0121)*** 0.0010(0.0004)*
Equation cpiUSA -0.0014(0.0012) -0.0072(0.1501) 1.0059(0.0051)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439 1.2252
Percentage of Observations in each regime: 22.3% 28.2% 49.5%
[[25]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 24 + 1
AIC -3999.979 BIC -3905.615 SSR 7.045296
[[1]]
Intercept Trend dolcan -1
Equation dolcan 0.0923(0.0822) 0.0007(0.0005) 1.1164(0.1652)***
Equation cpiUSA -0.3846(0.9608) -0.0006(0.0055) -0.0579(1.9317)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.0057(0.0160) -0.1477(0.1670) -0.0081(0.0163)
Equation cpiUSA 1.2098(0.1872)*** 0.6665(1.9529) -0.2107(0.1901)
[[2]]
Intercept Trend dolcan -1
Equation dolcan 0.0006(0.0231) -0.0001(0.0001) 1.1410(0.0596)***
Equation cpiUSA 1.6399(0.2701)*** 0.0060(0.0014)*** 0.5722(0.6974)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0035(0.0047) -0.1549(0.0597)** 0.0040(0.0046)
Equation cpiUSA 1.3343(0.0546)*** -1.1085(0.6980) -0.3583(0.0533)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439
Percentage of Observations in each regime: 22% 78%
[[26]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 36 + 2
AIC -3995.99 BIC -3852.557 SSR 6.794512
[[1]]
Intercept Trend dolcan -1
Equation dolcan 0.0923(0.0817) 0.0007(0.0005) 1.1164(0.1642)***
Equation cpiUSA -0.3846(0.9528) -0.0006(0.0054) -0.0579(1.9156)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.0057(0.0159) -0.1477(0.1660) -0.0081(0.0162)
Equation cpiUSA 1.2098(0.1856)*** 0.6665(1.9366) -0.2107(0.1885)
[[2]]
Intercept Trend dolcan -1
Equation dolcan -0.0154(0.0238) -0.0002(0.0001) 1.1806(0.0687)***
Equation cpiUSA 1.5002(0.2773)*** 0.0054(0.0016)*** 0.5086(0.8014)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.0010(0.0052) -0.1865(0.0681)** -0.0003(0.0051)
Equation cpiUSA 1.3202(0.0602)*** -0.9522(0.7944) -0.3425(0.0589)***
[[3]]
Intercept Trend dolcan -1
Equation dolcan 0.3044(0.2443) 0.0012(0.0011) 0.9527(0.1378)***
Equation cpiUSA 1.2815(2.8498) 0.0092(0.0130) 2.0105(1.6081)
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0297(0.0111)** -0.0770(0.1330) 0.0253(0.0114)*
Equation cpiUSA 1.3074(0.1297)*** -2.3912(1.5514) -0.3393(0.1329)*
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439 1.3893
Percentage of Observations in each regime: 22% 67.1% 10.9%
[[27]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 20 + 1
AIC -3997.421 BIC -3918.155 SSR 7.278526
[[1]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0140(0.0181) 1.1438(0.0902)*** 0.0026(0.0065)
Equation cpiUSA -0.6473(0.2154)** 0.8354(1.0711) 1.3948(0.0772)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1574(0.0911). -0.0025(0.0065)
Equation cpiUSA 0.0150(1.0824) -0.3968(0.0770)***
[[2]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0402(0.0198)* 1.1335(0.0713)*** -0.0102(0.0060).
Equation cpiUSA 0.2830(0.2353) 0.4492(0.8467) 1.3110(0.0713)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1713(0.0702)* 0.0104(0.0060).
Equation cpiUSA -0.5822(0.8334) -0.3106(0.0714)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2252
Percentage of Observations in each regime: 50.3% 49.7%
[[28]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 30 + 2
AIC -3995.703 BIC -3874.917 SSR 6.972166
[[1]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0140(0.0181) 1.1438(0.0900)*** 0.0026(0.0065)
Equation cpiUSA -0.6473(0.2125)** 0.8354(1.0568) 1.3948(0.0762)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1574(0.0910). -0.0025(0.0065)
Equation cpiUSA 0.0150(1.0678) -0.3968(0.0759)***
[[2]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0233(0.0295) 1.2136(0.0890)*** -0.0041(0.0072)
Equation cpiUSA -0.0503(0.3461) 0.5533(1.0451) 1.2690(0.0850)***
dolcan -2 cpiUSA -2
Equation dolcan -0.2374(0.0858)** 0.0042(0.0072)
Equation cpiUSA -0.3583(1.0068) -0.2696(0.0851)**
[[3]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.0580(0.0681) 0.9631(0.1377)*** -0.0279(0.0110)*
Equation cpiUSA -0.6535(0.7991) 2.0919(1.6169) 1.3218(0.1292)***
dolcan -2 cpiUSA -2
Equation dolcan -0.0270(0.1244) 0.0283(0.0110)*
Equation cpiUSA -1.9980(1.4599) -0.3159(0.1297)*
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2252 1.3893
Percentage of Observations in each regime: 50.3% 38.8% 10.9%
[[29]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 16 + 1
AIC -3990.483 BIC -3926.315 SSR 7.512746
[[1]]
dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 1.1453(0.0902)*** -0.0006(0.0059) -0.1436(0.0905)
Equation cpiUSA 0.6625(1.0808) 1.4943(0.0712)*** -0.5054(1.0845)
cpiUSA -2
Equation dolcan 0.0005(0.0059)
Equation cpiUSA -0.4946(0.0712)***
[[2]]
dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 1.1609(0.0705)*** -0.0071(0.0060) -0.1656(0.0704)*
Equation cpiUSA 0.5957(0.8445) 1.3145(0.0719)*** -0.4870(0.8432)
cpiUSA -2
Equation dolcan 0.0072(0.0060)
Equation cpiUSA -0.3146(0.0719)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2263
Percentage of Observations in each regime: 50.9% 49.1%
[[30]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 24 + 2
AIC -3990.169 BIC -3892.031 SSR 7.141784
[[1]]
dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 1.1964(0.1579)*** 0.0037(0.0159) -0.1986(0.1590)
Equation cpiUSA -0.0369(1.8495) 1.2243(0.1863)*** 0.2958(1.8622)
cpiUSA -2
Equation dolcan -0.0036(0.0159)
Equation cpiUSA -0.2267(0.1863)
[[2]]
dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 1.1265(0.1110)*** 0.0035(0.0075) -0.1289(0.1112)
Equation cpiUSA 0.9516(1.2997) 1.3785(0.0879)*** -0.6091(1.3020)
cpiUSA -2
Equation dolcan -0.0034(0.0075)
Equation cpiUSA -0.3809(0.0876)***
[[3]]
dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 1.1589(0.0707)*** -0.0080(0.0060) -0.1628(0.0706)*
Equation cpiUSA 0.6281(0.8282) 1.3264(0.0697)*** -0.5220(0.8266)
cpiUSA -2
Equation dolcan 0.0081(0.0060)
Equation cpiUSA -0.3266(0.0697)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.1439 1.2252
Percentage of Observations in each regime: 22% 28.3% 49.7%
[[31]]
Model TVAR with 1 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 20 + 1
AIC -3992.26 BIC -3912.995 SSR 7.415455
[[1]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -1.6e-05(0.0001) 1.1450(0.0897)*** -0.0004(0.0060)
Equation cpiUSA 0.0031(0.0016). 0.7035(1.0774) 1.4672(0.0723)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1450(0.0907) 0.0005(0.0059)
Equation cpiUSA -0.2401(1.0893) -0.4792(0.0714)***
[[2]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002(9.6e-05)* 1.1271(0.0716)*** -0.0092(0.0060)
Equation cpiUSA -0.0006(0.0012) 0.5092(0.8599) 1.3092(0.0725)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1574(0.0701)* 0.0102(0.0061).
Equation cpiUSA -0.4662(0.8415) -0.3068(0.0734)***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2263
Percentage of Observations in each regime: 50.9% 49.1%
[[32]]
Model TVAR with 2 thresholds
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters: 30 + 2
AIC -3994.773 BIC -3873.988 SSR 7.025195
[[1]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -6.3e-05(0.0001) 1.1558(0.0889)*** 0.0015(0.0058)
Equation cpiUSA 0.0030(0.0015). 1.0534(1.0500) 1.5076(0.0686)***
dolcan -2 cpiUSA -2
Equation dolcan -0.1604(0.0899). -0.0013(0.0057)
Equation cpiUSA -0.6132(1.0612) -0.5193(0.0677)***
[[2]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002(0.0002) 1.1844(0.0926)*** -0.0057(0.0079)
Equation cpiUSA 0.0012(0.0020) 0.3427(1.0931) 1.1578(0.0929)***
dolcan -2 cpiUSA -2
Equation dolcan -0.2111(0.0877)* 0.0066(0.0079)
Equation cpiUSA -0.0438(1.0356) -0.1633(0.0937).
[[3]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002(0.0003) 0.9859(0.1352)*** -0.0276(0.0110)*
Equation cpiUSA 0.0036(0.0037) 2.1499(1.5968) 1.3166(0.1297)***
dolcan -2 cpiUSA -2
Equation dolcan -0.0234(0.1258) 0.0286(0.0111)*
Equation cpiUSA -2.1654(1.4854) -0.3255(0.1308)*
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Threshold value: 1.2338 1.3893
Percentage of Observations in each regime: 54.7% 34.5% 10.9%
[[33]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 20
AIC -4002.429 BIC -3923.163 SSR 7.298715
Cointegrating vector: (1, - 0.01550732 )
$Bdown
ECT Const Trend
Equation dolcan -0.0517(0.0694). 0.0053(0.6266) -3.9e-05(0.2682)
Equation cpiUSA 0.7379(0.0310)* 0.6239(2.6e-06)*** -0.0011(0.0121)*
dolcan t -1 cpiUSA t -1
Equation dolcan 0.1675(0.0457)* -0.0122(0.0750).
Equation cpiUSA -0.1020(0.9190) 0.1395(0.0894).
$Bup
ECT Const Trend
Equation dolcan -0.0010(0.9412) 0.0036(0.6636) -3.3e-05(0.3894)
Equation cpiUSA 0.0155(0.9259) 0.1013(0.3101) -3.6e-05(0.9374)
dolcan t -1 cpiUSA t -1
Equation dolcan 0.1313(0.0797). 0.0023(0.6488)
Equation cpiUSA 0.2371(0.7916) 0.6209(4.7e-21)***
Threshold
Values: -0.1176
Percentage of Observations in each regime 36.3% 63.7%
[[34]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 30
AIC -4001.215 BIC -3880.429 SSR 7.00715
Cointegrating vector: (1, - 0.01550732 )
$Bdown
ECT Const Trend
Equation dolcan -0.0517(0.0684). 0.0053(0.6253) -3.9e-05(0.2665)
Equation cpiUSA 0.7379(0.0290)* 0.6239(2e-06)*** -0.0011(0.0111)*
dolcan t -1 cpiUSA t -1
Equation dolcan 0.1675(0.0450)* -0.0122(0.0739).
Equation cpiUSA -0.1020(0.9180) 0.1395(0.0855).
$Bmiddle
ECT Const Trend
Equation dolcan -0.0023(0.8928) 0.0144(0.2359) -0.0001(0.0823).
Equation cpiUSA -0.3376(0.0929). 0.3660(0.0117)* -0.0012(0.0902).
dolcan t -1 cpiUSA t -1
Equation dolcan 0.0850(0.3605) 0.0035(0.5998)
Equation cpiUSA 1.1887(0.2830) 0.4816(4.6e-09)***
$Bup
ECT Const Trend
Equation dolcan -0.0290(0.4313) 0.0168(0.3808) 3.6e-06(0.9649)
Equation cpiUSA 0.3350(0.4450) -0.1220(0.5927) 0.0020(0.0423)*
dolcan t -1 cpiUSA t -1
Equation dolcan 0.1850(0.1512) -0.0078(0.4642)
Equation cpiUSA -1.5210(0.3211) 0.6142(1.9e-06)***
Threshold
Values: -0.1176 0.3236
Percentage of Observations in each regime 36.3% 36.3% 27.3%
[[35]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 16
AIC -4001.207 BIC -3937.04 SSR 7.41122
Cointegrating vector: (1, - 0.01665858 )
$Bdown
ECT Const dolcan t -1
Equation dolcan -0.0375(0.0412)* -0.0069(0.2562) 0.1251(0.1130)
Equation cpiUSA 0.7085(0.0014)** 0.4007(6.7e-08)*** 0.1907(0.8404)
cpiUSA t -1
Equation dolcan -0.0102(0.1122)
Equation cpiUSA 0.1982(0.0109)*
$Bup
ECT Const dolcan t -1
Equation dolcan 0.0061(0.3280) -0.0016(0.4998) 0.1644(0.0365)*
Equation cpiUSA 0.0587(0.4304) 0.0858(0.0021)** 0.2257(0.8107)
cpiUSA t -1
Equation dolcan 0.0029(0.5748)
Equation cpiUSA 0.6190(3.3e-20)***
Threshold
Values: -0.1176
Percentage of Observations in each regime 41% 59%
[[36]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 24
AIC -4000.627 BIC -3902.489 SSR 7.128824
Cointegrating vector: (1, - 0.01665858 )
$Bdown
ECT Const dolcan t -1
Equation dolcan -0.0375(0.0409)* -0.0069(0.2556) 0.1251(0.1125)
Equation cpiUSA 0.7085(0.0012)** 0.4007(4.6e-08)*** 0.1907(0.8383)
cpiUSA t -1
Equation dolcan -0.0102(0.1117)
Equation cpiUSA 0.1982(0.0099)**
$Bmiddle
ECT Const dolcan t -1
Equation dolcan 0.0415(0.0375)* -0.0065(0.1015) 0.2581(0.0660).
Equation cpiUSA -0.3566(0.1320) 0.1845(0.0001)*** 0.4801(0.7729)
cpiUSA t -1
Equation dolcan 0.0112(0.3200)
Equation cpiUSA 0.2797(0.0375)*
$Bup
ECT Const dolcan t -1
Equation dolcan -0.0007(0.9464) 0.0008(0.8684) 0.1052(0.2848)
Equation cpiUSA -0.0967(0.4647) 0.1360(0.0155)* -0.7273(0.5337)
cpiUSA t -1
Equation dolcan 0.0030(0.6310)
Equation cpiUSA 0.6801(4.8e-18)***
Threshold
Values: -0.1205 0.1832
Percentage of Observations in each regime 41% 20.2% 38.8%
[[37]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 12
AIC -3974.743 BIC -3925.674 SSR 8.235945
Cointegrating vector: (1, - 0.01616518 )
$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.0220(0.0014)** 0.1177(0.1375) -0.0145(0.0175)*
Equation cpiUSA -0.5507(7.7e-10)*** 1.0162(0.3105) 0.3249(3.0e-05)***
$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.0028(0.5042) 0.1680(0.0297)* 0.0010(0.8048)
Equation cpiUSA 0.1897(0.0004)*** -0.2859(0.7693) 0.7504(1.3e-35)***
Threshold
Values: -0.1176
Percentage of Observations in each regime 39.4% 60.6%
[[38]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 18
AIC -3980.323 BIC -3904.831 SSR 7.768609
Cointegrating vector: (1, - 0.01616518 )
$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.0252(0.0075)** 0.1674(0.1983) -0.0180(0.0752).
Equation cpiUSA -0.4527(0.0001)*** 2.2624(0.1578) 0.2430(0.0513).
$Bmiddle
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.0155(0.1904) 0.0733(0.4738) -0.0093(0.2401)
Equation cpiUSA -0.9222(7e-10)*** -0.5414(0.6673) 0.3017(0.0021)**
$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.0030(0.4741) 0.1689(0.0296)* 0.0007(0.8663)
Equation cpiUSA 0.1947(0.0002)*** -0.2687(0.7777) 0.7443(2.3e-35)***
Threshold
Values: -0.2599 -0.1051
Percentage of Observations in each regime 20.5% 19.3% 60.2%
[[39]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 16
AIC -3986.448 BIC -3922.28 SSR 7.674577
Cointegrating vector: (1, - 0.01626386 )
$Bdown
ECT Trend dolcan t -1
Equation dolcan -0.0600(0.1237) -4.7e-05(0.2742) 0.2434(0.0454)*
Equation cpiUSA -0.5717(0.2277) 4.0e-06(0.9939) 1.4443(0.3282)
cpiUSA t -1
Equation dolcan -0.0117(0.2077)
Equation cpiUSA 0.1073(0.3416)
$Bup
ECT Trend dolcan t -1
Equation dolcan 0.0024(0.4726) 9.1e-08(0.9908) 0.1271(0.0430)*
Equation cpiUSA 0.1882(7.4e-06)*** 0.0006(1.9e-09)*** -0.1181(0.8768)
cpiUSA t -1
Equation dolcan 0.0008(0.8562)
Equation cpiUSA 0.5950(2.4e-25)***
Threshold
Values: -0.2639
Percentage of Observations in each regime 22.7% 77.3%
[[40]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 322
Number of variables: 2 Number of estimated parameters 24
AIC -3985.205 BIC -3887.067 SSR 7.313595
Cointegrating vector: (1, - 0.01626386 )
$Bdown
ECT Trend dolcan t -1
Equation dolcan -0.0659(0.1087) -4.9e-05(0.2894) 0.1448(0.2877)
Equation cpiUSA -0.7485(0.1259) -0.0003(0.5308) 2.2377(0.1679)
cpiUSA t -1
Equation dolcan -0.0165(0.1101)
Equation cpiUSA 0.2192(0.0752).
$Bmiddle
ECT Trend dolcan t -1
Equation dolcan 0.0025(0.6581) -3.1e-07(0.9718) 0.1908(0.0112)*
Equation cpiUSA 0.0803(0.2357) 0.0008(2.5e-13)*** -0.4850(0.5863)
cpiUSA t -1
Equation dolcan 0.0022(0.7034)
Equation cpiUSA 0.3836(3.1e-08)***
$Bup
ECT Trend dolcan t -1
Equation dolcan 0.0043(0.4257) -1.6e-05(0.6378) 0.0840(0.4470)
Equation cpiUSA 0.1290(0.0453)* 0.0008(0.0651). -0.6772(0.6064)
cpiUSA t -1
Equation dolcan 0.0010(0.8868)
Equation cpiUSA 0.7079(1.4e-15)***
Threshold
Values: -0.2796 0.2373
Percentage of Observations in each regime 18.9% 48.1% 32.9%
[[41]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 28
AIC -3978.469 BIC -3869.098 SSR 7.026082
Cointegrating vector: (1, - 0.01662568 )
$Bdown
ECT Const Trend
Equation dolcan -0.0152(0.1067) 0.0111(0.0875). -4.8e-05(0.1414)
Equation cpiUSA -0.2511(0.0227)* 0.3347(1.2e-05)*** -0.0008(0.0270)*
dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.1839(0.0057)** -0.0045(0.4014) 0.0294(0.6485)
Equation cpiUSA 0.5328(0.4903) 0.3380(1.7e-07)*** -1.2293(0.1033)
cpiUSA t -2
Equation dolcan -0.0020(0.7027)
Equation cpiUSA -0.1620(0.0101)*
$Bup
ECT Const Trend
Equation dolcan -0.0128(0.6635) 0.0099(0.5146) -3.5e-05(0.6501)
Equation cpiUSA 0.1822(0.5972) -0.0415(0.8154) 0.0011(0.2079)
dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.1255(0.2732) 0.0058(0.5859) -0.1980(0.1065)
Equation cpiUSA -1.0680(0.4246) 0.4181(0.0009)*** 0.9412(0.5104)
cpiUSA t -2
Equation dolcan -0.0106(0.3459)
Equation cpiUSA 0.3071(0.0201)*
Threshold
Values: 0.2123
Percentage of Observations in each regime 67.6% 32.4%
[[42]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 42
AIC -3987.609 BIC -3821.666 SSR 6.526916
Cointegrating vector: (1, - 0.01662568 )
$Bdown
ECT Const Trend
Equation dolcan -0.0174(0.0938). 0.0112(0.0886). -4.9e-05(0.1480)
Equation cpiUSA -0.1891(0.1132) 0.2841(0.0002)*** -0.0006(0.1441)
dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.1571(0.0241)* -0.0103(0.0746). 0.0524(0.4485)
Equation cpiUSA 0.4259(0.5934) 0.2873(2.1e-05)*** -1.1874(0.1356)
cpiUSA t -2
Equation dolcan 0.0012(0.8347)
Equation cpiUSA -0.1195(0.0739).
$Bmiddle
ECT Const Trend
Equation dolcan -0.3473(0.1995) 0.0752(0.2544) -5.3e-05(0.7407)
Equation cpiUSA -6.1188(0.0498)* 2.7091(0.0004)*** -0.0090(1.8e-06)***
dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.1603(0.5168) 0.0336(0.0424)* 0.1327(0.6105)
Equation cpiUSA -1.9196(0.4996) 0.4390(0.0215)* -4.9985(0.0960).
cpiUSA t -2
Equation dolcan -0.0304(0.0602).
Equation cpiUSA -0.2457(0.1857)
$Bup
ECT Const Trend
Equation dolcan -0.0119(0.6924) 0.0097(0.5270) 2.2e-05(0.8067)
Equation cpiUSA 0.3550(0.3071) -0.1138(0.5204) 0.0019(0.0646).
dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.1143(0.3207) -0.0028(0.8039) -0.2251(0.0693).
Equation cpiUSA -1.3484(0.3085) 0.3682(0.0052)** 0.4193(0.7681)
cpiUSA t -2
Equation dolcan -0.0106(0.3633)
Equation cpiUSA 0.2529(0.0600).
Threshold
Values: 0.1839 0.2161
Percentage of Observations in each regime 60.7% 7.8% 31.5%
[[43]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 24
AIC -3977.099 BIC -3882.813 SSR 7.174833
Cointegrating vector: (1, - 0.01662568 )
$Bdown
ECT Const dolcan t -1
Equation dolcan -0.0027(0.5060) 0.0019(0.2786) 0.1822(0.0062)**
Equation cpiUSA -0.0309(0.5132) 0.1737(1.3e-15)*** 0.5033(0.5176)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.0033(0.5319) 0.0229(0.7221) -0.0008(0.8869)
Equation cpiUSA 0.3591(2.7e-08)*** -1.3438(0.0765). -0.1393(0.0259)*
$Bup
ECT Const dolcan t -1
Equation dolcan -0.0019(0.9097) 0.0041(0.6184) 0.1174(0.2998)
Equation cpiUSA -0.1715(0.3958) 0.1464(0.1334) -0.8027(0.5463)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.0054(0.6102) -0.2105(0.0784). -0.0110(0.3281)
Equation cpiUSA 0.4307(0.0007)*** 1.3485(0.3367) 0.3192(0.0162)*
Threshold
Values: 0.2123
Percentage of Observations in each regime 67.6% 32.4%
[[44]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 36
AIC -3977.753 BIC -3834.438 SSR 6.958434
Cointegrating vector: (1, - 0.01662568 )
$Bdown
ECT Const dolcan t -1
Equation dolcan -0.0462(0.0843). -0.0101(0.2528) 0.1582(0.0625).
Equation cpiUSA 0.9601(0.0026)** 0.5190(1.3e-06)*** -0.3723(0.7116)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.0112(0.0970). 0.0184(0.8242) 0.0035(0.6289)
Equation cpiUSA 0.2068(0.0102)* -1.6020(0.1049) -0.1615(0.0610).
$Bmiddle
ECT Const dolcan t -1
Equation dolcan 0.0204(0.0670). -0.0037(0.2006) 0.1867(0.0867).
Equation cpiUSA -0.1547(0.2425) 0.1421(4.8e-05)*** 1.4258(0.2706)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.0172(0.0432)* 0.0198(0.8526) -0.0100(0.2130)
Equation cpiUSA 0.5895(1.2e-08)*** -1.1805(0.3511) -0.1352(0.1553)
$Bup
ECT Const dolcan t -1
Equation dolcan -0.0176(0.3564) 0.0127(0.1859) 0.1203(0.2822)
Equation cpiUSA -0.1413(0.5343) 0.1422(0.2120) -0.8278(0.5333)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.0022(0.8419) -0.2166(0.0668). -0.0101(0.3764)
Equation cpiUSA 0.4228(0.0014)** 1.1683(0.4045) 0.2976(0.0288)*
Threshold
Values: -0.2136 0.2161
Percentage of Observations in each regime 37.1% 31.5% 31.5%
[[45]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 20
AIC -3951.727 BIC -3872.527 SSR 8.129782
Cointegrating vector: (1, - 0.01649411 )
$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.0179(0.0204)* 0.1392(0.0950). -0.0133(0.0418)*
Equation cpiUSA -0.5653(1.5e-08)*** 0.6576(0.5319) 0.3145(0.0002)***
dolcan t -2 cpiUSA t -2
Equation dolcan 0.0022(0.9787) 0.0014(0.8397)
Equation cpiUSA -0.6239(0.5450) -0.0880(0.3272)
$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.0065(0.1213) 0.1600(0.0381)* 0.0079(0.2007)
Equation cpiUSA 0.1547(0.0037)** -0.0089(0.9927) 0.6712(4.1e-16)***
dolcan t -2 cpiUSA t -2
Equation dolcan -0.0661(0.3952) -0.0107(0.0767).
Equation cpiUSA -0.9158(0.3516) 0.1318(0.0831).
Threshold
Values: -0.1898
Percentage of Observations in each regime 37.4% 62.6%
[[46]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 30
AIC -3957.032 BIC -3836.346 SSR 7.778024
Cointegrating vector: (1, - 0.01649411 )
$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.0168(0.0755). 0.2488(0.0420)* -0.0090(0.3383)
Equation cpiUSA -0.6306(2.3e-07)*** 0.7049(0.6472) 0.1132(0.3429)
dolcan t -2 cpiUSA t -2
Equation dolcan -0.1622(0.1711) -0.0005(0.9569)
Equation cpiUSA 0.7159(0.6319) -0.1447(0.1901)
$Bmiddle
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.0150(0.3418) 0.0339(0.7750) -0.0261(0.0252)*
Equation cpiUSA -0.7096(0.0004)*** -0.3325(0.8246) 0.4394(0.0029)**
dolcan t -2 cpiUSA t -2
Equation dolcan 0.2262(0.0625). 0.0154(0.2405)
Equation cpiUSA -1.4005(0.3601) -0.0329(0.8423)
$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.0058(0.1433) 0.1726(0.0215)* 0.0105(0.0650).
Equation cpiUSA 0.1521(0.0024)** -0.1469(0.8764) 0.6396(4e-17)***
dolcan t -2 cpiUSA t -2
Equation dolcan -0.0808(0.2810) -0.0125(0.0285)*
Equation cpiUSA -1.1324(0.2319) 0.1646(0.0221)*
Threshold
Values: -0.2834 -0.2136
Percentage of Observations in each regime 23.4% 12.5% 64.2%
[[47]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 24
AIC -3962.656 BIC -3868.37 SSR 7.476702
Cointegrating vector: (1, - 0.01662568 )
$Bdown
ECT Trend dolcan t -1
Equation dolcan -0.0016(0.7517) 5.7e-06(0.5204) 0.1857(0.0053)**
Equation cpiUSA 0.1606(0.0082)** 0.0008(1.7e-12)*** 0.5883(0.4589)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.0020(0.7033) 0.0235(0.7161) 0.0006(0.9086)
Equation cpiUSA 0.4155(1.3e-10)*** -1.4090(0.0692). -0.0821(0.1839)
$Bup
ECT Trend dolcan t -1
Equation dolcan 0.0060(0.2932) 7.3e-06(0.8643) 0.1190(0.2980)
Equation cpiUSA 0.1033(0.1338) 0.0010(0.0578). -1.0407(0.4476)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.0061(0.5695) -0.2116(0.0807). -0.0097(0.3857)
Equation cpiUSA 0.4170(0.0013)** 0.9983(0.4909) 0.3033(0.0245)*
Threshold
Values: 0.2123
Percentage of Observations in each regime 67.6% 32.4%
[[48]]
#############
###Model TVECM
#############
Full sample size: 324 End sample size: 321
Number of variables: 2 Number of estimated parameters 36
AIC -3965.483 BIC -3822.168 SSR 7.116788
Cointegrating vector: (1, - 0.01662568 )
$Bdown
ECT Trend dolcan t -1
Equation dolcan -0.0030(0.6191) 6.1e-06(0.5396) 0.1616(0.0206)*
Equation cpiUSA 0.1749(0.0154)* 0.0008(2.8e-11)*** 0.5407(0.5141)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.0076(0.1712) 0.0466(0.5005) 0.0041(0.4604)
Equation cpiUSA 0.3552(1.7e-07)*** -1.3326(0.1068) -0.0463(0.4851)
$Bmiddle
ECT Trend dolcan t -1
Equation dolcan -0.0599(0.5427) 6.6e-05(0.5900) 0.1752(0.4792)
Equation cpiUSA 4.2280(0.0004)*** -0.0047(0.0014)** -1.3831(0.6392)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.0419(0.0051)** 0.2040(0.4213) -0.0341(0.0316)*
Equation cpiUSA 0.7378(4.1e-05)*** -2.4316(0.4214) -0.3810(0.0441)*
$Bup
ECT Trend dolcan t -1
Equation dolcan 0.0068(0.2495) 6.5e-05(0.2395) 0.1067(0.3525)
Equation cpiUSA 0.1360(0.0537). 0.0014(0.0383)* -1.2594(0.3573)
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.0028(0.8092) -0.2407(0.0483)* -0.0101(0.3878)
Equation cpiUSA 0.3674(0.0073)** 0.6007(0.6783) 0.2467(0.0767).
Threshold
Values: 0.1839 0.2161
Percentage of Observations in each regime 60.7% 7.8% 31.5%
Code
sapply(mods, coef)
Output
[[1]]
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.01044232 -2.172806e-05 0.9871079 0.000145502
Equation cpiUSA 0.37899558 -7.098272e-04 -0.1395487 1.002279482
[[2]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.01278017 0.9870607 6.443813e-05
Equation cpiUSA 0.45537005 -0.1410917 9.996312e-01
[[3]]
dolcan -1 cpiUSA -1
Equation dolcan 1.0004113 1.200969e-05
Equation cpiUSA 0.3346056 9.977632e-01
[[4]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0000766771 0.99195961 0.0003319243
Equation cpiUSA -0.0027041580 0.03653954 1.0090455285
[[5]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.01360877 -2.594234e-05 1.1503909 -0.003742394 -0.1660825
Equation cpiUSA 0.28320638 3.472133e-04 0.5331984 1.457512609 -0.6049136
cpiUSA -2
Equation dolcan 0.003911853
Equation cpiUSA -0.459101557
[[6]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01636855 1.1506724 -0.003709029 -0.1664027 0.003781728
Equation cpiUSA 0.24626928 0.5294298 1.457066046 -0.6006284 -0.457359952
[[7]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1609666 -0.00194731 -0.1602002 0.001956871
Equation cpiUSA 0.6843077 1.48357158 -0.5073094 -0.484815406
[[8]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -9.611456e-05 1.1534930 -0.003171405 -0.1628884 0.003578896
Equation cpiUSA -1.113111e-03 0.5977555 1.469395219 -0.5384425 -0.466030590
[[9]]
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01506974 0.01098652 -4.515916e-05 0.1655667 -0.003976831
Equation cpiUSA -0.05033679 0.19306592 -3.133701e-04 0.5871833 0.456867918
[[10]]
ECT Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.001106223 0.002123837 0.1595354 -0.00300748
Equation cpiUSA 0.046559351 0.131565673 0.5453308 0.46359448
[[11]]
ECT dolcan -1 cpiUSA -1
Equation dolcan -0.0006768995 0.1681196 0.00242903
Equation cpiUSA 0.0731547016 1.0770919 0.80037086
[[12]]
ECT Trend dolcan -1 cpiUSA -1
Equation dolcan 0.001372394 7.603074e-06 0.1610732 -0.001227277
Equation cpiUSA 0.238600556 6.138198e-04 0.5082187 0.505185783
[[13]]
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01524527 0.01156071 -4.607701e-05 0.1678529 -0.002542136
Equation cpiUSA -0.03983784 0.18485483 -2.787031e-04 0.6918440 0.453852695
dolcan -2 cpiUSA -2
Equation dolcan -0.02196011 -0.00308873
Equation cpiUSA -0.63011337 0.01100919
[[14]]
ECT Intercept dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan -0.001031649 0.002457958 0.1635127 -0.001892005 -0.03033589
Equation cpiUSA 0.046135183 0.129795583 0.6655917 0.457785100 -0.68077540
cpiUSA -2
Equation dolcan -0.002298449
Equation cpiUSA 0.015789314
[[15]]
ECT dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0007525866 0.172287 0.00152943 -0.02518247 0.001222138
Equation cpiUSA 0.0608714297 1.128933 0.63845831 -0.40864241 0.201698403
[[16]]
ECT Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.001657334 8.424941e-06 0.1655519 -0.0006685009 -0.03020354
Equation cpiUSA 0.230433428 5.927787e-04 0.6550524 0.4838119692 -0.76192515
cpiUSA -2
Equation dolcan -0.001017307
Equation cpiUSA 0.044131076
[[17]]
[[17]]$Bdown
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833
[[17]]$Bup
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01354042 -0.0001653546 0.9914561 0.0007168335
Equation cpiUSA 2.20206986 0.0073398658 -0.7468369 0.9702240258
[[18]]
[[18]]$Bdown
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833
[[18]]$Bmiddle
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.021278 -0.0002016937 0.9952333 0.0008405793
Equation cpiUSA 2.041256 0.0064145304 -0.6685873 0.9732236367
[[18]]$Bup
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.3579121 0.001426282 0.8674328 -0.005605241
Equation cpiUSA -1.2735570 -0.003504812 0.1599709 1.021491583
[[19]]
[[19]]$Bdown
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.007691528 0.9939684 1.357332e-05
Equation cpiUSA -1.012509544 1.3415788 9.969201e-01
[[19]]$Bup
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.03045117 0.9689214 0.000145664
Equation cpiUSA 0.46501765 -0.2412925 1.000711673
[[20]]
[[20]]$Bdown
Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.02978663 1.0310970 8.444228e-06
Equation cpiUSA -0.27074633 0.5937531 9.970502e-01
[[20]]$Bmiddle
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.06718762 0.943391 1.089975e-05
Equation cpiUSA 1.91845343 -1.055018 9.957302e-01
[[20]]$Bup
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.03045117 0.9689214 0.000145664
Equation cpiUSA 0.46501765 -0.2412925 1.000711673
[[21]]
[[21]]$Bdown
dolcan -1 cpiUSA -1
Equation dolcan 1.0018378 -5.982604e-06
Equation cpiUSA 0.3056463 9.994945e-01
[[21]]$Bup
dolcan -1 cpiUSA -1
Equation dolcan 0.9949031 9.159023e-05
Equation cpiUSA 0.1554722 9.998859e-01
[[22]]
[[22]]$Bdown
dolcan -1 cpiUSA -1
Equation dolcan 0.9994742 8.089218e-05
Equation cpiUSA 0.3063167 9.977088e-01
[[22]]$Bmiddle
dolcan -1 cpiUSA -1
Equation dolcan 0.9998115 1.872682e-05
Equation cpiUSA 0.5559962 9.959537e-01
[[22]]$Bup
dolcan -1 cpiUSA -1
Equation dolcan 0.9949031 9.159023e-05
Equation cpiUSA 0.1554722 9.998859e-01
[[23]]
[[23]]$Bdown
Trend dolcan -1 cpiUSA -1
Equation dolcan 2.085515e-05 1.0038460 -0.000084888
Equation cpiUSA 3.944688e-03 0.6854827 0.984569738
[[23]]$Bup
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002075003 0.970279328 0.000997695
Equation cpiUSA -0.0013705132 -0.007164849 1.005870624
[[24]]
[[24]]$Bdown
Trend dolcan -1 cpiUSA -1
Equation dolcan 0.0002877063 1.0280167 -0.001015842
Equation cpiUSA 0.0010306707 0.4085665 0.993779851
[[24]]$Bmiddle
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0001727056 0.9846775 0.0006501501
Equation cpiUSA 0.0016630729 0.7017294 0.9898733656
[[24]]$Bup
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002075003 0.970279328 0.000997695
Equation cpiUSA -0.0013705132 -0.007164849 1.005870624
[[25]]
[[25]]$Bdown
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2
Equation dolcan -0.008053514
Equation cpiUSA -0.210683537
[[25]]$Bup
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.0006464748 -0.0001118549 1.141001 -0.003541846 -0.1549285
Equation cpiUSA 1.6398792639 0.0059730476 0.572203 1.334289684 -1.1084546
cpiUSA -2
Equation dolcan 0.00404909
Equation cpiUSA -0.35828351
[[26]]
[[26]]$Bdown
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2
Equation dolcan -0.008053514
Equation cpiUSA -0.210683537
[[26]]$Bmiddle
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan -0.01537662 -0.000157434 1.1806500 0.0009972436 -0.1865112
Equation cpiUSA 1.50018865 0.005426318 0.5086428 1.3201624875 -0.9522052
cpiUSA -2
Equation dolcan -0.0003233887
Equation cpiUSA -0.3424836706
[[26]]$Bup
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.3044483 0.001169578 0.9527351 -0.02974125 -0.07704594
Equation cpiUSA 1.2815143 0.009182135 2.0104789 1.30743327 -2.39121154
cpiUSA -2
Equation dolcan 0.02531077
Equation cpiUSA -0.33933921
[[27]]
[[27]]$Bdown
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
[[27]]$Bup
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.04017077 1.1335259 -0.01023868 -0.1713070 0.01039812
Equation cpiUSA 0.28300510 0.4492155 1.31096745 -0.5821929 -0.31059283
[[28]]
[[28]]$Bdown
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
[[28]]$Bmiddle
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.02333395 1.2135735 -0.004115204 -0.2373632 0.004240793
Equation cpiUSA -0.05032674 0.5533174 1.269024506 -0.3582838 -0.269630556
[[28]]$Bup
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.05798003 0.9631114 -0.02791145 -0.02695616 0.02829938
Equation cpiUSA -0.65346050 2.0919411 1.32179865 -1.99796630 -0.31587620
[[29]]
[[29]]$Bdown
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1452641 -0.0005511544 -0.1435657 0.0005498422
Equation cpiUSA 0.6624965 1.4943161966 -0.5053663 -0.4946045183
[[29]]$Bup
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1609381 -0.007105683 -0.1655764 0.007202736
Equation cpiUSA 0.5957397 1.314457492 -0.4870101 -0.314595092
[[30]]
[[30]]$Bdown
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.19639319 0.003697079 -0.1986477 -0.003599167
Equation cpiUSA -0.03686374 1.224304032 0.2957565 -0.226656499
[[30]]$Bmiddle
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1265025 0.003469589 -0.1289219 -0.003432864
Equation cpiUSA 0.9516258 1.378481433 -0.6090764 -0.380906894
[[30]]$Bup
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1589176 -0.008044606 -0.1627678 0.008132882
Equation cpiUSA 0.6281012 1.326424793 -0.5220339 -0.326551571
[[31]]
[[31]]$Bdown
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -1.622245e-05 1.1450492 -0.0004092175 -0.1449554 0.0004693694
Equation cpiUSA 3.096566e-03 0.7035062 1.4672230481 -0.2400976 -0.4792437363
[[31]]$Bup
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0002216198 1.1270540 -0.009180805 -0.1574311 0.01024224
Equation cpiUSA -0.0005662404 0.5091657 1.309155537 -0.4661987 -0.30682914
[[32]]
[[32]]$Bdown
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -6.292985e-05 1.155769 0.001521385 -0.1604489 -0.001290011
Equation cpiUSA 3.007284e-03 1.053381 1.507577719 -0.6132165 -0.519312189
[[32]]$Bmiddle
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0001870489 1.1844185 -0.005661468 -0.21109514 0.00657114
Equation cpiUSA 0.0011972003 0.3427475 1.157796683 -0.04378136 -0.16328716
[[32]]$Bup
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0001633523 0.9858677 -0.02757334 -0.0233897 0.02860914
Equation cpiUSA 0.0035714290 2.1499439 1.31655866 -2.1653563 -0.32545538
[[33]]
[[33]]$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
[[33]]$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.001023032 0.003613178 -3.313512e-05 0.1312604 0.002326573
Equation cpiUSA 0.015485020 0.101293958 -3.625345e-05 0.2371179 0.620902189
[[34]]
[[34]]$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
[[34]]$Bmiddle
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.002269518 0.01440822 -0.0001021736 0.08504187 0.003521756
Equation cpiUSA -0.337573130 0.36598485 -0.0011856393 1.18867823 0.481646459
[[34]]$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.02900588 0.01680242 3.615931e-06 0.1850201 -0.007791395
Equation cpiUSA 0.33504178 -0.12199902 1.994943e-03 -1.5209576 0.614156675
[[35]]
[[35]]$Bdown
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232
[[35]]$Bup
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan 0.006057814 -0.001555704 0.1644276 0.002927573
Equation cpiUSA 0.058696937 0.085773731 0.2256604 0.619010979
[[36]]
[[36]]$Bdown
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232
[[36]]$Bmiddle
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan 0.04152116 -0.006533316 0.2580703 0.01122303
Equation cpiUSA -0.35664491 0.184529474 0.4800999 0.27966286
[[36]]$Bup
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.0007475249 0.0007799121 0.1052364 0.002985671
Equation cpiUSA -0.0967219539 0.1360188778 -0.7272839 0.680080621
[[37]]
[[37]]$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.02202667 0.117653 -0.01446972
Equation cpiUSA -0.55070230 1.016250 0.32487254
[[37]]$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.00279744 0.1680402 0.001035012
Equation cpiUSA 0.18971894 -0.2859286 0.750443210
[[38]]
[[38]]$Bdown
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.02522709 0.1674051 -0.01801245
Equation cpiUSA -0.45272804 2.2623818 0.24296512
[[38]]$Bmiddle
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.01545396 0.07333102 -0.009306737
Equation cpiUSA -0.92219950 -0.54141665 0.301735719
[[38]]$Bup
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.003049438 0.1689193 0.0007218864
Equation cpiUSA 0.194655833 -0.2687060 0.7443087565
[[39]]
[[39]]$Bdown
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.0599990 -4.729002e-05 0.2434441 -0.0116853
Equation cpiUSA -0.5717297 4.019271e-06 1.4443120 0.1073026
[[39]]$Bup
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.002438058 9.075573e-08 0.1271129 0.0007793217
Equation cpiUSA 0.188165815 5.901968e-04 -0.1180760 0.5950325178
[[40]]
[[40]]$Bdown
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.06592635 -4.893727e-05 0.1448262 -0.0165236
Equation cpiUSA -0.74852793 -3.444909e-04 2.2377120 0.2191881
[[40]]$Bmiddle
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.002513236 -3.076313e-07 0.1907503 0.002161459
Equation cpiUSA 0.080259228 7.917784e-04 -0.4850491 0.383556172
[[40]]$Bup
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.004302129 -0.0000163670 0.08396771 0.001005123
Equation cpiUSA 0.129046087 0.0007655733 -0.67724374 0.707856779
[[41]]
[[41]]$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01518849 0.01105132 -4.790127e-05 0.1838534 -0.004546173
Equation cpiUSA -0.25113994 0.33469736 -8.430391e-04 0.5327942 0.337989478
dolcan t -2 cpiUSA t -2
Equation dolcan 0.02939966 -0.002047247
Equation cpiUSA -1.22933741 -0.162023742
[[41]]$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01284187 0.00991402 -3.535269e-05 0.125544 0.005828206
Equation cpiUSA 0.18220945 -0.04146424 1.147708e-03 -1.067956 0.418093241
dolcan t -2 cpiUSA t -2
Equation dolcan -0.1979610 -0.01062449
Equation cpiUSA 0.9412034 0.30705642
[[42]]
[[42]]$Bdown
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01739221 0.01123809 -4.874173e-05 0.1570717 -0.01032538
Equation cpiUSA -0.18905435 0.28407694 -5.662286e-04 0.4259146 0.28726509
dolcan t -2 cpiUSA t -2
Equation dolcan 0.05235467 0.001209455
Equation cpiUSA -1.18744412 -0.119469224
[[42]]$Bmiddle
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.3473239 0.07524714 -5.319414e-05 0.1602594 0.03364773
Equation cpiUSA -6.1188098 2.70914734 -9.002670e-03 -1.9196425 0.43896490
dolcan t -2 cpiUSA t -2
Equation dolcan 0.1326966 -0.03037366
Equation cpiUSA -4.9984845 -0.24567650
[[42]]$Bup
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.0119483 0.009739977 2.161084e-05 0.1143009 -0.002826679
Equation cpiUSA 0.3550181 -0.113831430 1.882903e-03 -1.3483856 0.368199325
dolcan t -2 cpiUSA t -2
Equation dolcan -0.2251498 -0.0106057
Equation cpiUSA 0.4192614 0.2529322
[[43]]
[[43]]$Bdown
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002677087 0.001901141 0.1821789 -0.003349176 0.02289789
Equation cpiUSA -0.030945320 0.173658592 0.5033226 0.359056047 -1.34376545
cpiUSA t -2
Equation dolcan -0.0007533507
Equation cpiUSA -0.1392518022
[[43]]$Bup
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.001946964 0.00412689 0.1173725 0.005439081 -0.2105055
Equation cpiUSA -0.171488350 0.14641214 -0.8026721 0.430726006 1.3484553
cpiUSA t -2
Equation dolcan -0.01099955
Equation cpiUSA 0.31923260
[[44]]
[[44]]$Bdown
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.0461568 -0.01011165 0.1582452 -0.01119553 0.01842045
Equation cpiUSA 0.9601284 0.51899776 -0.3722760 0.20683381 -1.60201032
cpiUSA t -2
Equation dolcan 0.003495803
Equation cpiUSA -0.161519009
[[44]]$Bmiddle
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.0204315 -0.003717539 0.1867325 0.01718006 0.01977927
Equation cpiUSA -0.1547078 0.142118177 1.4258148 0.58946004 -1.18049183
cpiUSA t -2
Equation dolcan -0.009962532
Equation cpiUSA -0.135171254
[[44]]$Bup
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.01764468 0.01267829 0.1202763 -0.002199864 -0.2165529
Equation cpiUSA -0.14129491 0.14217690 -0.8277689 0.422812224 1.1682873
cpiUSA t -2
Equation dolcan -0.01009317
Equation cpiUSA 0.29758780
[[45]]
[[45]]$Bdown
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01791467 0.1391735 -0.01328401 0.002174167 0.001436122
Equation cpiUSA -0.56534507 0.6575878 0.31447878 -0.623941905 -0.088049070
[[45]]$Bup
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.006491931 0.160034945 0.007915646 -0.06608634 -0.01065185
Equation cpiUSA 0.154651435 -0.008908433 0.671157310 -0.91581701 0.13182613
[[46]]
[[46]]$Bdown
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01682907 0.2487917 -0.009049603 -0.1622036 -0.000472127
Equation cpiUSA -0.63057527 0.7048539 0.113211738 0.7159188 -0.144705191
[[46]]$Bmiddle
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01504519 0.03394955 -0.02606875 0.2262093 0.01536797
Equation cpiUSA -0.70956313 -0.33245260 0.43942156 -1.4005139 -0.03286632
[[46]]$Bup
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.005762436 0.1725675 0.01049994 -0.08084231 -0.01247178
Equation cpiUSA 0.152098278 -0.1468867 0.63963012 -1.13241543 0.16457327
[[47]]
[[47]]$Bdown
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.001594506 5.687498e-06 0.1856852 -0.001987102 0.02346587
Equation cpiUSA 0.160563744 7.799357e-04 0.5882712 0.415492814 -1.40904656
cpiUSA t -2
Equation dolcan 0.0005909138
Equation cpiUSA -0.0821251317
[[47]]$Bup
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.006034676 7.266438e-06 0.1190289 0.006094024 -0.2116016
Equation cpiUSA 0.103260490 9.694584e-04 -1.0407069 0.416981490 0.9982535
cpiUSA t -2
Equation dolcan -0.009724057
Equation cpiUSA 0.303290461
[[48]]
[[48]]$Bdown
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002995578 6.111664e-06 0.1616106 -0.007636568 0.04661039
Equation cpiUSA 0.174864230 8.203576e-04 0.5406502 0.355232986 -1.33264807
cpiUSA t -2
Equation dolcan 0.004104931
Equation cpiUSA -0.046277248
[[48]]$Bmiddle
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.05993876 6.599656e-05 0.1751623 0.04194837 0.2039924
Equation cpiUSA 4.22801254 -4.711408e-03 -1.3830880 0.73781541 -2.4316002
cpiUSA t -2
Equation dolcan -0.03413151
Equation cpiUSA -0.38097151
[[48]]$Bup
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.006794794 6.522883e-05 0.1066869 -0.002756671 -0.2406763
Equation cpiUSA 0.135966975 1.373138e-03 -1.2593996 0.367381138 0.6007203
cpiUSA t -2
Equation dolcan -0.01007585
Equation cpiUSA 0.24673984
Code
sapply(mods, tsDyn:::coefMat.nlVar)
Output
[[1]]
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.01044232 -2.172806e-05 0.9871079 0.000145502
Equation cpiUSA 0.37899558 -7.098272e-04 -0.1395487 1.002279482
[[2]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.01278017 0.9870607 6.443813e-05
Equation cpiUSA 0.45537005 -0.1410917 9.996312e-01
[[3]]
dolcan -1 cpiUSA -1
Equation dolcan 1.0004113 1.200969e-05
Equation cpiUSA 0.3346056 9.977632e-01
[[4]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0000766771 0.99195961 0.0003319243
Equation cpiUSA -0.0027041580 0.03653954 1.0090455285
[[5]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.01360877 -2.594234e-05 1.1503909 -0.003742394 -0.1660825
Equation cpiUSA 0.28320638 3.472133e-04 0.5331984 1.457512609 -0.6049136
cpiUSA -2
Equation dolcan 0.003911853
Equation cpiUSA -0.459101557
[[6]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01636855 1.1506724 -0.003709029 -0.1664027 0.003781728
Equation cpiUSA 0.24626928 0.5294298 1.457066046 -0.6006284 -0.457359952
[[7]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1609666 -0.00194731 -0.1602002 0.001956871
Equation cpiUSA 0.6843077 1.48357158 -0.5073094 -0.484815406
[[8]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -9.611456e-05 1.1534930 -0.003171405 -0.1628884 0.003578896
Equation cpiUSA -1.113111e-03 0.5977555 1.469395219 -0.5384425 -0.466030590
[[9]]
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01506974 0.01098652 -4.515916e-05 0.1655667 -0.003976831
Equation cpiUSA -0.05033679 0.19306592 -3.133701e-04 0.5871833 0.456867918
[[10]]
ECT Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.001106223 0.002123837 0.1595354 -0.00300748
Equation cpiUSA 0.046559351 0.131565673 0.5453308 0.46359448
[[11]]
ECT dolcan -1 cpiUSA -1
Equation dolcan -0.0006768995 0.1681196 0.00242903
Equation cpiUSA 0.0731547016 1.0770919 0.80037086
[[12]]
ECT Trend dolcan -1 cpiUSA -1
Equation dolcan 0.001372394 7.603074e-06 0.1610732 -0.001227277
Equation cpiUSA 0.238600556 6.138198e-04 0.5082187 0.505185783
[[13]]
ECT Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01524527 0.01156071 -4.607701e-05 0.1678529 -0.002542136
Equation cpiUSA -0.03983784 0.18485483 -2.787031e-04 0.6918440 0.453852695
dolcan -2 cpiUSA -2
Equation dolcan -0.02196011 -0.00308873
Equation cpiUSA -0.63011337 0.01100919
[[14]]
ECT Intercept dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan -0.001031649 0.002457958 0.1635127 -0.001892005 -0.03033589
Equation cpiUSA 0.046135183 0.129795583 0.6655917 0.457785100 -0.68077540
cpiUSA -2
Equation dolcan -0.002298449
Equation cpiUSA 0.015789314
[[15]]
ECT dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0007525866 0.172287 0.00152943 -0.02518247 0.001222138
Equation cpiUSA 0.0608714297 1.128933 0.63845831 -0.40864241 0.201698403
[[16]]
ECT Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.001657334 8.424941e-06 0.1655519 -0.0006685009 -0.03020354
Equation cpiUSA 0.230433428 5.927787e-04 0.6550524 0.4838119692 -0.76192515
cpiUSA -2
Equation dolcan -0.001017307
Equation cpiUSA 0.044131076
[[17]]
Intercept Trend dolcan -1 cpiUSA -1 Intercept
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619 -0.01354042
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833 2.20206986
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0001653546 0.9914561 0.0007168335
Equation cpiUSA 0.0073398658 -0.7468369 0.9702240258
[[18]]
Intercept Trend dolcan -1 cpiUSA -1 Intercept
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619 -0.021278
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833 2.041256
Trend dolcan -1 cpiUSA -1 Intercept Trend
Equation dolcan -0.0002016937 0.9952333 0.0008405793 0.3579121 0.001426282
Equation cpiUSA 0.0064145304 -0.6685873 0.9732236367 -1.2735570 -0.003504812
dolcan -1 cpiUSA -1
Equation dolcan 0.8674328 -0.005605241
Equation cpiUSA 0.1599709 1.021491583
[[19]]
Intercept dolcan -1 cpiUSA -1 Intercept dolcan -1
Equation dolcan 0.007691528 0.9939684 1.357332e-05 0.03045117 0.9689214
Equation cpiUSA -1.012509544 1.3415788 9.969201e-01 0.46501765 -0.2412925
cpiUSA -1
Equation dolcan 0.000145664
Equation cpiUSA 1.000711673
[[20]]
Intercept dolcan -1 cpiUSA -1 Intercept dolcan -1
Equation dolcan -0.02978663 1.0310970 8.444228e-06 0.06718762 0.943391
Equation cpiUSA -0.27074633 0.5937531 9.970502e-01 1.91845343 -1.055018
cpiUSA -1 Intercept dolcan -1 cpiUSA -1
Equation dolcan 1.089975e-05 0.03045117 0.9689214 0.000145664
Equation cpiUSA 9.957302e-01 0.46501765 -0.2412925 1.000711673
[[21]]
dolcan -1 cpiUSA -1 dolcan -1 cpiUSA -1
Equation dolcan 1.0018378 -5.982604e-06 0.9949031 9.159023e-05
Equation cpiUSA 0.3056463 9.994945e-01 0.1554722 9.998859e-01
[[22]]
dolcan -1 cpiUSA -1 dolcan -1 cpiUSA -1 dolcan -1
Equation dolcan 0.9994742 8.089218e-05 0.9998115 1.872682e-05 0.9949031
Equation cpiUSA 0.3063167 9.977088e-01 0.5559962 9.959537e-01 0.1554722
cpiUSA -1
Equation dolcan 9.159023e-05
Equation cpiUSA 9.998859e-01
[[23]]
Trend dolcan -1 cpiUSA -1 Trend dolcan -1
Equation dolcan 2.085515e-05 1.0038460 -0.000084888 -0.0002075003 0.970279328
Equation cpiUSA 3.944688e-03 0.6854827 0.984569738 -0.0013705132 -0.007164849
cpiUSA -1
Equation dolcan 0.000997695
Equation cpiUSA 1.005870624
[[24]]
Trend dolcan -1 cpiUSA -1 Trend dolcan -1
Equation dolcan 0.0002877063 1.0280167 -0.001015842 -0.0001727056 0.9846775
Equation cpiUSA 0.0010306707 0.4085665 0.993779851 0.0016630729 0.7017294
cpiUSA -1 Trend dolcan -1 cpiUSA -1
Equation dolcan 0.0006501501 -0.0002075003 0.970279328 0.000997695
Equation cpiUSA 0.9898733656 -0.0013705132 -0.007164849 1.005870624
[[25]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2 Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.008053514 0.0006464748 -0.0001118549 1.141001 -0.003541846
Equation cpiUSA -0.210683537 1.6398792639 0.0059730476 0.572203 1.334289684
dolcan -2 cpiUSA -2
Equation dolcan -0.1549285 0.00404909
Equation cpiUSA -1.1084546 -0.35828351
[[26]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2 Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.008053514 -0.01537662 -0.000157434 1.1806500 0.0009972436
Equation cpiUSA -0.210683537 1.50018865 0.005426318 0.5086428 1.3201624875
dolcan -2 cpiUSA -2 Intercept Trend dolcan -1
Equation dolcan -0.1865112 -0.0003233887 0.3044483 0.001169578 0.9527351
Equation cpiUSA -0.9522052 -0.3424836706 1.2815143 0.009182135 2.0104789
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.02974125 -0.07704594 0.02531077
Equation cpiUSA 1.30743327 -2.39121154 -0.33933921
[[27]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.04017077 1.1335259 -0.01023868 -0.1713070 0.01039812
Equation cpiUSA 0.28300510 0.4492155 1.31096745 -0.5821929 -0.31059283
[[28]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.02333395 1.2135735 -0.004115204 -0.2373632 0.004240793
Equation cpiUSA -0.05032674 0.5533174 1.269024506 -0.3582838 -0.269630556
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.05798003 0.9631114 -0.02791145 -0.02695616 0.02829938
Equation cpiUSA -0.65346050 2.0919411 1.32179865 -1.99796630 -0.31587620
[[29]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 dolcan -1
Equation dolcan 1.1452641 -0.0005511544 -0.1435657 0.0005498422 1.1609381
Equation cpiUSA 0.6624965 1.4943161966 -0.5053663 -0.4946045183 0.5957397
cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.007105683 -0.1655764 0.007202736
Equation cpiUSA 1.314457492 -0.4870101 -0.314595092
[[30]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 dolcan -1
Equation dolcan 1.19639319 0.003697079 -0.1986477 -0.003599167 1.1265025
Equation cpiUSA -0.03686374 1.224304032 0.2957565 -0.226656499 0.9516258
cpiUSA -1 dolcan -2 cpiUSA -2 dolcan -1 cpiUSA -1
Equation dolcan 0.003469589 -0.1289219 -0.003432864 1.1589176 -0.008044606
Equation cpiUSA 1.378481433 -0.6090764 -0.380906894 0.6281012 1.326424793
dolcan -2 cpiUSA -2
Equation dolcan -0.1627678 0.008132882
Equation cpiUSA -0.5220339 -0.326551571
[[31]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -1.622245e-05 1.1450492 -0.0004092175 -0.1449554 0.0004693694
Equation cpiUSA 3.096566e-03 0.7035062 1.4672230481 -0.2400976 -0.4792437363
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0002216198 1.1270540 -0.009180805 -0.1574311 0.01024224
Equation cpiUSA -0.0005662404 0.5091657 1.309155537 -0.4661987 -0.30682914
[[32]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -6.292985e-05 1.155769 0.001521385 -0.1604489 -0.001290011
Equation cpiUSA 3.007284e-03 1.053381 1.507577719 -0.6132165 -0.519312189
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0001870489 1.1844185 -0.005661468 -0.21109514 0.00657114
Equation cpiUSA 0.0011972003 0.3427475 1.157796683 -0.04378136 -0.16328716
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0001633523 0.9858677 -0.02757334 -0.0233897 0.02860914
Equation cpiUSA 0.0035714290 2.1499439 1.31655866 -2.1653563 -0.32545538
[[33]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.001023032 0.003613178 -3.313512e-05 0.1312604 0.002326573
Equation cpiUSA 0.015485020 0.101293958 -3.625345e-05 0.2371179 0.620902189
[[34]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.002269518 0.01440822 -0.0001021736 0.08504187 0.003521756
Equation cpiUSA -0.337573130 0.36598485 -0.0011856393 1.18867823 0.481646459
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.02900588 0.01680242 3.615931e-06 0.1850201 -0.007791395
Equation cpiUSA 0.33504178 -0.12199902 1.994943e-03 -1.5209576 0.614156675
[[35]]
ECT Const dolcan t -1 cpiUSA t -1 ECT
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718 0.006057814
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232 0.058696937
Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.001555704 0.1644276 0.002927573
Equation cpiUSA 0.085773731 0.2256604 0.619010979
[[36]]
ECT Const dolcan t -1 cpiUSA t -1 ECT
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718 0.04152116
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232 -0.35664491
Const dolcan t -1 cpiUSA t -1 ECT Const
Equation dolcan -0.006533316 0.2580703 0.01122303 -0.0007475249 0.0007799121
Equation cpiUSA 0.184529474 0.4800999 0.27966286 -0.0967219539 0.1360188778
dolcan t -1 cpiUSA t -1
Equation dolcan 0.1052364 0.002985671
Equation cpiUSA -0.7272839 0.680080621
[[37]]
ECT dolcan t -1 cpiUSA t -1 ECT dolcan t -1
Equation dolcan -0.02202667 0.117653 -0.01446972 0.00279744 0.1680402
Equation cpiUSA -0.55070230 1.016250 0.32487254 0.18971894 -0.2859286
cpiUSA t -1
Equation dolcan 0.001035012
Equation cpiUSA 0.750443210
[[38]]
ECT dolcan t -1 cpiUSA t -1 ECT dolcan t -1
Equation dolcan -0.02522709 0.1674051 -0.01801245 -0.01545396 0.07333102
Equation cpiUSA -0.45272804 2.2623818 0.24296512 -0.92219950 -0.54141665
cpiUSA t -1 ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.009306737 0.003049438 0.1689193 0.0007218864
Equation cpiUSA 0.301735719 0.194655833 -0.2687060 0.7443087565
[[39]]
ECT Trend dolcan t -1 cpiUSA t -1 ECT
Equation dolcan -0.0599990 -4.729002e-05 0.2434441 -0.0116853 0.002438058
Equation cpiUSA -0.5717297 4.019271e-06 1.4443120 0.1073026 0.188165815
Trend dolcan t -1 cpiUSA t -1
Equation dolcan 9.075573e-08 0.1271129 0.0007793217
Equation cpiUSA 5.901968e-04 -0.1180760 0.5950325178
[[40]]
ECT Trend dolcan t -1 cpiUSA t -1 ECT
Equation dolcan -0.06592635 -4.893727e-05 0.1448262 -0.0165236 0.002513236
Equation cpiUSA -0.74852793 -3.444909e-04 2.2377120 0.2191881 0.080259228
Trend dolcan t -1 cpiUSA t -1 ECT Trend
Equation dolcan -3.076313e-07 0.1907503 0.002161459 0.004302129 -0.0000163670
Equation cpiUSA 7.917784e-04 -0.4850491 0.383556172 0.129046087 0.0007655733
dolcan t -1 cpiUSA t -1
Equation dolcan 0.08396771 0.001005123
Equation cpiUSA -0.67724374 0.707856779
[[41]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01518849 0.01105132 -4.790127e-05 0.1838534 -0.004546173
Equation cpiUSA -0.25113994 0.33469736 -8.430391e-04 0.5327942 0.337989478
dolcan t -2 cpiUSA t -2 ECT Const Trend
Equation dolcan 0.02939966 -0.002047247 -0.01284187 0.00991402 -3.535269e-05
Equation cpiUSA -1.22933741 -0.162023742 0.18220945 -0.04146424 1.147708e-03
dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.125544 0.005828206 -0.1979610 -0.01062449
Equation cpiUSA -1.067956 0.418093241 0.9412034 0.30705642
[[42]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01739221 0.01123809 -4.874173e-05 0.1570717 -0.01032538
Equation cpiUSA -0.18905435 0.28407694 -5.662286e-04 0.4259146 0.28726509
dolcan t -2 cpiUSA t -2 ECT Const Trend
Equation dolcan 0.05235467 0.001209455 -0.3473239 0.07524714 -5.319414e-05
Equation cpiUSA -1.18744412 -0.119469224 -6.1188098 2.70914734 -9.002670e-03
dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 ECT
Equation dolcan 0.1602594 0.03364773 0.1326966 -0.03037366 -0.0119483
Equation cpiUSA -1.9196425 0.43896490 -4.9984845 -0.24567650 0.3550181
Const Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.009739977 2.161084e-05 0.1143009 -0.002826679 -0.2251498
Equation cpiUSA -0.113831430 1.882903e-03 -1.3483856 0.368199325 0.4192614
cpiUSA t -2
Equation dolcan -0.0106057
Equation cpiUSA 0.2529322
[[43]]
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002677087 0.001901141 0.1821789 -0.003349176 0.02289789
Equation cpiUSA -0.030945320 0.173658592 0.5033226 0.359056047 -1.34376545
cpiUSA t -2 ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.0007533507 -0.001946964 0.00412689 0.1173725 0.005439081
Equation cpiUSA -0.1392518022 -0.171488350 0.14641214 -0.8026721 0.430726006
dolcan t -2 cpiUSA t -2
Equation dolcan -0.2105055 -0.01099955
Equation cpiUSA 1.3484553 0.31923260
[[44]]
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.0461568 -0.01011165 0.1582452 -0.01119553 0.01842045
Equation cpiUSA 0.9601284 0.51899776 -0.3722760 0.20683381 -1.60201032
cpiUSA t -2 ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan 0.003495803 0.0204315 -0.003717539 0.1867325 0.01718006
Equation cpiUSA -0.161519009 -0.1547078 0.142118177 1.4258148 0.58946004
dolcan t -2 cpiUSA t -2 ECT Const dolcan t -1
Equation dolcan 0.01977927 -0.009962532 -0.01764468 0.01267829 0.1202763
Equation cpiUSA -1.18049183 -0.135171254 -0.14129491 0.14217690 -0.8277689
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.002199864 -0.2165529 -0.01009317
Equation cpiUSA 0.422812224 1.1682873 0.29758780
[[45]]
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01791467 0.1391735 -0.01328401 0.002174167 0.001436122
Equation cpiUSA -0.56534507 0.6575878 0.31447878 -0.623941905 -0.088049070
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.006491931 0.160034945 0.007915646 -0.06608634 -0.01065185
Equation cpiUSA 0.154651435 -0.008908433 0.671157310 -0.91581701 0.13182613
[[46]]
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01682907 0.2487917 -0.009049603 -0.1622036 -0.000472127
Equation cpiUSA -0.63057527 0.7048539 0.113211738 0.7159188 -0.144705191
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01504519 0.03394955 -0.02606875 0.2262093 0.01536797
Equation cpiUSA -0.70956313 -0.33245260 0.43942156 -1.4005139 -0.03286632
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.005762436 0.1725675 0.01049994 -0.08084231 -0.01247178
Equation cpiUSA 0.152098278 -0.1468867 0.63963012 -1.13241543 0.16457327
[[47]]
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.001594506 5.687498e-06 0.1856852 -0.001987102 0.02346587
Equation cpiUSA 0.160563744 7.799357e-04 0.5882712 0.415492814 -1.40904656
cpiUSA t -2 ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.0005909138 0.006034676 7.266438e-06 0.1190289 0.006094024
Equation cpiUSA -0.0821251317 0.103260490 9.694584e-04 -1.0407069 0.416981490
dolcan t -2 cpiUSA t -2
Equation dolcan -0.2116016 -0.009724057
Equation cpiUSA 0.9982535 0.303290461
[[48]]
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002995578 6.111664e-06 0.1616106 -0.007636568 0.04661039
Equation cpiUSA 0.174864230 8.203576e-04 0.5406502 0.355232986 -1.33264807
cpiUSA t -2 ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.004104931 -0.05993876 6.599656e-05 0.1751623 0.04194837
Equation cpiUSA -0.046277248 4.22801254 -4.711408e-03 -1.3830880 0.73781541
dolcan t -2 cpiUSA t -2 ECT Trend dolcan t -1
Equation dolcan 0.2039924 -0.03413151 0.006794794 6.522883e-05 0.1066869
Equation cpiUSA -2.4316002 -0.38097151 0.135966975 1.373138e-03 -1.2593996
cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.002756671 -0.2406763 -0.01007585
Equation cpiUSA 0.367381138 0.6007203 0.24673984
Code
sapply(mods, tsDyn:::coefVec.nlVar)
Output
[[1]]
[,1]
Intercept Equation dolcan 1.044232e-02
Trend Equation dolcan -2.172806e-05
dolcan -1 Equation dolcan 9.871079e-01
cpiUSA -1 Equation dolcan 1.455020e-04
Intercept Equation cpiUSA 3.789956e-01
Trend Equation cpiUSA -7.098272e-04
dolcan -1 Equation cpiUSA -1.395487e-01
cpiUSA -1 Equation cpiUSA 1.002279e+00
[[2]]
[,1]
Intercept Equation dolcan 1.278017e-02
dolcan -1 Equation dolcan 9.870607e-01
cpiUSA -1 Equation dolcan 6.443813e-05
Intercept Equation cpiUSA 4.553701e-01
dolcan -1 Equation cpiUSA -1.410917e-01
cpiUSA -1 Equation cpiUSA 9.996312e-01
[[3]]
[,1]
dolcan -1 Equation dolcan 1.000411e+00
cpiUSA -1 Equation dolcan 1.200969e-05
dolcan -1 Equation cpiUSA 3.346056e-01
cpiUSA -1 Equation cpiUSA 9.977632e-01
[[4]]
[,1]
Trend Equation dolcan -0.0000766771
dolcan -1 Equation dolcan 0.9919596075
cpiUSA -1 Equation dolcan 0.0003319243
Trend Equation cpiUSA -0.0027041580
dolcan -1 Equation cpiUSA 0.0365395423
cpiUSA -1 Equation cpiUSA 1.0090455285
[[5]]
[,1]
Intercept Equation dolcan 1.360877e-02
Trend Equation dolcan -2.594234e-05
dolcan -1 Equation dolcan 1.150391e+00
cpiUSA -1 Equation dolcan -3.742394e-03
dolcan -2 Equation dolcan -1.660825e-01
cpiUSA -2 Equation dolcan 3.911853e-03
Intercept Equation cpiUSA 2.832064e-01
Trend Equation cpiUSA 3.472133e-04
dolcan -1 Equation cpiUSA 5.331984e-01
cpiUSA -1 Equation cpiUSA 1.457513e+00
dolcan -2 Equation cpiUSA -6.049136e-01
cpiUSA -2 Equation cpiUSA -4.591016e-01
[[6]]
[,1]
Intercept Equation dolcan 0.016368553
dolcan -1 Equation dolcan 1.150672447
cpiUSA -1 Equation dolcan -0.003709029
dolcan -2 Equation dolcan -0.166402698
cpiUSA -2 Equation dolcan 0.003781728
Intercept Equation cpiUSA 0.246269281
dolcan -1 Equation cpiUSA 0.529429760
cpiUSA -1 Equation cpiUSA 1.457066046
dolcan -2 Equation cpiUSA -0.600628381
cpiUSA -2 Equation cpiUSA -0.457359952
[[7]]
[,1]
dolcan -1 Equation dolcan 1.160966574
cpiUSA -1 Equation dolcan -0.001947310
dolcan -2 Equation dolcan -0.160200153
cpiUSA -2 Equation dolcan 0.001956871
dolcan -1 Equation cpiUSA 0.684307680
cpiUSA -1 Equation cpiUSA 1.483571582
dolcan -2 Equation cpiUSA -0.507309431
cpiUSA -2 Equation cpiUSA -0.484815406
[[8]]
[,1]
Trend Equation dolcan -9.611456e-05
dolcan -1 Equation dolcan 1.153493e+00
cpiUSA -1 Equation dolcan -3.171405e-03
dolcan -2 Equation dolcan -1.628884e-01
cpiUSA -2 Equation dolcan 3.578896e-03
Trend Equation cpiUSA -1.113111e-03
dolcan -1 Equation cpiUSA 5.977555e-01
cpiUSA -1 Equation cpiUSA 1.469395e+00
dolcan -2 Equation cpiUSA -5.384425e-01
cpiUSA -2 Equation cpiUSA -4.660306e-01
[[9]]
[,1]
ECT Equation dolcan -1.506974e-02
Intercept Equation dolcan 1.098652e-02
Trend Equation dolcan -4.515916e-05
dolcan -1 Equation dolcan 1.655667e-01
cpiUSA -1 Equation dolcan -3.976831e-03
ECT Equation cpiUSA -5.033679e-02
Intercept Equation cpiUSA 1.930659e-01
Trend Equation cpiUSA -3.133701e-04
dolcan -1 Equation cpiUSA 5.871833e-01
cpiUSA -1 Equation cpiUSA 4.568679e-01
[[10]]
[,1]
ECT Equation dolcan -0.001106223
Intercept Equation dolcan 0.002123837
dolcan -1 Equation dolcan 0.159535446
cpiUSA -1 Equation dolcan -0.003007480
ECT Equation cpiUSA 0.046559351
Intercept Equation cpiUSA 0.131565673
dolcan -1 Equation cpiUSA 0.545330785
cpiUSA -1 Equation cpiUSA 0.463594476
[[11]]
[,1]
ECT Equation dolcan -0.0006768995
dolcan -1 Equation dolcan 0.1681195532
cpiUSA -1 Equation dolcan 0.0024290305
ECT Equation cpiUSA 0.0731547016
dolcan -1 Equation cpiUSA 1.0770918513
cpiUSA -1 Equation cpiUSA 0.8003708588
[[12]]
[,1]
ECT Equation dolcan 1.372394e-03
Trend Equation dolcan 7.603074e-06
dolcan -1 Equation dolcan 1.610732e-01
cpiUSA -1 Equation dolcan -1.227277e-03
ECT Equation cpiUSA 2.386006e-01
Trend Equation cpiUSA 6.138198e-04
dolcan -1 Equation cpiUSA 5.082187e-01
cpiUSA -1 Equation cpiUSA 5.051858e-01
[[13]]
[,1]
ECT Equation dolcan -1.524527e-02
Intercept Equation dolcan 1.156071e-02
Trend Equation dolcan -4.607701e-05
dolcan -1 Equation dolcan 1.678529e-01
cpiUSA -1 Equation dolcan -2.542136e-03
dolcan -2 Equation dolcan -2.196011e-02
cpiUSA -2 Equation dolcan -3.088730e-03
ECT Equation cpiUSA -3.983784e-02
Intercept Equation cpiUSA 1.848548e-01
Trend Equation cpiUSA -2.787031e-04
dolcan -1 Equation cpiUSA 6.918440e-01
cpiUSA -1 Equation cpiUSA 4.538527e-01
dolcan -2 Equation cpiUSA -6.301134e-01
cpiUSA -2 Equation cpiUSA 1.100919e-02
[[14]]
[,1]
ECT Equation dolcan -0.001031649
Intercept Equation dolcan 0.002457958
dolcan -1 Equation dolcan 0.163512671
cpiUSA -1 Equation dolcan -0.001892005
dolcan -2 Equation dolcan -0.030335891
cpiUSA -2 Equation dolcan -0.002298449
ECT Equation cpiUSA 0.046135183
Intercept Equation cpiUSA 0.129795583
dolcan -1 Equation cpiUSA 0.665591703
cpiUSA -1 Equation cpiUSA 0.457785100
dolcan -2 Equation cpiUSA -0.680775403
cpiUSA -2 Equation cpiUSA 0.015789314
[[15]]
[,1]
ECT Equation dolcan -0.0007525866
dolcan -1 Equation dolcan 0.1722870283
cpiUSA -1 Equation dolcan 0.0015294295
dolcan -2 Equation dolcan -0.0251824688
cpiUSA -2 Equation dolcan 0.0012221382
ECT Equation cpiUSA 0.0608714297
dolcan -1 Equation cpiUSA 1.1289328140
cpiUSA -1 Equation cpiUSA 0.6384583142
dolcan -2 Equation cpiUSA -0.4086424096
cpiUSA -2 Equation cpiUSA 0.2016984025
[[16]]
[,1]
ECT Equation dolcan 1.657334e-03
Trend Equation dolcan 8.424941e-06
dolcan -1 Equation dolcan 1.655519e-01
cpiUSA -1 Equation dolcan -6.685009e-04
dolcan -2 Equation dolcan -3.020354e-02
cpiUSA -2 Equation dolcan -1.017307e-03
ECT Equation cpiUSA 2.304334e-01
Trend Equation cpiUSA 5.927787e-04
dolcan -1 Equation cpiUSA 6.550524e-01
cpiUSA -1 Equation cpiUSA 4.838120e-01
dolcan -2 Equation cpiUSA -7.619252e-01
cpiUSA -2 Equation cpiUSA 4.413108e-02
[[17]]
[,1]
Intercept Equation dolcan 0.0821016594
Trend Equation dolcan 0.0007054584
dolcan -1 Equation dolcan 0.9822978662
cpiUSA -1 Equation dolcan -0.0024086192
Intercept Equation dolcan -0.0135404152
Trend Equation dolcan -0.0001653546
dolcan -1 Equation dolcan 0.9914561139
cpiUSA -1 Equation dolcan 0.0007168335
Intercept Equation cpiUSA -0.5558800278
Trend Equation cpiUSA -0.0017977750
dolcan -1 Equation cpiUSA 0.7181117320
cpiUSA -1 Equation cpiUSA 1.0032098335
Intercept Equation cpiUSA 2.2020698586
Trend Equation cpiUSA 0.0073398658
dolcan -1 Equation cpiUSA -0.7468369449
cpiUSA -1 Equation cpiUSA 0.9702240258
[[18]]
[,1]
Intercept Equation dolcan 0.0821016594
Trend Equation dolcan 0.0007054584
dolcan -1 Equation dolcan 0.9822978662
cpiUSA -1 Equation dolcan -0.0024086192
Intercept Equation dolcan -0.0212780040
Trend Equation dolcan -0.0002016937
dolcan -1 Equation dolcan 0.9952333026
cpiUSA -1 Equation dolcan 0.0008405793
Intercept Equation dolcan 0.3579121229
Trend Equation dolcan 0.0014262824
dolcan -1 Equation dolcan 0.8674328244
cpiUSA -1 Equation dolcan -0.0056052408
Intercept Equation cpiUSA -0.5558800278
Trend Equation cpiUSA -0.0017977750
dolcan -1 Equation cpiUSA 0.7181117320
cpiUSA -1 Equation cpiUSA 1.0032098335
Intercept Equation cpiUSA 2.0412562528
Trend Equation cpiUSA 0.0064145304
dolcan -1 Equation cpiUSA -0.6685873182
cpiUSA -1 Equation cpiUSA 0.9732236367
Intercept Equation cpiUSA -1.2735570315
Trend Equation cpiUSA -0.0035048123
dolcan -1 Equation cpiUSA 0.1599708690
cpiUSA -1 Equation cpiUSA 1.0214915833
[[19]]
[,1]
Intercept Equation dolcan 7.691528e-03
dolcan -1 Equation dolcan 9.939684e-01
cpiUSA -1 Equation dolcan 1.357332e-05
Intercept Equation dolcan 3.045117e-02
dolcan -1 Equation dolcan 9.689214e-01
cpiUSA -1 Equation dolcan 1.456640e-04
Intercept Equation cpiUSA -1.012510e+00
dolcan -1 Equation cpiUSA 1.341579e+00
cpiUSA -1 Equation cpiUSA 9.969201e-01
Intercept Equation cpiUSA 4.650176e-01
dolcan -1 Equation cpiUSA -2.412925e-01
cpiUSA -1 Equation cpiUSA 1.000712e+00
[[20]]
[,1]
Intercept Equation dolcan -2.978663e-02
dolcan -1 Equation dolcan 1.031097e+00
cpiUSA -1 Equation dolcan 8.444228e-06
Intercept Equation dolcan 6.718762e-02
dolcan -1 Equation dolcan 9.433910e-01
cpiUSA -1 Equation dolcan 1.089975e-05
Intercept Equation dolcan 3.045117e-02
dolcan -1 Equation dolcan 9.689214e-01
cpiUSA -1 Equation dolcan 1.456640e-04
Intercept Equation cpiUSA -2.707463e-01
dolcan -1 Equation cpiUSA 5.937531e-01
cpiUSA -1 Equation cpiUSA 9.970502e-01
Intercept Equation cpiUSA 1.918453e+00
dolcan -1 Equation cpiUSA -1.055018e+00
cpiUSA -1 Equation cpiUSA 9.957302e-01
Intercept Equation cpiUSA 4.650176e-01
dolcan -1 Equation cpiUSA -2.412925e-01
cpiUSA -1 Equation cpiUSA 1.000712e+00
[[21]]
[,1]
dolcan -1 Equation dolcan 1.001838e+00
cpiUSA -1 Equation dolcan -5.982604e-06
dolcan -1 Equation dolcan 9.949031e-01
cpiUSA -1 Equation dolcan 9.159023e-05
dolcan -1 Equation cpiUSA 3.056463e-01
cpiUSA -1 Equation cpiUSA 9.994945e-01
dolcan -1 Equation cpiUSA 1.554722e-01
cpiUSA -1 Equation cpiUSA 9.998859e-01
[[22]]
[,1]
dolcan -1 Equation dolcan 9.994742e-01
cpiUSA -1 Equation dolcan 8.089218e-05
dolcan -1 Equation dolcan 9.998115e-01
cpiUSA -1 Equation dolcan 1.872682e-05
dolcan -1 Equation dolcan 9.949031e-01
cpiUSA -1 Equation dolcan 9.159023e-05
dolcan -1 Equation cpiUSA 3.063167e-01
cpiUSA -1 Equation cpiUSA 9.977088e-01
dolcan -1 Equation cpiUSA 5.559962e-01
cpiUSA -1 Equation cpiUSA 9.959537e-01
dolcan -1 Equation cpiUSA 1.554722e-01
cpiUSA -1 Equation cpiUSA 9.998859e-01
[[23]]
[,1]
Trend Equation dolcan 2.085515e-05
dolcan -1 Equation dolcan 1.003846e+00
cpiUSA -1 Equation dolcan -8.488800e-05
Trend Equation dolcan -2.075003e-04
dolcan -1 Equation dolcan 9.702793e-01
cpiUSA -1 Equation dolcan 9.976950e-04
Trend Equation cpiUSA 3.944688e-03
dolcan -1 Equation cpiUSA 6.854827e-01
cpiUSA -1 Equation cpiUSA 9.845697e-01
Trend Equation cpiUSA -1.370513e-03
dolcan -1 Equation cpiUSA -7.164849e-03
cpiUSA -1 Equation cpiUSA 1.005871e+00
[[24]]
[,1]
Trend Equation dolcan 0.0002877063
dolcan -1 Equation dolcan 1.0280166792
cpiUSA -1 Equation dolcan -0.0010158416
Trend Equation dolcan -0.0001727056
dolcan -1 Equation dolcan 0.9846775202
cpiUSA -1 Equation dolcan 0.0006501501
Trend Equation dolcan -0.0002075003
dolcan -1 Equation dolcan 0.9702793281
cpiUSA -1 Equation dolcan 0.0009976950
Trend Equation cpiUSA 0.0010306707
dolcan -1 Equation cpiUSA 0.4085665265
cpiUSA -1 Equation cpiUSA 0.9937798507
Trend Equation cpiUSA 0.0016630729
dolcan -1 Equation cpiUSA 0.7017293518
cpiUSA -1 Equation cpiUSA 0.9898733656
Trend Equation cpiUSA -0.0013705132
dolcan -1 Equation cpiUSA -0.0071648488
cpiUSA -1 Equation cpiUSA 1.0058706240
[[25]]
[,1]
Intercept Equation dolcan 0.0923128826
Trend Equation dolcan 0.0006969576
dolcan -1 Equation dolcan 1.1164077100
cpiUSA -1 Equation dolcan 0.0057161444
dolcan -2 Equation dolcan -0.1476973419
cpiUSA -2 Equation dolcan -0.0080535138
Intercept Equation dolcan 0.0006464748
Trend Equation dolcan -0.0001118549
dolcan -1 Equation dolcan 1.1410011259
cpiUSA -1 Equation dolcan -0.0035418464
dolcan -2 Equation dolcan -0.1549284601
cpiUSA -2 Equation dolcan 0.0040490903
Intercept Equation cpiUSA -0.3846155562
Trend Equation cpiUSA -0.0006441612
dolcan -1 Equation cpiUSA -0.0578913909
cpiUSA -1 Equation cpiUSA 1.2098083954
dolcan -2 Equation cpiUSA 0.6664581104
cpiUSA -2 Equation cpiUSA -0.2106835368
Intercept Equation cpiUSA 1.6398792639
Trend Equation cpiUSA 0.0059730476
dolcan -1 Equation cpiUSA 0.5722029695
cpiUSA -1 Equation cpiUSA 1.3342896838
dolcan -2 Equation cpiUSA -1.1084545888
cpiUSA -2 Equation cpiUSA -0.3582835140
[[26]]
[,1]
Intercept Equation dolcan 0.0923128826
Trend Equation dolcan 0.0006969576
dolcan -1 Equation dolcan 1.1164077100
cpiUSA -1 Equation dolcan 0.0057161444
dolcan -2 Equation dolcan -0.1476973419
cpiUSA -2 Equation dolcan -0.0080535138
Intercept Equation dolcan -0.0153766233
Trend Equation dolcan -0.0001574340
dolcan -1 Equation dolcan 1.1806499899
cpiUSA -1 Equation dolcan 0.0009972436
dolcan -2 Equation dolcan -0.1865111657
cpiUSA -2 Equation dolcan -0.0003233887
Intercept Equation dolcan 0.3044482547
Trend Equation dolcan 0.0011695783
dolcan -1 Equation dolcan 0.9527351077
cpiUSA -1 Equation dolcan -0.0297412520
dolcan -2 Equation dolcan -0.0770459401
cpiUSA -2 Equation dolcan 0.0253107720
Intercept Equation cpiUSA -0.3846155562
Trend Equation cpiUSA -0.0006441612
dolcan -1 Equation cpiUSA -0.0578913909
cpiUSA -1 Equation cpiUSA 1.2098083954
dolcan -2 Equation cpiUSA 0.6664581104
cpiUSA -2 Equation cpiUSA -0.2106835368
Intercept Equation cpiUSA 1.5001886521
Trend Equation cpiUSA 0.0054263183
dolcan -1 Equation cpiUSA 0.5086428443
cpiUSA -1 Equation cpiUSA 1.3201624875
dolcan -2 Equation cpiUSA -0.9522051631
cpiUSA -2 Equation cpiUSA -0.3424836706
Intercept Equation cpiUSA 1.2815142982
Trend Equation cpiUSA 0.0091821349
dolcan -1 Equation cpiUSA 2.0104788680
cpiUSA -1 Equation cpiUSA 1.3074332679
dolcan -2 Equation cpiUSA -2.3912115414
cpiUSA -2 Equation cpiUSA -0.3393392148
[[27]]
[,1]
Intercept Equation dolcan 0.013958849
dolcan -1 Equation dolcan 1.143821006
cpiUSA -1 Equation dolcan 0.002560297
dolcan -2 Equation dolcan -0.157436226
cpiUSA -2 Equation dolcan -0.002524610
Intercept Equation dolcan 0.040170775
dolcan -1 Equation dolcan 1.133525867
cpiUSA -1 Equation dolcan -0.010238678
dolcan -2 Equation dolcan -0.171307037
cpiUSA -2 Equation dolcan 0.010398124
Intercept Equation cpiUSA -0.647275259
dolcan -1 Equation cpiUSA 0.835415106
cpiUSA -1 Equation cpiUSA 1.394781489
dolcan -2 Equation cpiUSA 0.014986956
cpiUSA -2 Equation cpiUSA -0.396771445
Intercept Equation cpiUSA 0.283005105
dolcan -1 Equation cpiUSA 0.449215476
cpiUSA -1 Equation cpiUSA 1.310967448
dolcan -2 Equation cpiUSA -0.582192922
cpiUSA -2 Equation cpiUSA -0.310592829
[[28]]
[,1]
Intercept Equation dolcan 0.013958849
dolcan -1 Equation dolcan 1.143821006
cpiUSA -1 Equation dolcan 0.002560297
dolcan -2 Equation dolcan -0.157436226
cpiUSA -2 Equation dolcan -0.002524610
Intercept Equation dolcan 0.023333951
dolcan -1 Equation dolcan 1.213573494
cpiUSA -1 Equation dolcan -0.004115204
dolcan -2 Equation dolcan -0.237363161
cpiUSA -2 Equation dolcan 0.004240793
Intercept Equation dolcan 0.057980029
dolcan -1 Equation dolcan 0.963111394
cpiUSA -1 Equation dolcan -0.027911455
dolcan -2 Equation dolcan -0.026956162
cpiUSA -2 Equation dolcan 0.028299384
Intercept Equation cpiUSA -0.647275259
dolcan -1 Equation cpiUSA 0.835415106
cpiUSA -1 Equation cpiUSA 1.394781489
dolcan -2 Equation cpiUSA 0.014986956
cpiUSA -2 Equation cpiUSA -0.396771445
Intercept Equation cpiUSA -0.050326740
dolcan -1 Equation cpiUSA 0.553317420
cpiUSA -1 Equation cpiUSA 1.269024506
dolcan -2 Equation cpiUSA -0.358283786
cpiUSA -2 Equation cpiUSA -0.269630556
Intercept Equation cpiUSA -0.653460500
dolcan -1 Equation cpiUSA 2.091941103
cpiUSA -1 Equation cpiUSA 1.321798654
dolcan -2 Equation cpiUSA -1.997966295
cpiUSA -2 Equation cpiUSA -0.315876197
[[29]]
[,1]
dolcan -1 Equation dolcan 1.1452640784
cpiUSA -1 Equation dolcan -0.0005511544
dolcan -2 Equation dolcan -0.1435656825
cpiUSA -2 Equation dolcan 0.0005498422
dolcan -1 Equation dolcan 1.1609380813
cpiUSA -1 Equation dolcan -0.0071056830
dolcan -2 Equation dolcan -0.1655764214
cpiUSA -2 Equation dolcan 0.0072027360
dolcan -1 Equation cpiUSA 0.6624965086
cpiUSA -1 Equation cpiUSA 1.4943161966
dolcan -2 Equation cpiUSA -0.5053663429
cpiUSA -2 Equation cpiUSA -0.4946045183
dolcan -1 Equation cpiUSA 0.5957396608
cpiUSA -1 Equation cpiUSA 1.3144574925
dolcan -2 Equation cpiUSA -0.4870101219
cpiUSA -2 Equation cpiUSA -0.3145950922
[[30]]
[,1]
dolcan -1 Equation dolcan 1.196393187
cpiUSA -1 Equation dolcan 0.003697079
dolcan -2 Equation dolcan -0.198647695
cpiUSA -2 Equation dolcan -0.003599167
dolcan -1 Equation dolcan 1.126502489
cpiUSA -1 Equation dolcan 0.003469589
dolcan -2 Equation dolcan -0.128921882
cpiUSA -2 Equation dolcan -0.003432864
dolcan -1 Equation dolcan 1.158917552
cpiUSA -1 Equation dolcan -0.008044606
dolcan -2 Equation dolcan -0.162767842
cpiUSA -2 Equation dolcan 0.008132882
dolcan -1 Equation cpiUSA -0.036863739
cpiUSA -1 Equation cpiUSA 1.224304032
dolcan -2 Equation cpiUSA 0.295756499
cpiUSA -2 Equation cpiUSA -0.226656499
dolcan -1 Equation cpiUSA 0.951625838
cpiUSA -1 Equation cpiUSA 1.378481433
dolcan -2 Equation cpiUSA -0.609076406
cpiUSA -2 Equation cpiUSA -0.380906894
dolcan -1 Equation cpiUSA 0.628101159
cpiUSA -1 Equation cpiUSA 1.326424793
dolcan -2 Equation cpiUSA -0.522033868
cpiUSA -2 Equation cpiUSA -0.326551571
[[31]]
[,1]
Trend Equation dolcan -1.622245e-05
dolcan -1 Equation dolcan 1.145049e+00
cpiUSA -1 Equation dolcan -4.092175e-04
dolcan -2 Equation dolcan -1.449554e-01
cpiUSA -2 Equation dolcan 4.693694e-04
Trend Equation dolcan -2.216198e-04
dolcan -1 Equation dolcan 1.127054e+00
cpiUSA -1 Equation dolcan -9.180805e-03
dolcan -2 Equation dolcan -1.574311e-01
cpiUSA -2 Equation dolcan 1.024224e-02
Trend Equation cpiUSA 3.096566e-03
dolcan -1 Equation cpiUSA 7.035062e-01
cpiUSA -1 Equation cpiUSA 1.467223e+00
dolcan -2 Equation cpiUSA -2.400976e-01
cpiUSA -2 Equation cpiUSA -4.792437e-01
Trend Equation cpiUSA -5.662404e-04
dolcan -1 Equation cpiUSA 5.091657e-01
cpiUSA -1 Equation cpiUSA 1.309156e+00
dolcan -2 Equation cpiUSA -4.661987e-01
cpiUSA -2 Equation cpiUSA -3.068291e-01
[[32]]
[,1]
Trend Equation dolcan -6.292985e-05
dolcan -1 Equation dolcan 1.155769e+00
cpiUSA -1 Equation dolcan 1.521385e-03
dolcan -2 Equation dolcan -1.604489e-01
cpiUSA -2 Equation dolcan -1.290011e-03
Trend Equation dolcan -1.870489e-04
dolcan -1 Equation dolcan 1.184419e+00
cpiUSA -1 Equation dolcan -5.661468e-03
dolcan -2 Equation dolcan -2.110951e-01
cpiUSA -2 Equation dolcan 6.571140e-03
Trend Equation dolcan -1.633523e-04
dolcan -1 Equation dolcan 9.858677e-01
cpiUSA -1 Equation dolcan -2.757334e-02
dolcan -2 Equation dolcan -2.338970e-02
cpiUSA -2 Equation dolcan 2.860914e-02
Trend Equation cpiUSA 3.007284e-03
dolcan -1 Equation cpiUSA 1.053381e+00
cpiUSA -1 Equation cpiUSA 1.507578e+00
dolcan -2 Equation cpiUSA -6.132165e-01
cpiUSA -2 Equation cpiUSA -5.193122e-01
Trend Equation cpiUSA 1.197200e-03
dolcan -1 Equation cpiUSA 3.427475e-01
cpiUSA -1 Equation cpiUSA 1.157797e+00
dolcan -2 Equation cpiUSA -4.378136e-02
cpiUSA -2 Equation cpiUSA -1.632872e-01
Trend Equation cpiUSA 3.571429e-03
dolcan -1 Equation cpiUSA 2.149944e+00
cpiUSA -1 Equation cpiUSA 1.316559e+00
dolcan -2 Equation cpiUSA -2.165356e+00
cpiUSA -2 Equation cpiUSA -3.254554e-01
[[33]]
[,1]
ECT Equation dolcan -5.165772e-02
Const Equation dolcan 5.288736e-03
Trend Equation dolcan -3.885903e-05
dolcan t -1 Equation dolcan 1.675227e-01
cpiUSA t -1 Equation dolcan -1.218450e-02
ECT Equation dolcan -1.023032e-03
Const Equation dolcan 3.613178e-03
Trend Equation dolcan -3.313512e-05
dolcan t -1 Equation dolcan 1.312604e-01
cpiUSA t -1 Equation dolcan 2.326573e-03
ECT Equation cpiUSA 7.378522e-01
Const Equation cpiUSA 6.238664e-01
Trend Equation cpiUSA -1.062156e-03
dolcan t -1 Equation cpiUSA -1.019883e-01
cpiUSA t -1 Equation cpiUSA 1.395116e-01
ECT Equation cpiUSA 1.548502e-02
Const Equation cpiUSA 1.012940e-01
Trend Equation cpiUSA -3.625345e-05
dolcan t -1 Equation cpiUSA 2.371179e-01
cpiUSA t -1 Equation cpiUSA 6.209022e-01
[[34]]
[,1]
ECT Equation dolcan -5.165772e-02
Const Equation dolcan 5.288736e-03
Trend Equation dolcan -3.885903e-05
dolcan t -1 Equation dolcan 1.675227e-01
cpiUSA t -1 Equation dolcan -1.218450e-02
ECT Equation dolcan -2.269518e-03
Const Equation dolcan 1.440822e-02
Trend Equation dolcan -1.021736e-04
dolcan t -1 Equation dolcan 8.504187e-02
cpiUSA t -1 Equation dolcan 3.521756e-03
ECT Equation dolcan -2.900588e-02
Const Equation dolcan 1.680242e-02
Trend Equation dolcan 3.615931e-06
dolcan t -1 Equation dolcan 1.850201e-01
cpiUSA t -1 Equation dolcan -7.791395e-03
ECT Equation cpiUSA 7.378522e-01
Const Equation cpiUSA 6.238664e-01
Trend Equation cpiUSA -1.062156e-03
dolcan t -1 Equation cpiUSA -1.019883e-01
cpiUSA t -1 Equation cpiUSA 1.395116e-01
ECT Equation cpiUSA -3.375731e-01
Const Equation cpiUSA 3.659849e-01
Trend Equation cpiUSA -1.185639e-03
dolcan t -1 Equation cpiUSA 1.188678e+00
cpiUSA t -1 Equation cpiUSA 4.816465e-01
ECT Equation cpiUSA 3.350418e-01
Const Equation cpiUSA -1.219990e-01
Trend Equation cpiUSA 1.994943e-03
dolcan t -1 Equation cpiUSA -1.520958e+00
cpiUSA t -1 Equation cpiUSA 6.141567e-01
[[35]]
[,1]
ECT Equation dolcan -0.037503431
Const Equation dolcan -0.006852286
dolcan t -1 Equation dolcan 0.125089575
cpiUSA t -1 Equation dolcan -0.010247183
ECT Equation dolcan 0.006057814
Const Equation dolcan -0.001555704
dolcan t -1 Equation dolcan 0.164427612
cpiUSA t -1 Equation dolcan 0.002927573
ECT Equation cpiUSA 0.708470889
Const Equation cpiUSA 0.400683554
dolcan t -1 Equation cpiUSA 0.190747386
cpiUSA t -1 Equation cpiUSA 0.198182315
ECT Equation cpiUSA 0.058696937
Const Equation cpiUSA 0.085773731
dolcan t -1 Equation cpiUSA 0.225660438
cpiUSA t -1 Equation cpiUSA 0.619010979
[[36]]
[,1]
ECT Equation dolcan -0.0375034305
Const Equation dolcan -0.0068522856
dolcan t -1 Equation dolcan 0.1250895753
cpiUSA t -1 Equation dolcan -0.0102471831
ECT Equation dolcan 0.0415211583
Const Equation dolcan -0.0065333156
dolcan t -1 Equation dolcan 0.2580702693
cpiUSA t -1 Equation dolcan 0.0112230307
ECT Equation dolcan -0.0007475249
Const Equation dolcan 0.0007799121
dolcan t -1 Equation dolcan 0.1052364407
cpiUSA t -1 Equation dolcan 0.0029856709
ECT Equation cpiUSA 0.7084708892
Const Equation cpiUSA 0.4006835544
dolcan t -1 Equation cpiUSA 0.1907473865
cpiUSA t -1 Equation cpiUSA 0.1981823150
ECT Equation cpiUSA -0.3566449083
Const Equation cpiUSA 0.1845294740
dolcan t -1 Equation cpiUSA 0.4800998537
cpiUSA t -1 Equation cpiUSA 0.2796628566
ECT Equation cpiUSA -0.0967219539
Const Equation cpiUSA 0.1360188778
dolcan t -1 Equation cpiUSA -0.7272838694
cpiUSA t -1 Equation cpiUSA 0.6800806207
[[37]]
[,1]
ECT Equation dolcan -0.022026668
dolcan t -1 Equation dolcan 0.117652983
cpiUSA t -1 Equation dolcan -0.014469722
ECT Equation dolcan 0.002797440
dolcan t -1 Equation dolcan 0.168040225
cpiUSA t -1 Equation dolcan 0.001035012
ECT Equation cpiUSA -0.550702304
dolcan t -1 Equation cpiUSA 1.016249503
cpiUSA t -1 Equation cpiUSA 0.324872542
ECT Equation cpiUSA 0.189718939
dolcan t -1 Equation cpiUSA -0.285928640
cpiUSA t -1 Equation cpiUSA 0.750443210
[[38]]
[,1]
ECT Equation dolcan -0.0252270875
dolcan t -1 Equation dolcan 0.1674051146
cpiUSA t -1 Equation dolcan -0.0180124459
ECT Equation dolcan -0.0154539600
dolcan t -1 Equation dolcan 0.0733310150
cpiUSA t -1 Equation dolcan -0.0093067368
ECT Equation dolcan 0.0030494378
dolcan t -1 Equation dolcan 0.1689193339
cpiUSA t -1 Equation dolcan 0.0007218864
ECT Equation cpiUSA -0.4527280357
dolcan t -1 Equation cpiUSA 2.2623817652
cpiUSA t -1 Equation cpiUSA 0.2429651158
ECT Equation cpiUSA -0.9221995022
dolcan t -1 Equation cpiUSA -0.5414166520
cpiUSA t -1 Equation cpiUSA 0.3017357194
ECT Equation cpiUSA 0.1946558329
dolcan t -1 Equation cpiUSA -0.2687059931
cpiUSA t -1 Equation cpiUSA 0.7443087565
[[39]]
[,1]
ECT Equation dolcan -5.999900e-02
Trend Equation dolcan -4.729002e-05
dolcan t -1 Equation dolcan 2.434441e-01
cpiUSA t -1 Equation dolcan -1.168530e-02
ECT Equation dolcan 2.438058e-03
Trend Equation dolcan 9.075573e-08
dolcan t -1 Equation dolcan 1.271129e-01
cpiUSA t -1 Equation dolcan 7.793217e-04
ECT Equation cpiUSA -5.717297e-01
Trend Equation cpiUSA 4.019271e-06
dolcan t -1 Equation cpiUSA 1.444312e+00
cpiUSA t -1 Equation cpiUSA 1.073026e-01
ECT Equation cpiUSA 1.881658e-01
Trend Equation cpiUSA 5.901968e-04
dolcan t -1 Equation cpiUSA -1.180760e-01
cpiUSA t -1 Equation cpiUSA 5.950325e-01
[[40]]
[,1]
ECT Equation dolcan -6.592635e-02
Trend Equation dolcan -4.893727e-05
dolcan t -1 Equation dolcan 1.448262e-01
cpiUSA t -1 Equation dolcan -1.652360e-02
ECT Equation dolcan 2.513236e-03
Trend Equation dolcan -3.076313e-07
dolcan t -1 Equation dolcan 1.907503e-01
cpiUSA t -1 Equation dolcan 2.161459e-03
ECT Equation dolcan 4.302129e-03
Trend Equation dolcan -1.636700e-05
dolcan t -1 Equation dolcan 8.396771e-02
cpiUSA t -1 Equation dolcan 1.005123e-03
ECT Equation cpiUSA -7.485279e-01
Trend Equation cpiUSA -3.444909e-04
dolcan t -1 Equation cpiUSA 2.237712e+00
cpiUSA t -1 Equation cpiUSA 2.191881e-01
ECT Equation cpiUSA 8.025923e-02
Trend Equation cpiUSA 7.917784e-04
dolcan t -1 Equation cpiUSA -4.850491e-01
cpiUSA t -1 Equation cpiUSA 3.835562e-01
ECT Equation cpiUSA 1.290461e-01
Trend Equation cpiUSA 7.655733e-04
dolcan t -1 Equation cpiUSA -6.772437e-01
cpiUSA t -1 Equation cpiUSA 7.078568e-01
[[41]]
[,1]
ECT Equation dolcan -1.518849e-02
Const Equation dolcan 1.105132e-02
Trend Equation dolcan -4.790127e-05
dolcan t -1 Equation dolcan 1.838534e-01
cpiUSA t -1 Equation dolcan -4.546173e-03
dolcan t -2 Equation dolcan 2.939966e-02
cpiUSA t -2 Equation dolcan -2.047247e-03
ECT Equation dolcan -1.284187e-02
Const Equation dolcan 9.914020e-03
Trend Equation dolcan -3.535269e-05
dolcan t -1 Equation dolcan 1.255440e-01
cpiUSA t -1 Equation dolcan 5.828206e-03
dolcan t -2 Equation dolcan -1.979610e-01
cpiUSA t -2 Equation dolcan -1.062449e-02
ECT Equation cpiUSA -2.511399e-01
Const Equation cpiUSA 3.346974e-01
Trend Equation cpiUSA -8.430391e-04
dolcan t -1 Equation cpiUSA 5.327942e-01
cpiUSA t -1 Equation cpiUSA 3.379895e-01
dolcan t -2 Equation cpiUSA -1.229337e+00
cpiUSA t -2 Equation cpiUSA -1.620237e-01
ECT Equation cpiUSA 1.822094e-01
Const Equation cpiUSA -4.146424e-02
Trend Equation cpiUSA 1.147708e-03
dolcan t -1 Equation cpiUSA -1.067956e+00
cpiUSA t -1 Equation cpiUSA 4.180932e-01
dolcan t -2 Equation cpiUSA 9.412034e-01
cpiUSA t -2 Equation cpiUSA 3.070564e-01
[[42]]
[,1]
ECT Equation dolcan -1.739221e-02
Const Equation dolcan 1.123809e-02
Trend Equation dolcan -4.874173e-05
dolcan t -1 Equation dolcan 1.570717e-01
cpiUSA t -1 Equation dolcan -1.032538e-02
dolcan t -2 Equation dolcan 5.235467e-02
cpiUSA t -2 Equation dolcan 1.209455e-03
ECT Equation dolcan -3.473239e-01
Const Equation dolcan 7.524714e-02
Trend Equation dolcan -5.319414e-05
dolcan t -1 Equation dolcan 1.602594e-01
cpiUSA t -1 Equation dolcan 3.364773e-02
dolcan t -2 Equation dolcan 1.326966e-01
cpiUSA t -2 Equation dolcan -3.037366e-02
ECT Equation dolcan -1.194830e-02
Const Equation dolcan 9.739977e-03
Trend Equation dolcan 2.161084e-05
dolcan t -1 Equation dolcan 1.143009e-01
cpiUSA t -1 Equation dolcan -2.826679e-03
dolcan t -2 Equation dolcan -2.251498e-01
cpiUSA t -2 Equation dolcan -1.060570e-02
ECT Equation cpiUSA -1.890543e-01
Const Equation cpiUSA 2.840769e-01
Trend Equation cpiUSA -5.662286e-04
dolcan t -1 Equation cpiUSA 4.259146e-01
cpiUSA t -1 Equation cpiUSA 2.872651e-01
dolcan t -2 Equation cpiUSA -1.187444e+00
cpiUSA t -2 Equation cpiUSA -1.194692e-01
ECT Equation cpiUSA -6.118810e+00
Const Equation cpiUSA 2.709147e+00
Trend Equation cpiUSA -9.002670e-03
dolcan t -1 Equation cpiUSA -1.919642e+00
cpiUSA t -1 Equation cpiUSA 4.389649e-01
dolcan t -2 Equation cpiUSA -4.998484e+00
cpiUSA t -2 Equation cpiUSA -2.456765e-01
ECT Equation cpiUSA 3.550181e-01
Const Equation cpiUSA -1.138314e-01
Trend Equation cpiUSA 1.882903e-03
dolcan t -1 Equation cpiUSA -1.348386e+00
cpiUSA t -1 Equation cpiUSA 3.681993e-01
dolcan t -2 Equation cpiUSA 4.192614e-01
cpiUSA t -2 Equation cpiUSA 2.529322e-01
[[43]]
[,1]
ECT Equation dolcan -0.0026770867
Const Equation dolcan 0.0019011406
dolcan t -1 Equation dolcan 0.1821788744
cpiUSA t -1 Equation dolcan -0.0033491756
dolcan t -2 Equation dolcan 0.0228978890
cpiUSA t -2 Equation dolcan -0.0007533507
ECT Equation dolcan -0.0019469643
Const Equation dolcan 0.0041268900
dolcan t -1 Equation dolcan 0.1173724718
cpiUSA t -1 Equation dolcan 0.0054390809
dolcan t -2 Equation dolcan -0.2105055304
cpiUSA t -2 Equation dolcan -0.0109995510
ECT Equation cpiUSA -0.0309453200
Const Equation cpiUSA 0.1736585917
dolcan t -1 Equation cpiUSA 0.5033226493
cpiUSA t -1 Equation cpiUSA 0.3590560466
dolcan t -2 Equation cpiUSA -1.3437654458
cpiUSA t -2 Equation cpiUSA -0.1392518022
ECT Equation cpiUSA -0.1714883501
Const Equation cpiUSA 0.1464121394
dolcan t -1 Equation cpiUSA -0.8026720620
cpiUSA t -1 Equation cpiUSA 0.4307260063
dolcan t -2 Equation cpiUSA 1.3484553395
cpiUSA t -2 Equation cpiUSA 0.3192326008
[[44]]
[,1]
ECT Equation dolcan -0.046156798
Const Equation dolcan -0.010111647
dolcan t -1 Equation dolcan 0.158245190
cpiUSA t -1 Equation dolcan -0.011195528
dolcan t -2 Equation dolcan 0.018420448
cpiUSA t -2 Equation dolcan 0.003495803
ECT Equation dolcan 0.020431500
Const Equation dolcan -0.003717539
dolcan t -1 Equation dolcan 0.186732460
cpiUSA t -1 Equation dolcan 0.017180057
dolcan t -2 Equation dolcan 0.019779272
cpiUSA t -2 Equation dolcan -0.009962532
ECT Equation dolcan -0.017644682
Const Equation dolcan 0.012678289
dolcan t -1 Equation dolcan 0.120276258
cpiUSA t -1 Equation dolcan -0.002199864
dolcan t -2 Equation dolcan -0.216552894
cpiUSA t -2 Equation dolcan -0.010093165
ECT Equation cpiUSA 0.960128385
Const Equation cpiUSA 0.518997756
dolcan t -1 Equation cpiUSA -0.372275967
cpiUSA t -1 Equation cpiUSA 0.206833808
dolcan t -2 Equation cpiUSA -1.602010322
cpiUSA t -2 Equation cpiUSA -0.161519009
ECT Equation cpiUSA -0.154707761
Const Equation cpiUSA 0.142118177
dolcan t -1 Equation cpiUSA 1.425814827
cpiUSA t -1 Equation cpiUSA 0.589460044
dolcan t -2 Equation cpiUSA -1.180491828
cpiUSA t -2 Equation cpiUSA -0.135171254
ECT Equation cpiUSA -0.141294905
Const Equation cpiUSA 0.142176901
dolcan t -1 Equation cpiUSA -0.827768858
cpiUSA t -1 Equation cpiUSA 0.422812224
dolcan t -2 Equation cpiUSA 1.168287279
cpiUSA t -2 Equation cpiUSA 0.297587797
[[45]]
[,1]
ECT Equation dolcan -0.017914669
dolcan t -1 Equation dolcan 0.139173536
cpiUSA t -1 Equation dolcan -0.013284006
dolcan t -2 Equation dolcan 0.002174167
cpiUSA t -2 Equation dolcan 0.001436122
ECT Equation dolcan 0.006491931
dolcan t -1 Equation dolcan 0.160034945
cpiUSA t -1 Equation dolcan 0.007915646
dolcan t -2 Equation dolcan -0.066086343
cpiUSA t -2 Equation dolcan -0.010651845
ECT Equation cpiUSA -0.565345068
dolcan t -1 Equation cpiUSA 0.657587752
cpiUSA t -1 Equation cpiUSA 0.314478775
dolcan t -2 Equation cpiUSA -0.623941905
cpiUSA t -2 Equation cpiUSA -0.088049070
ECT Equation cpiUSA 0.154651435
dolcan t -1 Equation cpiUSA -0.008908433
cpiUSA t -1 Equation cpiUSA 0.671157310
dolcan t -2 Equation cpiUSA -0.915817008
cpiUSA t -2 Equation cpiUSA 0.131826135
[[46]]
[,1]
ECT Equation dolcan -0.016829069
dolcan t -1 Equation dolcan 0.248791698
cpiUSA t -1 Equation dolcan -0.009049603
dolcan t -2 Equation dolcan -0.162203592
cpiUSA t -2 Equation dolcan -0.000472127
ECT Equation dolcan -0.015045190
dolcan t -1 Equation dolcan 0.033949549
cpiUSA t -1 Equation dolcan -0.026068751
dolcan t -2 Equation dolcan 0.226209316
cpiUSA t -2 Equation dolcan 0.015367971
ECT Equation dolcan 0.005762436
dolcan t -1 Equation dolcan 0.172567504
cpiUSA t -1 Equation dolcan 0.010499939
dolcan t -2 Equation dolcan -0.080842306
cpiUSA t -2 Equation dolcan -0.012471780
ECT Equation cpiUSA -0.630575270
dolcan t -1 Equation cpiUSA 0.704853888
cpiUSA t -1 Equation cpiUSA 0.113211738
dolcan t -2 Equation cpiUSA 0.715918781
cpiUSA t -2 Equation cpiUSA -0.144705191
ECT Equation cpiUSA -0.709563131
dolcan t -1 Equation cpiUSA -0.332452599
cpiUSA t -1 Equation cpiUSA 0.439421564
dolcan t -2 Equation cpiUSA -1.400513919
cpiUSA t -2 Equation cpiUSA -0.032866320
ECT Equation cpiUSA 0.152098278
dolcan t -1 Equation cpiUSA -0.146886730
cpiUSA t -1 Equation cpiUSA 0.639630121
dolcan t -2 Equation cpiUSA -1.132415428
cpiUSA t -2 Equation cpiUSA 0.164573269
[[47]]
[,1]
ECT Equation dolcan -1.594506e-03
Trend Equation dolcan 5.687498e-06
dolcan t -1 Equation dolcan 1.856852e-01
cpiUSA t -1 Equation dolcan -1.987102e-03
dolcan t -2 Equation dolcan 2.346587e-02
cpiUSA t -2 Equation dolcan 5.909138e-04
ECT Equation dolcan 6.034676e-03
Trend Equation dolcan 7.266438e-06
dolcan t -1 Equation dolcan 1.190289e-01
cpiUSA t -1 Equation dolcan 6.094024e-03
dolcan t -2 Equation dolcan -2.116016e-01
cpiUSA t -2 Equation dolcan -9.724057e-03
ECT Equation cpiUSA 1.605637e-01
Trend Equation cpiUSA 7.799357e-04
dolcan t -1 Equation cpiUSA 5.882712e-01
cpiUSA t -1 Equation cpiUSA 4.154928e-01
dolcan t -2 Equation cpiUSA -1.409047e+00
cpiUSA t -2 Equation cpiUSA -8.212513e-02
ECT Equation cpiUSA 1.032605e-01
Trend Equation cpiUSA 9.694584e-04
dolcan t -1 Equation cpiUSA -1.040707e+00
cpiUSA t -1 Equation cpiUSA 4.169815e-01
dolcan t -2 Equation cpiUSA 9.982535e-01
cpiUSA t -2 Equation cpiUSA 3.032905e-01
[[48]]
[,1]
ECT Equation dolcan -2.995578e-03
Trend Equation dolcan 6.111664e-06
dolcan t -1 Equation dolcan 1.616106e-01
cpiUSA t -1 Equation dolcan -7.636568e-03
dolcan t -2 Equation dolcan 4.661039e-02
cpiUSA t -2 Equation dolcan 4.104931e-03
ECT Equation dolcan -5.993876e-02
Trend Equation dolcan 6.599656e-05
dolcan t -1 Equation dolcan 1.751623e-01
cpiUSA t -1 Equation dolcan 4.194837e-02
dolcan t -2 Equation dolcan 2.039924e-01
cpiUSA t -2 Equation dolcan -3.413151e-02
ECT Equation dolcan 6.794794e-03
Trend Equation dolcan 6.522883e-05
dolcan t -1 Equation dolcan 1.066869e-01
cpiUSA t -1 Equation dolcan -2.756671e-03
dolcan t -2 Equation dolcan -2.406763e-01
cpiUSA t -2 Equation dolcan -1.007585e-02
ECT Equation cpiUSA 1.748642e-01
Trend Equation cpiUSA 8.203576e-04
dolcan t -1 Equation cpiUSA 5.406502e-01
cpiUSA t -1 Equation cpiUSA 3.552330e-01
dolcan t -2 Equation cpiUSA -1.332648e+00
cpiUSA t -2 Equation cpiUSA -4.627725e-02
ECT Equation cpiUSA 4.228013e+00
Trend Equation cpiUSA -4.711408e-03
dolcan t -1 Equation cpiUSA -1.383088e+00
cpiUSA t -1 Equation cpiUSA 7.378154e-01
dolcan t -2 Equation cpiUSA -2.431600e+00
cpiUSA t -2 Equation cpiUSA -3.809715e-01
ECT Equation cpiUSA 1.359670e-01
Trend Equation cpiUSA 1.373138e-03
dolcan t -1 Equation cpiUSA -1.259400e+00
cpiUSA t -1 Equation cpiUSA 3.673811e-01
dolcan t -2 Equation cpiUSA 6.007203e-01
cpiUSA t -2 Equation cpiUSA 2.467398e-01
Code
sapply(mods_nonLIn, coef, regime = "L")
Output
[[1]]
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833
[[2]]
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619
Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833
[[3]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.007691528 0.9939684 1.357332e-05
Equation cpiUSA -1.012509544 1.3415788 9.969201e-01
[[4]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan -0.02978663 1.0310970 8.444228e-06
Equation cpiUSA -0.27074633 0.5937531 9.970502e-01
[[5]]
dolcan -1 cpiUSA -1
Equation dolcan 1.0018378 -5.982604e-06
Equation cpiUSA 0.3056463 9.994945e-01
[[6]]
dolcan -1 cpiUSA -1
Equation dolcan 0.9994742 8.089218e-05
Equation cpiUSA 0.3063167 9.977088e-01
[[7]]
Trend dolcan -1 cpiUSA -1
Equation dolcan 2.085515e-05 1.0038460 -0.000084888
Equation cpiUSA 3.944688e-03 0.6854827 0.984569738
[[8]]
Trend dolcan -1 cpiUSA -1
Equation dolcan 0.0002877063 1.0280167 -0.001015842
Equation cpiUSA 0.0010306707 0.4085665 0.993779851
[[9]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2
Equation dolcan -0.008053514
Equation cpiUSA -0.210683537
[[10]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973
Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581
cpiUSA -2
Equation dolcan -0.008053514
Equation cpiUSA -0.210683537
[[11]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
[[12]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461
Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145
[[13]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1452641 -0.0005511544 -0.1435657 0.0005498422
Equation cpiUSA 0.6624965 1.4943161966 -0.5053663 -0.4946045183
[[14]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.19639319 0.003697079 -0.1986477 -0.003599167
Equation cpiUSA -0.03686374 1.224304032 0.2957565 -0.226656499
[[15]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -1.622245e-05 1.1450492 -0.0004092175 -0.1449554 0.0004693694
Equation cpiUSA 3.096566e-03 0.7035062 1.4672230481 -0.2400976 -0.4792437363
[[16]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -6.292985e-05 1.155769 0.001521385 -0.1604489 -0.001290011
Equation cpiUSA 3.007284e-03 1.053381 1.507577719 -0.6132165 -0.519312189
[[17]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
[[18]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845
Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116
[[19]]
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232
[[20]]
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718
Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232
[[21]]
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.02202667 0.117653 -0.01446972
Equation cpiUSA -0.55070230 1.016250 0.32487254
[[22]]
ECT dolcan t -1 cpiUSA t -1
Equation dolcan -0.02522709 0.1674051 -0.01801245
Equation cpiUSA -0.45272804 2.2623818 0.24296512
[[23]]
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.0599990 -4.729002e-05 0.2434441 -0.0116853
Equation cpiUSA -0.5717297 4.019271e-06 1.4443120 0.1073026
[[24]]
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.06592635 -4.893727e-05 0.1448262 -0.0165236
Equation cpiUSA -0.74852793 -3.444909e-04 2.2377120 0.2191881
[[25]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01518849 0.01105132 -4.790127e-05 0.1838534 -0.004546173
Equation cpiUSA -0.25113994 0.33469736 -8.430391e-04 0.5327942 0.337989478
dolcan t -2 cpiUSA t -2
Equation dolcan 0.02939966 -0.002047247
Equation cpiUSA -1.22933741 -0.162023742
[[26]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01739221 0.01123809 -4.874173e-05 0.1570717 -0.01032538
Equation cpiUSA -0.18905435 0.28407694 -5.662286e-04 0.4259146 0.28726509
dolcan t -2 cpiUSA t -2
Equation dolcan 0.05235467 0.001209455
Equation cpiUSA -1.18744412 -0.119469224
[[27]]
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002677087 0.001901141 0.1821789 -0.003349176 0.02289789
Equation cpiUSA -0.030945320 0.173658592 0.5033226 0.359056047 -1.34376545
cpiUSA t -2
Equation dolcan -0.0007533507
Equation cpiUSA -0.1392518022
[[28]]
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.0461568 -0.01011165 0.1582452 -0.01119553 0.01842045
Equation cpiUSA 0.9601284 0.51899776 -0.3722760 0.20683381 -1.60201032
cpiUSA t -2
Equation dolcan 0.003495803
Equation cpiUSA -0.161519009
[[29]]
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01791467 0.1391735 -0.01328401 0.002174167 0.001436122
Equation cpiUSA -0.56534507 0.6575878 0.31447878 -0.623941905 -0.088049070
[[30]]
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan -0.01682907 0.2487917 -0.009049603 -0.1622036 -0.000472127
Equation cpiUSA -0.63057527 0.7048539 0.113211738 0.7159188 -0.144705191
[[31]]
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.001594506 5.687498e-06 0.1856852 -0.001987102 0.02346587
Equation cpiUSA 0.160563744 7.799357e-04 0.5882712 0.415492814 -1.40904656
cpiUSA t -2
Equation dolcan 0.0005909138
Equation cpiUSA -0.0821251317
[[32]]
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.002995578 6.111664e-06 0.1616106 -0.007636568 0.04661039
Equation cpiUSA 0.174864230 8.203576e-04 0.5406502 0.355232986 -1.33264807
cpiUSA t -2
Equation dolcan 0.004104931
Equation cpiUSA -0.046277248
Code
sapply(mods_nonLIn, coef, regime = "H")
Output
[[1]]
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan -0.01354042 -0.0001653546 0.9914561 0.0007168335
Equation cpiUSA 2.20206986 0.0073398658 -0.7468369 0.9702240258
[[2]]
Intercept Trend dolcan -1 cpiUSA -1
Equation dolcan 0.3579121 0.001426282 0.8674328 -0.005605241
Equation cpiUSA -1.2735570 -0.003504812 0.1599709 1.021491583
[[3]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.03045117 0.9689214 0.000145664
Equation cpiUSA 0.46501765 -0.2412925 1.000711673
[[4]]
Intercept dolcan -1 cpiUSA -1
Equation dolcan 0.03045117 0.9689214 0.000145664
Equation cpiUSA 0.46501765 -0.2412925 1.000711673
[[5]]
dolcan -1 cpiUSA -1
Equation dolcan 0.9949031 9.159023e-05
Equation cpiUSA 0.1554722 9.998859e-01
[[6]]
dolcan -1 cpiUSA -1
Equation dolcan 0.9949031 9.159023e-05
Equation cpiUSA 0.1554722 9.998859e-01
[[7]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002075003 0.970279328 0.000997695
Equation cpiUSA -0.0013705132 -0.007164849 1.005870624
[[8]]
Trend dolcan -1 cpiUSA -1
Equation dolcan -0.0002075003 0.970279328 0.000997695
Equation cpiUSA -0.0013705132 -0.007164849 1.005870624
[[9]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.0006464748 -0.0001118549 1.141001 -0.003541846 -0.1549285
Equation cpiUSA 1.6398792639 0.0059730476 0.572203 1.334289684 -1.1084546
cpiUSA -2
Equation dolcan 0.00404909
Equation cpiUSA -0.35828351
[[10]]
Intercept Trend dolcan -1 cpiUSA -1 dolcan -2
Equation dolcan 0.3044483 0.001169578 0.9527351 -0.02974125 -0.07704594
Equation cpiUSA 1.2815143 0.009182135 2.0104789 1.30743327 -2.39121154
cpiUSA -2
Equation dolcan 0.02531077
Equation cpiUSA -0.33933921
[[11]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.04017077 1.1335259 -0.01023868 -0.1713070 0.01039812
Equation cpiUSA 0.28300510 0.4492155 1.31096745 -0.5821929 -0.31059283
[[12]]
Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 0.05798003 0.9631114 -0.02791145 -0.02695616 0.02829938
Equation cpiUSA -0.65346050 2.0919411 1.32179865 -1.99796630 -0.31587620
[[13]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1609381 -0.007105683 -0.1655764 0.007202736
Equation cpiUSA 0.5957397 1.314457492 -0.4870101 -0.314595092
[[14]]
dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan 1.1589176 -0.008044606 -0.1627678 0.008132882
Equation cpiUSA 0.6281012 1.326424793 -0.5220339 -0.326551571
[[15]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0002216198 1.1270540 -0.009180805 -0.1574311 0.01024224
Equation cpiUSA -0.0005662404 0.5091657 1.309155537 -0.4661987 -0.30682914
[[16]]
Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2
Equation dolcan -0.0001633523 0.9858677 -0.02757334 -0.0233897 0.02860914
Equation cpiUSA 0.0035714290 2.1499439 1.31655866 -2.1653563 -0.32545538
[[17]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.001023032 0.003613178 -3.313512e-05 0.1312604 0.002326573
Equation cpiUSA 0.015485020 0.101293958 -3.625345e-05 0.2371179 0.620902189
[[18]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.02900588 0.01680242 3.615931e-06 0.1850201 -0.007791395
Equation cpiUSA 0.33504178 -0.12199902 1.994943e-03 -1.5209576 0.614156675
[[19]]
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan 0.006057814 -0.001555704 0.1644276 0.002927573
Equation cpiUSA 0.058696937 0.085773731 0.2256604 0.619010979
[[20]]
ECT Const dolcan t -1 cpiUSA t -1
Equation dolcan -0.0007475249 0.0007799121 0.1052364 0.002985671
Equation cpiUSA -0.0967219539 0.1360188778 -0.7272839 0.680080621
[[21]]
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.00279744 0.1680402 0.001035012
Equation cpiUSA 0.18971894 -0.2859286 0.750443210
[[22]]
ECT dolcan t -1 cpiUSA t -1
Equation dolcan 0.003049438 0.1689193 0.0007218864
Equation cpiUSA 0.194655833 -0.2687060 0.7443087565
[[23]]
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.002438058 9.075573e-08 0.1271129 0.0007793217
Equation cpiUSA 0.188165815 5.901968e-04 -0.1180760 0.5950325178
[[24]]
ECT Trend dolcan t -1 cpiUSA t -1
Equation dolcan 0.004302129 -0.0000163670 0.08396771 0.001005123
Equation cpiUSA 0.129046087 0.0007655733 -0.67724374 0.707856779
[[25]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.01284187 0.00991402 -3.535269e-05 0.125544 0.005828206
Equation cpiUSA 0.18220945 -0.04146424 1.147708e-03 -1.067956 0.418093241
dolcan t -2 cpiUSA t -2
Equation dolcan -0.1979610 -0.01062449
Equation cpiUSA 0.9412034 0.30705642
[[26]]
ECT Const Trend dolcan t -1 cpiUSA t -1
Equation dolcan -0.0119483 0.009739977 2.161084e-05 0.1143009 -0.002826679
Equation cpiUSA 0.3550181 -0.113831430 1.882903e-03 -1.3483856 0.368199325
dolcan t -2 cpiUSA t -2
Equation dolcan -0.2251498 -0.0106057
Equation cpiUSA 0.4192614 0.2529322
[[27]]
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.001946964 0.00412689 0.1173725 0.005439081 -0.2105055
Equation cpiUSA -0.171488350 0.14641214 -0.8026721 0.430726006 1.3484553
cpiUSA t -2
Equation dolcan -0.01099955
Equation cpiUSA 0.31923260
[[28]]
ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan -0.01764468 0.01267829 0.1202763 -0.002199864 -0.2165529
Equation cpiUSA -0.14129491 0.14217690 -0.8277689 0.422812224 1.1682873
cpiUSA t -2
Equation dolcan -0.01009317
Equation cpiUSA 0.29758780
[[29]]
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.006491931 0.160034945 0.007915646 -0.06608634 -0.01065185
Equation cpiUSA 0.154651435 -0.008908433 0.671157310 -0.91581701 0.13182613
[[30]]
ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2
Equation dolcan 0.005762436 0.1725675 0.01049994 -0.08084231 -0.01247178
Equation cpiUSA 0.152098278 -0.1468867 0.63963012 -1.13241543 0.16457327
[[31]]
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.006034676 7.266438e-06 0.1190289 0.006094024 -0.2116016
Equation cpiUSA 0.103260490 9.694584e-04 -1.0407069 0.416981490 0.9982535
cpiUSA t -2
Equation dolcan -0.009724057
Equation cpiUSA 0.303290461
[[32]]
ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2
Equation dolcan 0.006794794 6.522883e-05 0.1066869 -0.002756671 -0.2406763
Equation cpiUSA 0.135966975 1.373138e-03 -1.2593996 0.367381138 0.6007203
cpiUSA t -2
Equation dolcan -0.01007585
Equation cpiUSA 0.24673984
utilities: get_lag, get_nVar, df.residual
Code
sapply(mods, tsDyn:::get_series)
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8]
[1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan"
[2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA"
[,9] [,10] [,11] [,12] [,13] [,14] [,15] [,16]
[1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan"
[2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA"
[,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24]
[1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan"
[2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA"
[,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32]
[1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan"
[2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA"
[,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40]
[1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan"
[2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA"
[,41] [,42] [,43] [,44] [,45] [,46] [,47] [,48]
[1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan"
[2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA"
Code
models_multivariate %>% mutate(lag_out = map_int(object, tsDyn:::get_lag.nlVar),
nVar_out = map_int(object, tsDyn:::get_nVar.nlVar), df_out = map(object,
df.residual)) %>% select(-starts_with("object")) %>% as.data.frame()
Output
lag include model nthresh lag_out nVar_out df_out
1 1 both VAR NA 1 2 319
2 1 const VAR NA 1 2 320
3 1 none VAR NA 1 2 321
4 1 trend VAR NA 1 2 320
5 2 both VAR NA 2 2 316
6 2 const VAR NA 2 2 317
7 2 none VAR NA 2 2 318
8 2 trend VAR NA 2 2 317
9 1 both VECM NA 1 2 317
10 1 const VECM NA 1 2 318
11 1 none VECM NA 1 2 319
12 1 trend VECM NA 1 2 318
13 2 both VECM NA 2 2 314
14 2 const VECM NA 2 2 315
15 2 none VECM NA 2 2 316
16 2 trend VECM NA 2 2 315
17 1 both TVAR 1 1 2 315
18 1 both TVAR 2 1 2 311
19 1 const TVAR 1 1 2 317
20 1 const TVAR 2 1 2 314
21 1 none TVAR 1 1 2 319
22 1 none TVAR 2 1 2 317
23 1 trend TVAR 1 1 2 317
24 1 trend TVAR 2 1 2 314
25 2 both TVAR 1 2 2 310
26 2 both TVAR 2 2 2 304
27 2 const TVAR 1 2 2 312
28 2 const TVAR 2 2 2 307
29 2 none TVAR 1 2 2 314
30 2 none TVAR 2 2 2 310
31 2 trend TVAR 1 2 2 312
32 2 trend TVAR 2 2 2 307
33 1 both TVECM 1 1 2 317
34 1 both TVECM 2 1 2 317
35 1 const TVECM 1 1 2 318
36 1 const TVECM 2 1 2 318
37 1 none TVECM 1 1 2 319
38 1 none TVECM 2 1 2 319
39 1 trend TVECM 1 1 2 318
40 1 trend TVECM 2 1 2 318
41 2 both TVECM 1 2 2 314
42 2 both TVECM 2 2 2 314
43 2 const TVECM 1 2 2 315
44 2 const TVECM 2 2 2 315
45 2 none TVECM 1 2 2 316
46 2 none TVECM 2 2 2 316
47 2 trend TVECM 1 2 2 315
48 2 trend TVECM 2 2 2 315
AIC et al
Code
as.data.frame(uni_stats)
Output
lag include model nthresh deviance AIC BIC logLik
1 1 both VAR NA 10.044863 -3918.837 -3888.616 1050.78416
2 1 const VAR NA 10.056006 -3922.400 -3899.734 1050.56567
3 1 none VAR NA 10.572927 -3907.237 -3892.126 1040.98396
4 1 trend VAR NA 10.200193 -3916.979 -3894.313 1047.85541
5 2 both VAR NA 7.949829 -3982.323 -3937.029 1089.36528
6 2 const VAR NA 7.952476 -3986.131 -3948.385 1089.26900
7 2 none VAR NA 8.095284 -3980.289 -3950.092 1084.34791
8 2 trend VAR NA 8.034911 -3981.552 -3943.806 1086.97953
9 1 both VECM NA 7.960313 -3983.832 -3942.312 -12.44047
10 1 const VECM NA 7.984527 -3983.729 -3949.758 -12.42773
11 1 none VECM NA 9.764497 -3919.627 -3893.205 -12.21623
12 1 trend VECM NA 8.181358 -3974.330 -3940.359 -12.39854
13 2 both VECM NA 7.937843 -3962.912 -3906.340 -12.43898
14 2 const VECM NA 7.956742 -3962.974 -3913.945 -12.42671
15 2 none VECM NA 9.344372 -3911.881 -3870.395 -12.25508
16 2 trend VECM NA 8.131732 -3954.238 -3905.209 -12.39950
17 1 both TVAR 1 8.161472 -3974.104 -3909.884 1087.41751
18 1 both TVAR 2 7.794644 -3974.970 -3876.751 1096.85081
19 1 const TVAR 1 8.348522 -3971.026 -3921.917 1081.87871
20 1 const TVAR 2 7.915594 -3976.778 -3901.225 1091.75449
21 1 none TVAR 1 9.029764 -3950.762 -3916.763 1067.74675
22 1 none TVAR 2 8.123147 -3975.972 -3923.085 1085.35180
23 1 trend TVAR 1 8.842832 -3954.841 -3905.732 1073.78631
24 1 trend TVAR 2 8.069110 -3974.302 -3898.749 1090.51655
25 2 both TVAR 1 7.045296 -3999.979 -3905.615 1111.19308
26 2 both TVAR 2 6.794512 -3995.990 -3852.557 1122.19836
27 2 const TVAR 1 7.278526 -3997.421 -3918.155 1105.91411
28 2 const TVAR 2 6.972166 -3995.703 -3874.917 1116.05490
29 2 none TVAR 1 7.512746 -3990.483 -3926.315 1098.44488
30 2 none TVAR 2 7.141784 -3990.169 -3892.031 1107.28805
31 2 trend TVAR 1 7.415455 -3992.260 -3912.995 1103.33370
32 2 trend TVAR 2 7.025195 -3994.773 -3873.988 1115.59023
33 1 both TVECM 1 7.298715 -4002.429 -3923.163 1108.41789
34 1 both TVECM 2 7.007150 -4001.215 -3880.429 1118.81102
35 1 const TVECM 1 7.411220 -4001.207 -3937.040 1103.80725
36 1 const TVECM 2 7.128824 -4000.627 -3902.489 1112.51714
37 1 none TVECM 1 8.235945 -3974.743 -3925.674 1086.57525
38 1 none TVECM 2 7.768609 -3980.323 -3904.831 1096.36484
39 1 trend TVECM 1 7.674577 -3986.448 -3922.280 1096.42744
40 1 trend TVECM 2 7.313595 -3985.205 -3887.067 1104.80603
41 2 both TVECM 1 7.026082 -3978.469 -3869.098 1107.27617
42 2 both TVECM 2 6.526916 -3987.609 -3821.666 1126.84620
43 2 const TVECM 1 7.174833 -3977.099 -3882.813 1102.59081
44 2 const TVECM 2 6.958434 -3977.753 -3834.438 1115.91804
45 2 none TVECM 1 8.129782 -3951.727 -3872.527 1085.90505
46 2 none TVECM 2 7.778024 -3957.032 -3836.346 1099.55728
47 2 trend TVECM 1 7.476702 -3962.656 -3868.370 1095.36946
48 2 trend TVECM 2 7.116788 -3965.483 -3822.168 1109.78272
More methods
Code
sapply(mods, function(x) dim(residuals(x, initVal = FALSE)))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] 323 323 323 323 322 322 322 322 322 322 322 322 321 321
[2,] 2 2 2 2 2 2 2 2 2 2 2 2 2 2
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] 321 321 323 323 323 323 323 323 323 323 322 322
[2,] 2 2 2 2 2 2 2 2 2 2 2 2
[,27] [,28] [,29] [,30] [,31] [,32] [,33] [,34] [,35] [,36] [,37] [,38]
[1,] 322 322 322 322 322 322 322 322 322 322 322 322
[2,] 2 2 2 2 2 2 2 2 2 2 2 2
[,39] [,40] [,41] [,42] [,43] [,44] [,45] [,46] [,47] [,48]
[1,] 322 322 321 321 321 321 321 321 321 321
[2,] 2 2 2 2 2 2 2 2 2 2
Code
sapply(mods, function(x) dim(residuals(x, initVal = TRUE)))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] 324 324 324 324 324 324 324 324 324 324 324 324 324 324
[2,] 2 2 2 2 2 2 2 2 2 2 2 2 2 2
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] 324 324 324 324 324 324 324 324 324 324 324 324
[2,] 2 2 2 2 2 2 2 2 2 2 2 2
[,27] [,28] [,29] [,30] [,31] [,32] [,33] [,34] [,35] [,36] [,37] [,38]
[1,] 324 324 324 324 324 324 324 324 324 324 324 324
[2,] 2 2 2 2 2 2 2 2 2 2 2 2
[,39] [,40] [,41] [,42] [,43] [,44] [,45] [,46] [,47] [,48]
[1,] 324 324 324 324 324 324 324 324 324 324
[2,] 2 2 2 2 2 2 2 2 2 2
Code
sapply(mods, function(x) head(residuals(x), 3))
Output
[,1] [,2] [,3] [,4] [,5]
[1,] -0.005308679 -0.0053528912 -0.0044470911 -4.875801e-03 -0.0002761132
[2,] -0.000562297 -0.0006130099 0.0003521491 -9.193893e-05 0.0021370882
[3,] 0.002334327 0.0022838251 0.0032484540 2.803963e-03 -0.0025009876
[4,] -0.112614651 -0.1140590044 -0.0817844594 -9.690370e-02 0.0176156297
[5,] -0.032854255 -0.0345109777 -0.0001214182 -1.578299e-02 -0.1018553909
[6,] -0.112606385 -0.1142562095 -0.0798855362 -9.556132e-02 -0.0766399682
[,6] [,7] [,8] [,9] [,10]
[1,] -0.0003212195 0.001032152 0.0003538675 -0.0001994337 0.0007452142
[2,] 0.0020802604 0.003316316 0.0027547418 0.0022212265 0.0031165244
[3,] -0.0025557374 -0.001209697 -0.0018476732 -0.0024170157 -0.0014856339
[4,] 0.0182193343 0.038581166 0.0307258957 0.0202515098 0.0268066443
[5,] -0.1010948050 -0.082498017 -0.0890016583 -0.0989631161 -0.0927504322
[6,] -0.0759071945 -0.055655648 -0.0630441145 -0.0737534121 -0.0672903334
[,11] [,12] [,13] [,14] [,15]
[1,] 0.0016321643 0.001168065 0.001814330 0.002760607 0.003482956
[2,] 0.0035287153 0.003389858 -0.002362168 -0.001434433 -0.000770474
[3,] -0.0006638402 -0.001084396 -0.004412278 -0.003414396 -0.002414532
[4,] 0.0817506885 0.044282550 -0.100555090 -0.094831405 -0.056686869
[5,] -0.0672163725 -0.078426778 -0.073791351 -0.068179817 -0.033118638
[6,] -0.0163825460 -0.050335303 -0.043677558 -0.037641732 0.015157327
[,16] [,17] [,18] [,19] [,20]
[1,] 0.003166844 -0.001424210 -0.001424210 -0.0057438958 -0.0052248731
[2,] -0.001050438 0.003062471 0.003062471 -0.0009687918 -0.0003114186
[3,] -0.002909126 0.005926812 0.005926812 0.0019341782 0.0025520947
[4,] -0.078928511 -0.059742392 -0.059742392 -0.0519551103 -0.0500568651
[5,] -0.052816895 0.024102528 0.024102528 0.0335939086 0.0327004754
[6,] -0.019642286 -0.055756275 -0.055756275 -0.0470502604 -0.0471562181
[,21] [,22] [,23] [,24] [,25]
[1,] -0.0053691455 -0.0054379213 -0.0051889773 -0.003561525 0.004102126
[2,] -0.0005612088 -0.0006552363 -0.0003794736 0.001247440 0.005617448
[3,] 0.0023383849 0.0022235012 0.0025183605 0.004103193 0.001805708
[4,] -0.1012870876 -0.0519933722 -0.0672088253 -0.045271423 0.031527658
[5,] -0.0200601424 0.0295753355 0.0143145229 0.036391430 -0.061917000
[6,] -0.1002598556 -0.0501429777 -0.0662180249 -0.043409223 -0.054753418
[,26] [,27] [,28] [,29] [,30]
[1,] 0.004102126 -0.0002059923 -0.0002059923 8.170417e-05 0.0006375665
[2,] 0.005617448 0.0017416863 0.0017416863 2.335062e-03 0.0022721680
[3,] 0.001805708 -0.0023652295 -0.0023652295 -2.031810e-03 -0.0019255622
[4,] 0.031527658 0.0512300076 0.0512300076 2.957823e-02 0.0343563228
[5,] -0.061917000 -0.0608379247 -0.0608379247 -9.251089e-02 -0.0620061819
[6,] -0.054753418 -0.0420762634 -0.0420762634 -6.498183e-02 -0.0536045705
[,31] [,32] [,33] [,34] [,35]
[1,] -4.617848e-05 -0.0003474697 -0.0018647997 0.002666191 -0.0004805491
[2,] 2.195463e-03 0.0016847810 0.0002490016 0.005208250 0.0014165758
[3,] -2.158039e-03 -0.0025396333 -0.0038113147 0.000175325 -0.0027311159
[4,] 5.398867e-02 0.0629246852 0.0429958251 0.080479236 0.0365552931
[5,] -6.586403e-02 -0.0618868869 -0.0877304605 -0.042313378 -0.0938493139
[6,] -4.088708e-02 -0.0346586317 -0.0487259889 -0.001118014 -0.0550318552
[,36] [,37] [,38] [,39] [,40]
[1,] 0.0005356284 1.384438e-05 -5.954496e-05 0.0001118291 -0.001076092
[2,] 0.0026890999 2.033583e-03 1.981847e-03 0.0023472748 0.001370979
[3,] -0.0012766080 -2.273531e-03 -2.353100e-03 -0.0018613160 -0.002679665
[4,] 0.0529823134 2.386660e-02 2.242882e-02 0.0547875865 0.062880401
[5,] -0.0782618171 -1.141770e-01 -1.151906e-01 -0.0722191478 -0.070838222
[6,] -0.0316654940 -6.348857e-02 -6.504743e-02 -0.0350355286 -0.023128661
[,41] [,42] [,43] [,44] [,45]
[1,] 0.0004232282 0.0023172126 0.0006064402 0.0021432667 4.087696e-05
[2,] -0.0015282666 -0.0002227808 -0.0013067853 -0.0004197752 -2.526233e-03
[3,] -0.0037580293 -0.0025569680 -0.0035697717 -0.0027031857 -4.964813e-03
[4,] -0.0317054075 -0.0284696452 -0.0376532966 -0.0436251449 -1.012334e-01
[5,] -0.0355441350 -0.0295319264 -0.0427344185 -0.0466955940 -6.379911e-02
[6,] 0.0056861494 0.0070541105 -0.0004255431 -0.0056854926 -2.347663e-02
[,46] [,47] [,48]
[1,] 5.409569e-06 0.0001197018 0.0020260673
[2,] -2.174246e-03 -0.0018566902 -0.0005134883
[3,] -4.643001e-03 -0.0039856278 -0.0027786570
[4,] -9.824560e-02 -0.0304359439 -0.0250670208
[5,] -6.451122e-02 -0.0341705412 -0.0261344179
[6,] -2.180155e-02 0.0066380537 0.0096449964
Code
sapply(mods, function(x) head(residuals(x, initVal = TRUE), 3))
Output
[,1] [,2] [,3] [,4] [,5]
[1,] NA NA NA NA NA
[2,] -0.005308679 -0.0053528912 -0.0044470911 -4.875801e-03 NA
[3,] -0.000562297 -0.0006130099 0.0003521491 -9.193893e-05 -0.0002761132
[4,] NA NA NA NA NA
[5,] -0.112614651 -0.1140590044 -0.0817844594 -9.690370e-02 NA
[6,] -0.032854255 -0.0345109777 -0.0001214182 -1.578299e-02 0.0176156297
[,6] [,7] [,8] [,9] [,10]
[1,] NA NA NA NA NA
[2,] NA NA NA NA NA
[3,] -0.0003212195 0.001032152 0.0003538675 -0.0001994337 0.0007452142
[4,] NA NA NA NA NA
[5,] NA NA NA NA NA
[6,] 0.0182193343 0.038581166 0.0307258957 0.0202515098 0.0268066443
[,11] [,12] [,13] [,14] [,15] [,16] [,17] [,18]
[1,] NA NA NA NA NA NA NA NA
[2,] NA NA NA NA NA NA -0.001424210 -0.001424210
[3,] 0.001632164 0.001168065 NA NA NA NA 0.003062471 0.003062471
[4,] NA NA NA NA NA NA NA NA
[5,] NA NA NA NA NA NA -0.059742392 -0.059742392
[6,] 0.081750688 0.044282550 NA NA NA NA 0.024102528 0.024102528
[,19] [,20] [,21] [,22] [,23]
[1,] NA NA NA NA NA
[2,] -0.0057438958 -0.0052248731 -0.0053691455 -0.0054379213 -0.0051889773
[3,] -0.0009687918 -0.0003114186 -0.0005612088 -0.0006552363 -0.0003794736
[4,] NA NA NA NA NA
[5,] -0.0519551103 -0.0500568651 -0.1012870876 -0.0519933722 -0.0672088253
[6,] 0.0335939086 0.0327004754 -0.0200601424 0.0295753355 0.0143145229
[,24] [,25] [,26] [,27] [,28]
[1,] NA NA NA NA NA
[2,] -0.003561525 NA NA NA NA
[3,] 0.001247440 0.004102126 0.004102126 -0.0002059923 -0.0002059923
[4,] NA NA NA NA NA
[5,] -0.045271423 NA NA NA NA
[6,] 0.036391430 0.031527658 0.031527658 0.0512300076 0.0512300076
[,29] [,30] [,31] [,32] [,33]
[1,] NA NA NA NA NA
[2,] NA NA NA NA NA
[3,] 8.170417e-05 0.0006375665 -4.617848e-05 -0.0003474697 -0.00186480
[4,] NA NA NA NA NA
[5,] NA NA NA NA NA
[6,] 2.957823e-02 0.0343563228 5.398867e-02 0.0629246852 0.04299583
[,34] [,35] [,36] [,37] [,38]
[1,] NA NA NA NA NA
[2,] NA NA NA NA NA
[3,] 0.002666191 -0.0004805491 0.0005356284 1.384438e-05 -5.954496e-05
[4,] NA NA NA NA NA
[5,] NA NA NA NA NA
[6,] 0.080479236 0.0365552931 0.0529823134 2.386660e-02 2.242882e-02
[,39] [,40] [,41] [,42] [,43] [,44] [,45] [,46] [,47] [,48]
[1,] NA NA NA NA NA NA NA NA NA NA
[2,] NA NA NA NA NA NA NA NA NA NA
[3,] 0.0001118291 -0.001076092 NA NA NA NA NA NA NA NA
[4,] NA NA NA NA NA NA NA NA NA NA
[5,] NA NA NA NA NA NA NA NA NA NA
[6,] 0.0547875865 0.062880401 NA NA NA NA NA NA NA NA
Code
sapply(mods, function(x) tail(residuals(x), 3))
Output
[,1] [,2] [,3] [,4] [,5]
[1,] 0.0000438739 -0.0002672998 -0.001430829 0.0004183927 0.004408037
[2,] -0.0106570524 -0.0109737178 -0.012133437 -0.0102672949 -0.010300829
[3,] 0.0042229912 0.0038897905 0.002869918 0.0047041355 0.005821738
[4,] 0.0038329653 -0.0063326719 -0.047790370 0.0174258190 -0.142307519
[5,] -0.1258433297 -0.1361883725 -0.177510303 -0.1116973985 -0.135430154
[6,] -0.1967164630 -0.2076016940 -0.243940747 -0.1792537242 -0.140241858
[,6] [,7] [,8] [,9] [,10]
[1,] 0.004002238 0.001911235 0.004720864 0.004635935 0.002210391
[2,] -0.010676874 -0.012076582 -0.009809016 -0.010080144 -0.012103246
[3,] 0.005446472 0.004390315 0.006440390 0.006049157 0.004200300
[4,] -0.136876284 -0.168335980 -0.135797413 -0.134473459 -0.151304887
[5,] -0.130397150 -0.151456121 -0.125195241 -0.127844025 -0.141882807
[6,] -0.135219285 -0.151109458 -0.127367349 -0.132424257 -0.145253914
[,11] [,12] [,13] [,14] [,15]
[1,] 0.001761170 0.001668408 0.004448133 0.002105365 0.002063668
[2,] -0.010954132 -0.012102074 -0.009489065 -0.011935364 -0.011837849
[3,] 0.006152866 0.004469782 0.006226286 0.004324666 0.006005050
[4,] -0.179132795 -0.186621759 -0.131767469 -0.145938021 -0.148139879
[5,] -0.070698483 -0.163375366 -0.143500593 -0.158297368 -0.153147969
[6,] -0.024298031 -0.160178596 -0.133286039 -0.144788246 -0.056053417
[,16] [,17] [,18] [,19] [,20]
[1,] 0.001663540 0.0007586967 -0.0018483821 -9.425697e-05 -9.425697e-05
[2,] -0.012351173 -0.0099150435 -0.0127873328 -1.080785e-02 -1.080785e-02
[3,] 0.004519487 0.0051129851 -0.0001734336 3.864951e-03 3.864951e-03
[4,] -0.176292885 0.0257029014 -0.0056338404 1.298343e-02 1.298343e-02
[5,] -0.189265482 -0.1053083511 -0.1365073302 -1.170383e-01 -1.170383e-01
[6,] -0.160577611 -0.1881816356 -0.2028752259 -1.895493e-01 -1.895493e-01
[,21] [,22] [,23] [,24] [,25]
[1,] -0.002062814 -0.002062814 0.001081961 0.001081961 0.004930888
[2,] -0.012778583 -0.012778583 -0.009595217 -0.009595217 -0.009619263
[3,] 0.002163017 0.002163017 0.005239294 0.005239294 0.006446378
[4,] -0.017078256 -0.017078256 0.003692584 0.003692584 -0.083978311
[5,] -0.147133175 -0.147133175 -0.126107445 -0.126107445 -0.118634088
[6,] -0.215539373 -0.215539373 -0.195220957 -0.195220957 -0.139960013
[,26] [,27] [,28] [,29] [,30]
[1,] 0.007958548 0.006733075 9.232744e-03 0.003069195 0.003310677
[2,] -0.012341188 -0.010151020 -1.101619e-02 -0.012701341 -0.012709521
[3,] -0.001934612 0.004933680 -8.505483e-05 0.003079866 0.002929368
[4,] -0.079977878 -0.079994680 -6.997441e-02 -0.101192255 -0.104105640
[5,] -0.143694020 -0.120277812 -1.332917e-01 -0.138633038 -0.138302578
[6,] -0.154826151 -0.145053874 -1.403056e-01 -0.161405995 -0.159174350
[,31] [,32] [,33] [,34] [,35]
[1,] 0.007200325 0.0093251297 0.004720619 0.004720619 0.0012557049
[2,] -0.009366025 -0.0109431121 -0.012754825 -0.012754825 -0.0149060797
[3,] 0.005824471 0.0002960907 0.001909557 0.001909557 -0.0003260228
[4,] -0.090637183 -0.0742255268 0.012645928 0.012645928 -0.0467923780
[5,] -0.130111278 -0.1378090983 -0.068035697 -0.068035697 -0.1145342558
[6,] -0.154393508 -0.1454364519 -0.111601265 -0.111601265 -0.1486770065
[,36] [,37] [,38] [,39] [,40]
[1,] 0.0012557049 3.222807e-03 0.00489317 0.006737791 0.006326841
[2,] -0.0149060797 -1.412074e-02 -0.01441868 -0.011860549 -0.012197368
[3,] -0.0003260228 7.483059e-06 -0.00025493 0.003592208 0.001505638
[4,] -0.0467923780 -1.199745e-01 -0.02753768 -0.013840469 -0.003389256
[5,] -0.1145342558 -1.643901e-01 -0.11858171 -0.135057082 -0.102111120
[6,] -0.1486770065 -1.875231e-01 -0.13791887 -0.182140168 -0.127815820
[,41] [,42] [,43] [,44] [,45]
[1,] 0.005074408 0.006004894 0.002423600 0.0016221496 0.003170901
[2,] -0.008998245 -0.009858670 -0.011719170 -0.0159526623 -0.014469657
[3,] 0.006110133 0.004848736 0.004143152 -0.0004264964 0.000512633
[4,] -0.074738870 -0.076982358 -0.121391818 -0.0432468242 -0.119770936
[5,] -0.088122464 -0.115138703 -0.136009434 -0.0886935978 -0.151409247
[6,] -0.141934394 -0.163337681 -0.176552322 -0.1499705620 -0.197728345
[,46] [,47] [,48]
[1,] 0.004289740 0.001890719 0.002797694
[2,] -0.016653157 -0.012215001 -0.013164409
[3,] 0.002182878 0.004289260 0.003071763
[4,] -0.027440621 -0.171159229 -0.158054074
[5,] -0.082521807 -0.185544263 -0.198701324
[6,] -0.195612179 -0.197080887 -0.208256076
Code
sapply(mods, function(x) head(fitted(x), 3))
Output
[,1] [,2] [,3] [,4] [,5] [,6]
[1,] 1.0009087 1.0009529 1.0000471 1.0004758 0.9969761 0.9970212
[2,] 0.9972623 0.9973130 0.9963479 0.9967919 0.9985629 0.9986197
[3,] 0.9983657 0.9984162 0.9974515 0.9978960 1.0033010 1.0033557
[4,] 28.2826147 28.2840590 28.2517845 28.2669037 28.4223844 28.4217807
[5,] 28.4728543 28.4745110 28.4401214 28.4557830 28.7318554 28.7310948
[6,] 28.7426064 28.7442562 28.7098855 28.7255613 28.8866400 28.8859072
[,7] [,8] [,9] [,10] [,11] [,12]
[1,] 0.9956678 0.9963461 0.001299434 0.0003547858 -0.0005321643 -6.806549e-05
[2,] 0.9973837 0.9979453 0.001778774 0.0008834756 0.0004712847 6.101423e-04
[3,] 1.0020097 1.0026477 0.002517016 0.0015856339 0.0007638402 1.184396e-03
[4,] 28.4014188 28.4092741 0.249748490 0.2431933557 0.1882493115 2.257175e-01
[5,] 28.7124980 28.7190017 0.288963116 0.2827504322 0.2572163725 2.684268e-01
[6,] 28.8656556 28.8730441 0.253753412 0.2472903334 0.1963825460 2.303353e-01
[,13] [,14] [,15] [,16] [,17] [,18]
[1,] 0.002185670 0.001239393 5.170443e-04 0.0008331564 0.9970242 0.9970242
[2,] 0.002462168 0.001534433 8.704740e-04 0.0011504379 0.9936375 0.9936375
[3,] 0.002012278 0.001014396 1.453227e-05 0.0005091261 0.9947732 0.9947732
[4,] 0.290555090 0.284831405 2.466869e-01 0.2689285113 28.2297424 28.2297424
[5,] 0.253791351 0.248179817 2.131186e-01 0.2328168951 28.4158975 28.4158975
[6,] 0.243677558 0.237641732 1.848427e-01 0.2196422856 28.6857563 28.6857563
[,19] [,20] [,21] [,22] [,23] [,24]
[1,] 1.0013439 1.0008249 1.0009691 1.0010379 1.0007890 0.9991615
[2,] 0.9976688 0.9970114 0.9972612 0.9973552 0.9970795 0.9954526
[3,] 0.9987658 0.9981479 0.9983616 0.9984765 0.9981816 0.9965968
[4,] 28.2219551 28.2200569 28.2712871 28.2219934 28.2372088 28.2152714
[5,] 28.4064061 28.4072995 28.4600601 28.4104247 28.4256855 28.4036086
[6,] 28.6770503 28.6771562 28.7302599 28.6801430 28.6962180 28.6734092
[,25] [,26] [,27] [,28] [,29] [,30]
[1,] 0.9925979 0.9925979 0.9969060 0.9969060 0.9966183 0.9960624
[2,] 0.9950826 0.9950826 0.9989583 0.9989583 0.9983649 0.9984278
[3,] 0.9989943 0.9989943 1.0031652 1.0031652 1.0028318 1.0027256
[4,] 28.4084723 28.4084723 28.3887700 28.3887700 28.4104218 28.4056437
[5,] 28.6919170 28.6919170 28.6908379 28.6908379 28.7225109 28.6920062
[6,] 28.8647534 28.8647534 28.8520763 28.8520763 28.8749818 28.8636046
[,31] [,32] [,33] [,34] [,35] [,36]
[1,] 0.9967462 0.9970475 0.002964800 -1.566191e-03 0.001580549 0.0005643716
[2,] 0.9985045 0.9990152 0.003750998 -1.208250e-03 0.002583424 0.0013109001
[3,] 1.0029580 1.0033396 0.003911315 -7.532505e-05 0.002831116 0.0013766080
[4,] 28.3860113 28.3770753 0.227004175 1.895208e-01 0.233444707 0.2170176866
[5,] 28.6958640 28.6918869 0.277730460 2.323134e-01 0.283849314 0.2682618171
[6,] 28.8508871 28.8446586 0.228725989 1.811180e-01 0.235031855 0.2116654940
[,37] [,38] [,39] [,40] [,41] [,42]
[1,] 0.001086156 0.001159545 0.0009881709 0.002176092 0.003576772 0.0016827874
[2,] 0.001966417 0.002018153 0.0016527252 0.002629021 0.001628267 0.0003227808
[3,] 0.002373531 0.002453100 0.0019613160 0.002779665 0.001358029 0.0001569680
[4,] 0.246133404 0.247571177 0.2152124135 0.207119599 0.221705408 0.2184696452
[5,] 0.304177047 0.305190615 0.2622191478 0.260838222 0.215544135 0.2095319264
[6,] 0.243488573 0.245047428 0.2150355286 0.203128661 0.194313851 0.1929458895
[,43] [,44] [,45] [,46] [,47] [,48]
[1,] 0.003393560 0.0018567333 0.003959123 0.003994590 0.003880298 0.0019739327
[2,] 0.001406785 0.0005197752 0.002626233 0.002274246 0.001956690 0.0006134883
[3,] 0.001169772 0.0003031857 0.002564813 0.002243001 0.001585628 0.0003786570
[4,] 0.227653297 0.2336251449 0.291233410 0.288245598 0.220435944 0.2150670208
[5,] 0.222734419 0.2266955940 0.243799106 0.244511219 0.214170541 0.2061344179
[6,] 0.200425543 0.2056854926 0.223476630 0.221801549 0.193361946 0.1903550036
Code
sapply(mods, function(x) tail(fitted(x), 3))
Output
[,1] [,2] [,3] [,4] [,5] [,6]
[1,] 1.477556 1.477867 1.479031 1.477182 1.473192 1.473598
[2,] 1.478057 1.478374 1.479533 1.477667 1.477701 1.478077
[3,] 1.467977 1.468310 1.469330 1.467496 1.466378 1.466754
[4,] 110.376167 110.386333 110.427790 110.362574 110.522308 110.516876
[5,] 110.575843 110.586188 110.627510 110.561697 110.585430 110.580397
[6,] 110.646716 110.657602 110.693941 110.629254 110.590242 110.585219
[,7] [,8] [,9] [,10] [,11]
[1,] 1.475689 1.472879 -0.0041359353 -0.0017103905 -0.001261170
[2,] 1.479477 1.477209 -0.0001198563 0.0019032456 0.000754132
[3,] 1.467810 1.465760 -0.0012491574 0.0005996997 -0.001352866
[4,] 110.548336 110.515797 0.3344734591 0.3513048875 0.379132795
[5,] 110.601456 110.575195 0.1978440251 0.2118828075 0.140698483
[6,] 110.601109 110.577367 0.1324242575 0.1452539143 0.024298031
[,12] [,13] [,14] [,15] [,16]
[1,] -0.001168408 -0.0039481332 -0.0016053652 -0.001563668 -0.0011635402
[2,] 0.001902074 -0.0007109355 0.0017353637 0.001637849 0.0021511734
[3,] 0.000330218 -0.0014262855 0.0004753343 -0.001205050 0.0002805132
[4,] 0.386621759 0.3317674689 0.3459380207 0.348139879 0.3762928845
[5,] 0.233375366 0.2135005935 0.2282973675 0.223147969 0.2592654816
[6,] 0.160178596 0.1332860394 0.1447882464 0.056053417 0.1605776114
[,17] [,18] [,19] [,20] [,21] [,22]
[1,] 1.476841 1.479448 1.477694 1.477694 1.479663 1.479663
[2,] 1.477315 1.480187 1.478208 1.478208 1.480179 1.480179
[3,] 1.467087 1.472373 1.468335 1.468335 1.470037 1.470037
[4,] 110.354297 110.385634 110.367017 110.367017 110.397078 110.397078
[5,] 110.555308 110.586507 110.567038 110.567038 110.597133 110.597133
[6,] 110.638182 110.652875 110.639549 110.639549 110.665539 110.665539
[,23] [,24] [,25] [,26] [,27] [,28]
[1,] 1.476518 1.476518 1.472669 1.469641 1.470867 1.468367
[2,] 1.476995 1.476995 1.477019 1.479741 1.477551 1.478416
[3,] 1.466961 1.466961 1.465754 1.474135 1.467266 1.472285
[4,] 110.376307 110.376307 110.463978 110.459978 110.459995 110.449974
[5,] 110.576107 110.576107 110.568634 110.593694 110.570278 110.583292
[6,] 110.645221 110.645221 110.589960 110.604826 110.595054 110.590306
[,29] [,30] [,31] [,32] [,33] [,34]
[1,] 1.474531 1.474289 1.470400 1.468275 -0.004220619 -0.004220619
[2,] 1.480101 1.480110 1.476766 1.478343 0.002554825 0.002554825
[3,] 1.469120 1.469271 1.466376 1.471904 0.002890443 0.002890443
[4,] 110.481192 110.484106 110.470637 110.454226 0.187354072 0.187354072
[5,] 110.588633 110.588303 110.580111 110.587809 0.138035697 0.138035697
[6,] 110.611406 110.609174 110.604394 110.595436 0.111601265 0.111601265
[,35] [,36] [,37] [,38] [,39]
[1,] -0.0007557049 -0.0007557049 -0.002722807 -0.004393170 -0.006237791
[2,] 0.0047060797 0.0047060797 0.003920743 0.004218684 0.001660549
[3,] 0.0051260228 0.0051260228 0.004792517 0.005054930 0.001207792
[4,] 0.2467923780 0.2467923780 0.319974470 0.227537683 0.213840469
[5,] 0.1845342558 0.1845342558 0.234390088 0.188581705 0.205057082
[6,] 0.1486770065 0.1486770065 0.187523106 0.137918871 0.182140168
[,40] [,41] [,42] [,43] [,44]
[1,] -0.005826841 -0.004574408 -5.504894e-03 -0.0019235999 -0.001122150
[2,] 0.001997368 -0.001201755 -3.413303e-04 0.0015191704 0.005752662
[3,] 0.003294362 -0.001310133 -4.873627e-05 0.0006568483 0.005226496
[4,] 0.203389256 0.274738870 2.769824e-01 0.3213918182 0.243246824
[5,] 0.172111120 0.158122464 1.851387e-01 0.2060094340 0.158693598
[6,] 0.127815820 0.141934394 1.633377e-01 0.1765523223 0.149970562
[,45] [,46] [,47] [,48]
[1,] -0.002670901 -0.003789740 -0.0013907190 -0.002297694
[2,] 0.004269657 0.006453157 0.0020150009 0.002964409
[3,] 0.004287367 0.002617122 0.0005107403 0.001728237
[4,] 0.319770936 0.227440621 0.3711592295 0.358054074
[5,] 0.221409247 0.152521807 0.2555442634 0.268701324
[6,] 0.197728345 0.195612179 0.1970808866 0.208256076
mod_refit_check
Code
suppressMessages(suppressWarnings(sapply(mods, tsDyn:::mod_refit_check)))
Output
[1] TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE
[16] TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE
[31] TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE
[46] TRUE TRUE TRUE
Linear models
Code
sapply(mods_Linear, function(x) round(confint(x), 3))
Output
[[1]]
2.5 % 97.5 %
dolcan:Intercept -0.014 0.035
dolcan:Trend 0.379 0.379
dolcan:dolcan-1 -0.018 0.018
dolcan:cpiUSA-1 -0.001 0.000
cpiUSA:Intercept 0.652 1.322
cpiUSA:Trend -0.142 -0.137
cpiUSA:dolcan-1 -0.239 0.239
cpiUSA:cpiUSA-1 0.993 1.011
[[2]]
2.5 % 97.5 %
dolcan:Intercept -0.003 0.029
dolcan:dolcan-1 0.438 0.473
dolcan:cpiUSA-1 0.987 0.987
cpiUSA:Intercept -0.361 0.079
cpiUSA:dolcan-1 -0.239 0.239
cpiUSA:cpiUSA-1 0.998 1.001
[[3]]
2.5 % 97.5 %
dolcan:dolcan-1 0.996 1.005
dolcan:cpiUSA-1 0.335 0.335
cpiUSA:dolcan-1 -0.066 0.066
cpiUSA:cpiUSA-1 0.997 0.999
[[4]]
2.5 % 97.5 %
dolcan:Trend 0.000 0.000
dolcan:dolcan-1 -0.016 0.011
dolcan:cpiUSA-1 0.991 0.992
cpiUSA:Trend 0.035 0.038
cpiUSA:dolcan-1 -0.183 0.183
cpiUSA:cpiUSA-1 1.002 1.016
[[5]]
2.5 % 97.5 %
dolcan:Intercept -0.011 0.038
dolcan:Trend 0.283 0.283
dolcan:dolcan-1 -0.109 0.109
dolcan:cpiUSA-1 -0.008 0.008
dolcan:dolcan-2 1.041 1.259
dolcan:cpiUSA-2 0.525 0.541
cpiUSA:Intercept -0.306 0.299
cpiUSA:Trend 1.455 1.460
cpiUSA:dolcan-1 -1.511 1.179
cpiUSA:cpiUSA-1 -0.704 -0.506
cpiUSA:dolcan-2 -1.340 1.348
cpiUSA:cpiUSA-2 -0.558 -0.360
[[6]]
2.5 % 97.5 %
dolcan:Intercept 0.000 0.033
dolcan:dolcan-1 0.137 0.355
dolcan:cpiUSA-1 1.143 1.159
dolcan:dolcan-2 0.421 0.638
dolcan:cpiUSA-2 -0.012 0.004
cpiUSA:Intercept 1.254 1.660
cpiUSA:dolcan-1 -1.510 1.177
cpiUSA:cpiUSA-1 -0.699 -0.502
cpiUSA:dolcan-2 -1.338 1.346
cpiUSA:cpiUSA-2 -0.556 -0.359
[[7]]
2.5 % 97.5 %
dolcan:dolcan-1 1.052 1.270
dolcan:cpiUSA-1 0.676 0.692
dolcan:dolcan-2 -0.111 0.107
dolcan:cpiUSA-2 1.476 1.491
cpiUSA:dolcan-1 -1.507 1.187
cpiUSA:cpiUSA-1 -0.604 -0.411
cpiUSA:dolcan-2 -1.348 1.352
cpiUSA:cpiUSA-2 -0.581 -0.388
[[8]]
2.5 % 97.5 %
dolcan:Trend 0.000 0.000
dolcan:dolcan-1 -0.110 0.108
dolcan:cpiUSA-1 1.146 1.161
dolcan:dolcan-2 0.489 0.707
dolcan:cpiUSA-2 -0.011 0.005
cpiUSA:Trend 1.468 1.471
cpiUSA:dolcan-1 -1.511 1.186
cpiUSA:cpiUSA-1 -0.637 -0.440
cpiUSA:dolcan-2 -1.344 1.351
cpiUSA:cpiUSA-2 -0.565 -0.367
[[9]]
2.5 % 97.5 %
dolcan:ECT -0.032 0.002
dolcan:Intercept -0.061 -0.040
dolcan:Trend 0.011 0.011
dolcan:dolcan-1 0.084 0.302
dolcan:cpiUSA-1 -0.008 0.008
cpiUSA:ECT -0.205 0.204
cpiUSA:Intercept 0.038 0.293
cpiUSA:Trend 0.587 0.588
cpiUSA:dolcan-1 -1.346 1.338
cpiUSA:cpiUSA-1 0.358 0.556
[[10]]
2.5 % 97.5 %
dolcan:ECT -0.006 0.004
dolcan:Intercept 0.044 0.049
dolcan:dolcan-1 -0.107 0.111
dolcan:cpiUSA-1 0.124 0.140
cpiUSA:ECT 0.099 0.220
cpiUSA:Intercept 0.515 0.576
cpiUSA:dolcan-1 -1.342 1.336
cpiUSA:cpiUSA-1 0.366 0.562
[[11]]
2.5 % 97.5 %
dolcan:ECT -0.006 0.004
dolcan:dolcan-1 -0.036 0.182
dolcan:cpiUSA-1 0.163 0.173
cpiUSA:ECT 1.010 1.144
cpiUSA:dolcan-1 -1.471 1.476
cpiUSA:cpiUSA-1 0.736 0.865
[[12]]
2.5 % 97.5 %
dolcan:ECT -0.005 0.007
dolcan:Trend 0.239 0.239
dolcan:dolcan-1 -0.109 0.109
dolcan:cpiUSA-1 -0.007 0.008
cpiUSA:ECT 0.087 0.235
cpiUSA:Trend 0.508 0.508
cpiUSA:dolcan-1 -1.359 1.356
cpiUSA:cpiUSA-1 0.410 0.600
[[13]]
2.5 % 97.5 %
dolcan:ECT -0.032 0.002
dolcan:Intercept -0.050 -0.029
dolcan:Trend 0.012 0.012
dolcan:dolcan-1 0.074 0.295
dolcan:cpiUSA-1 -0.009 0.009
dolcan:dolcan-2 -0.111 0.111
dolcan:cpiUSA-2 0.159 0.177
cpiUSA:ECT 0.485 0.899
cpiUSA:Intercept -0.134 0.129
cpiUSA:Trend 0.453 0.454
cpiUSA:dolcan-1 -1.386 1.342
cpiUSA:cpiUSA-1 -0.741 -0.519
cpiUSA:dolcan-2 -1.373 1.367
cpiUSA:cpiUSA-2 -0.100 0.122
[[14]]
2.5 % 97.5 %
dolcan:ECT -0.006 0.004
dolcan:Intercept 0.043 0.049
dolcan:dolcan-1 -0.108 0.113
dolcan:cpiUSA-1 0.121 0.139
dolcan:dolcan-2 0.053 0.274
dolcan:cpiUSA-2 0.657 0.675
cpiUSA:ECT -0.063 0.060
cpiUSA:Intercept 0.423 0.492
cpiUSA:dolcan-1 -1.393 1.332
cpiUSA:cpiUSA-1 -0.792 -0.570
cpiUSA:dolcan-2 -1.366 1.362
cpiUSA:cpiUSA-2 -0.095 0.127
[[15]]
2.5 % 97.5 %
dolcan:ECT -0.006 0.004
dolcan:dolcan-1 -0.050 0.172
dolcan:cpiUSA-1 0.164 0.180
dolcan:dolcan-2 1.018 1.240
dolcan:cpiUSA-2 -0.007 0.010
cpiUSA:ECT 0.572 0.705
cpiUSA:dolcan-1 -1.494 1.443
cpiUSA:cpiUSA-1 -0.517 -0.300
cpiUSA:dolcan-2 -1.473 1.476
cpiUSA:cpiUSA-2 0.094 0.309
[[16]]
2.5 % 97.5 %
dolcan:ECT -0.005 0.008
dolcan:Trend 0.230 0.230
dolcan:dolcan-1 -0.111 0.111
dolcan:cpiUSA-1 -0.008 0.009
dolcan:dolcan-2 0.054 0.277
dolcan:cpiUSA-2 0.646 0.664
cpiUSA:ECT -0.079 0.078
cpiUSA:Trend 0.484 0.484
cpiUSA:dolcan-1 -1.409 1.348
cpiUSA:cpiUSA-1 -0.872 -0.652
cpiUSA:dolcan-2 -1.382 1.380
cpiUSA:cpiUSA-2 -0.066 0.154
Code
map_dfr(mods_Linear, function(x) mutate(tidy(x), across(where(is.numeric),
~ round(., 3))))
Output
equation term estimate std.error statistic p.value
1 dolcan Intercept 0.010 0.012 0.838 0.403
2 dolcan Trend 0.000 0.000 -0.249 0.803
3 dolcan dolcan -1 0.987 0.009 110.837 0.000
4 dolcan cpiUSA -1 0.000 0.000 0.442 0.659
5 cpiUSA Intercept 0.379 0.170 2.226 0.027
6 cpiUSA Trend -0.001 0.001 -0.596 0.551
7 cpiUSA dolcan -1 -0.140 0.122 -1.147 0.252
8 cpiUSA cpiUSA -1 1.002 0.004 222.856 0.000
9 dolcan Intercept 0.013 0.008 1.559 0.120
10 dolcan dolcan -1 0.987 0.009 111.020 0.000
11 dolcan cpiUSA -1 0.000 0.000 1.252 0.212
12 cpiUSA Intercept 0.455 0.112 4.065 0.000
13 cpiUSA dolcan -1 -0.141 0.121 -1.162 0.246
14 cpiUSA cpiUSA -1 1.000 0.001 1421.261 0.000
15 dolcan dolcan -1 1.000 0.002 419.096 0.000
16 dolcan cpiUSA -1 0.000 0.000 0.307 0.759
17 cpiUSA dolcan -1 0.335 0.033 10.043 0.000
18 cpiUSA cpiUSA -1 0.998 0.001 1830.173 0.000
19 dolcan Trend 0.000 0.000 -1.336 0.183
20 dolcan dolcan -1 0.992 0.007 146.709 0.000
21 dolcan cpiUSA -1 0.000 0.000 1.368 0.172
22 cpiUSA Trend -0.003 0.001 -3.427 0.001
23 cpiUSA dolcan -1 0.037 0.093 0.393 0.694
24 cpiUSA cpiUSA -1 1.009 0.003 302.527 0.000
25 dolcan Intercept 0.014 0.012 1.092 0.275
26 dolcan Trend 0.000 0.000 -0.299 0.765
27 dolcan dolcan -1 1.150 0.055 20.756 0.000
28 dolcan cpiUSA -1 -0.004 0.004 -0.920 0.358
29 dolcan dolcan -2 -0.166 0.055 -2.999 0.003
30 dolcan cpiUSA -2 0.004 0.004 0.957 0.339
31 cpiUSA Intercept 0.283 0.154 1.843 0.066
32 cpiUSA Trend 0.000 0.001 0.325 0.746
33 cpiUSA dolcan -1 0.533 0.684 0.780 0.436
34 cpiUSA cpiUSA -1 1.458 0.050 29.055 0.000
35 cpiUSA dolcan -2 -0.605 0.683 -0.885 0.377
36 cpiUSA cpiUSA -2 -0.459 0.050 -9.106 0.000
37 dolcan Intercept 0.016 0.008 1.959 0.051
38 dolcan dolcan -1 1.151 0.055 20.794 0.000
39 dolcan cpiUSA -1 -0.004 0.004 -0.914 0.362
40 dolcan dolcan -2 -0.166 0.055 -3.009 0.003
41 dolcan cpiUSA -2 0.004 0.004 0.932 0.352
42 cpiUSA Intercept 0.246 0.103 2.388 0.018
43 cpiUSA dolcan -1 0.529 0.683 0.776 0.439
44 cpiUSA cpiUSA -1 1.457 0.050 29.098 0.000
45 cpiUSA dolcan -2 -0.601 0.682 -0.880 0.379
46 cpiUSA cpiUSA -2 -0.457 0.050 -9.136 0.000
47 dolcan dolcan -1 1.161 0.055 20.982 0.000
48 dolcan cpiUSA -1 -0.002 0.004 -0.490 0.625
49 dolcan dolcan -2 -0.160 0.055 -2.889 0.004
50 dolcan cpiUSA -2 0.002 0.004 0.493 0.622
51 cpiUSA dolcan -1 0.684 0.685 1.000 0.318
52 cpiUSA cpiUSA -1 1.484 0.049 30.161 0.000
53 cpiUSA dolcan -2 -0.507 0.686 -0.739 0.460
54 cpiUSA cpiUSA -2 -0.485 0.049 -9.877 0.000
55 dolcan Trend 0.000 0.000 -1.649 0.100
56 dolcan dolcan -1 1.153 0.055 20.833 0.000
57 dolcan cpiUSA -1 -0.003 0.004 -0.786 0.432
58 dolcan dolcan -2 -0.163 0.055 -2.944 0.003
59 dolcan cpiUSA -2 0.004 0.004 0.878 0.381
60 cpiUSA Trend -0.001 0.001 -1.543 0.124
61 cpiUSA dolcan -1 0.598 0.685 0.872 0.384
62 cpiUSA cpiUSA -1 1.469 0.050 29.426 0.000
63 cpiUSA dolcan -2 -0.538 0.685 -0.786 0.432
64 cpiUSA cpiUSA -2 -0.466 0.050 -9.234 0.000
65 dolcan ECT -0.015 0.008 -1.787 0.075
66 dolcan Intercept 0.011 0.005 2.088 0.038
67 dolcan Trend 0.000 0.000 -1.735 0.084
68 dolcan dolcan -1 0.166 0.055 2.996 0.003
69 dolcan cpiUSA -1 -0.004 0.004 -0.977 0.329
70 cpiUSA ECT -0.050 0.104 -0.484 0.629
71 cpiUSA Intercept 0.193 0.065 2.972 0.003
72 cpiUSA Trend 0.000 0.000 -0.975 0.330
73 cpiUSA dolcan -1 0.587 0.682 0.861 0.390
74 cpiUSA cpiUSA -1 0.457 0.050 9.091 0.000
75 dolcan ECT -0.001 0.003 -0.439 0.661
76 dolcan Intercept 0.002 0.001 1.678 0.094
77 dolcan dolcan -1 0.160 0.055 2.884 0.004
78 dolcan cpiUSA -1 -0.003 0.004 -0.743 0.458
79 cpiUSA ECT 0.047 0.031 1.503 0.134
80 cpiUSA Intercept 0.132 0.016 8.446 0.000
81 cpiUSA dolcan -1 0.545 0.681 0.801 0.424
82 cpiUSA cpiUSA -1 0.464 0.050 9.314 0.000
83 dolcan ECT -0.001 0.003 -0.269 0.788
84 dolcan dolcan -1 0.168 0.055 3.043 0.003
85 dolcan cpiUSA -1 0.002 0.002 1.000 0.318
86 cpiUSA ECT 0.073 0.034 2.149 0.032
87 cpiUSA dolcan -1 1.077 0.749 1.438 0.151
88 cpiUSA cpiUSA -1 0.800 0.033 24.314 0.000
89 dolcan ECT 0.001 0.003 0.453 0.651
90 dolcan Trend 0.000 0.000 1.212 0.227
91 dolcan dolcan -1 0.161 0.056 2.902 0.004
92 dolcan cpiUSA -1 -0.001 0.004 -0.317 0.752
93 cpiUSA ECT 0.239 0.038 6.342 0.000
94 cpiUSA Trend 0.001 0.000 7.869 0.000
95 cpiUSA dolcan -1 0.508 0.690 0.737 0.462
96 cpiUSA cpiUSA -1 0.505 0.048 10.495 0.000
97 dolcan ECT -0.015 0.009 -1.788 0.075
98 dolcan Intercept 0.012 0.005 2.140 0.033
99 dolcan Trend 0.000 0.000 -1.746 0.082
100 dolcan dolcan -1 0.168 0.056 2.987 0.003
101 dolcan cpiUSA -1 -0.003 0.005 -0.555 0.579
102 dolcan dolcan -2 -0.022 0.056 -0.389 0.697
103 dolcan cpiUSA -2 -0.003 0.005 -0.673 0.502
104 cpiUSA ECT -0.040 0.105 -0.379 0.705
105 cpiUSA Intercept 0.185 0.067 2.773 0.006
106 cpiUSA Trend 0.000 0.000 -0.856 0.393
107 cpiUSA dolcan -1 0.692 0.693 0.998 0.319
108 cpiUSA cpiUSA -1 0.454 0.057 8.031 0.000
109 cpiUSA dolcan -2 -0.630 0.696 -0.905 0.366
110 cpiUSA cpiUSA -2 0.011 0.057 0.194 0.846
111 dolcan ECT -0.001 0.003 -0.406 0.685
112 dolcan Intercept 0.002 0.001 1.731 0.084
113 dolcan dolcan -1 0.164 0.056 2.903 0.004
114 dolcan cpiUSA -1 -0.002 0.005 -0.413 0.680
115 dolcan dolcan -2 -0.030 0.056 -0.538 0.591
116 dolcan cpiUSA -2 -0.002 0.005 -0.501 0.616
117 cpiUSA ECT 0.046 0.031 1.476 0.141
118 cpiUSA Intercept 0.130 0.017 7.435 0.000
119 cpiUSA dolcan -1 0.666 0.692 0.961 0.337
120 cpiUSA cpiUSA -1 0.458 0.056 8.131 0.000
121 cpiUSA dolcan -2 -0.681 0.693 -0.982 0.327
122 cpiUSA cpiUSA -2 0.016 0.056 0.280 0.780
123 dolcan ECT -0.001 0.003 -0.296 0.768
124 dolcan dolcan -1 0.172 0.056 3.062 0.002
125 dolcan cpiUSA -1 0.002 0.004 0.369 0.712
126 dolcan dolcan -2 -0.025 0.057 -0.446 0.656
127 dolcan cpiUSA -2 0.001 0.004 0.297 0.767
128 cpiUSA ECT 0.061 0.034 1.803 0.072
129 cpiUSA dolcan -1 1.129 0.746 1.512 0.131
130 cpiUSA cpiUSA -1 0.638 0.055 11.614 0.000
131 cpiUSA dolcan -2 -0.409 0.749 -0.545 0.586
132 cpiUSA cpiUSA -2 0.202 0.055 3.689 0.000
133 dolcan ECT 0.002 0.003 0.513 0.608
134 dolcan Trend 0.000 0.000 1.211 0.227
135 dolcan dolcan -1 0.166 0.057 2.930 0.004
136 dolcan cpiUSA -1 -0.001 0.005 -0.148 0.883
137 dolcan dolcan -2 -0.030 0.057 -0.534 0.594
138 dolcan cpiUSA -2 -0.001 0.005 -0.225 0.822
139 cpiUSA ECT 0.230 0.040 5.757 0.000
140 cpiUSA Trend 0.001 0.000 6.875 0.000
141 cpiUSA dolcan -1 0.655 0.701 0.935 0.350
142 cpiUSA cpiUSA -1 0.484 0.056 8.631 0.000
143 cpiUSA dolcan -2 -0.762 0.702 -1.086 0.278
144 cpiUSA cpiUSA -2 0.044 0.056 0.788 0.431
Non linear functions
Code
sapply(mods_nonLIn, function(x) head(regime(x), 3))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] NA NA NA NA NA NA NA NA NA NA NA NA NA NA
[2,] 1 1 1 1 1 1 1 1 NA NA NA NA NA NA
[3,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] NA NA NA NA NA NA NA NA NA NA NA NA
[2,] NA NA NA NA NA NA NA NA NA NA NA NA
[3,] 1 1 2 3 2 3 2 3 2 3 NA NA
[,27] [,28] [,29] [,30] [,31] [,32]
[1,] NA NA NA NA NA NA
[2,] NA NA NA NA NA NA
[3,] NA NA NA NA NA NA
Code
sapply(mods_nonLIn, function(x) tail(regime(x), 3))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3
[2,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3
[3,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] 2 3 1 1 1 1 1 1 1 1 1 1
[2,] 2 3 1 1 1 1 1 1 1 1 1 1
[3,] 2 3 1 1 1 1 1 1 1 1 1 1
[,27] [,28] [,29] [,30] [,31] [,32]
[1,] 1 1 1 1 1 1
[2,] 1 1 1 1 1 1
[3,] 1 1 1 1 1 1
Code
sapply(mods_nonLIn, function(x) head(regime(x, initVal = FALSE), 3))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[2,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[3,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] 1 1 2 3 2 3 2 3 2 3 2 3
[2,] 1 1 2 3 2 3 2 3 2 3 2 3
[3,] 1 1 2 3 2 3 2 3 2 3 2 3
[,27] [,28] [,29] [,30] [,31] [,32]
[1,] 2 3 2 3 2 3
[2,] 2 3 2 3 2 3
[3,] 2 3 2 3 2 3
Code
sapply(mods_nonLIn, function(x) tail(regime(x, initVal = FALSE), 3))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3
[2,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3
[3,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] 2 3 1 1 1 1 1 1 1 1 1 1
[2,] 2 3 1 1 1 1 1 1 1 1 1 1
[3,] 2 3 1 1 1 1 1 1 1 1 1 1
[,27] [,28] [,29] [,30] [,31] [,32]
[1,] 1 1 1 1 1 1
[2,] 1 1 1 1 1 1
[3,] 1 1 1 1 1 1
Code
sapply(mods_nonLIn, function(x) head(regime(x, time = FALSE), 3))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] NA NA NA NA NA NA NA NA NA NA NA NA NA NA
[2,] 1 1 1 1 1 1 1 1 NA NA NA NA NA NA
[3,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] NA NA NA NA NA NA NA NA NA NA NA NA
[2,] NA NA NA NA NA NA NA NA NA NA NA NA
[3,] 1 1 2 3 2 3 2 3 2 3 NA NA
[,27] [,28] [,29] [,30] [,31] [,32]
[1,] NA NA NA NA NA NA
[2,] NA NA NA NA NA NA
[3,] NA NA NA NA NA NA
Code
sapply(mods_nonLIn, function(x) head(regime(x, time = FALSE, initVal = FALSE),
3))
Output
[,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14]
[1,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[2,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[3,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1
[,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26]
[1,] 1 1 2 3 2 3 2 3 2 3 2 3
[2,] 1 1 2 3 2 3 2 3 2 3 2 3
[3,] 1 1 2 3 2 3 2 3 2 3 2 3
[,27] [,28] [,29] [,30] [,31] [,32]
[1,] 2 3 2 3 2 3
[2,] 2 3 2 3 2 3
[3,] 2 3 2 3 2 3
toLatex
Code
sapply(mods, toLatex)
Output
[[1]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0104 \\ 0.3790
\end{smatrix}+\begin{smatrix} %trend
-2.2\text{e-05} \\ -0.0007
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9871 & 0.0001 \\
-0.1395 & 1.0023
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[2]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0128 \\ 0.4554
\end{smatrix}
+\begin{smatrix} %Lag1
0.9871 & 6.4\text{e-05} \\
-0.1411 & 0.9996
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[3]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %Lag1
1.0004 & 1.2\text{e-05} \\
0.3346 & 0.9978
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[4]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %trend
-7.7\text{e-05} \\ -0.0027
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9920 & 0.0003 \\
0.0365 & 1.0090
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[5]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0136 \\ 0.2832
\end{smatrix}+\begin{smatrix} %trend
-2.6\text{e-05} \\ 0.0003
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1504 & -0.0037 \\
0.5332 & 1.4575
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1661 & 0.0039 \\
-0.6049 & -0.4591
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[6]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0164 \\ 0.2463
\end{smatrix}
+\begin{smatrix} %Lag1
1.1507 & -0.0037 \\
0.5294 & 1.4571
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1664 & 0.0038 \\
-0.6006 & -0.4574
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[7]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %Lag1
1.1610 & -0.0019 \\
0.6843 & 1.4836
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1602 & 0.0020 \\
-0.5073 & -0.4848
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[8]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %trend
-9.6\text{e-05} \\ -0.0011
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1535 & -0.0032 \\
0.5978 & 1.4694
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1629 & 0.0036 \\
-0.5384 & -0.4660
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[9]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0151 \\ -0.0503
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0110 \\ 0.1931
\end{smatrix}+\begin{smatrix} %trend
-4.5\text{e-05} \\ -0.0003
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1656 & -0.0040 \\
0.5872 & 0.4569
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[10]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0011 \\ 0.0466
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0021 \\ 0.1316
\end{smatrix}
+\begin{smatrix} %Lag1
0.1595 & -0.0030 \\
0.5453 & 0.4636
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[11]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0007 \\ 0.0732
\end{smatrix}ECT_{-1}
+\begin{smatrix} %Lag1
0.1681 & 0.0024 \\
1.0771 & 0.8004
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[12]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
0.0014 \\ 0.2386
\end{smatrix}ECT_{-1}
\begin{smatrix} %trend
7.6\text{e-06} \\ 0.0006
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1611 & -0.0012 \\
0.5082 & 0.5052
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[13]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0152 \\ -0.0398
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0116 \\ 0.1849
\end{smatrix}+\begin{smatrix} %trend
-4.6\text{e-05} \\ -0.0003
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1679 & -0.0025 \\
0.6918 & 0.4539
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0220 & -0.0031 \\
-0.6301 & 0.0110
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[14]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0010 \\ 0.0461
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0025 \\ 0.1298
\end{smatrix}
+\begin{smatrix} %Lag1
0.1635 & -0.0019 \\
0.6656 & 0.4578
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0303 & -0.0023 \\
-0.6808 & 0.0158
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[15]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0008 \\ 0.0609
\end{smatrix}ECT_{-1}
+\begin{smatrix} %Lag1
0.1723 & 0.0015 \\
1.1289 & 0.6385
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0252 & 0.0012 \\
-0.4086 & 0.2017
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[16]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
0.0017 \\ 0.2304
\end{smatrix}ECT_{-1}
\begin{smatrix} %trend
8.4\text{e-06} \\ 0.0006
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1656 & -0.0007 \\
0.6551 & 0.4838
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0302 & -0.0010 \\
-0.7619 & 0.0441
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[17]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0821 \\ -0.5559
\end{smatrix}+\begin{smatrix} %trend
0.0007 \\ -0.0018
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9823 & -0.0024 \\
0.7181 & 1.0032
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
-0.0135 \\ 2.2021
\end{smatrix}+\begin{smatrix} %trend
-0.0002 \\ 0.0073
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9915 & 0.0007 \\
-0.7468 & 0.9702
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.1439 \\
\end{array}
\right.
\end{equation}
[[18]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0821 \\ -0.5559
\end{smatrix}+\begin{smatrix} %trend
0.0007 \\ -0.0018
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9823 & -0.0024 \\
0.7181 & 1.0032
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
-0.0213 \\ 2.0413
\end{smatrix}+\begin{smatrix} %trend
-0.0002 \\ 0.0064
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9952 & 0.0008 \\
-0.6686 & 0.9732
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.3893 \\
\begin{smatrix} %const
0.3579 \\ -1.2736
\end{smatrix}+\begin{smatrix} %trend
0.0014 \\ -0.0035
\end{smatrix}t
+\begin{smatrix} %Lag1
0.8674 & -0.0056 \\
0.1600 & 1.0215
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[19]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0077 \\ -1.0125
\end{smatrix}
+\begin{smatrix} %Lag1
0.9940 & 1.4\text{e-05} \\
1.3416 & 0.9969
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %const
0.0305 \\ 0.4650
\end{smatrix}
+\begin{smatrix} %Lag1
0.9689 & 0.0001 \\
-0.2413 & 1.0007
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[20]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
-0.0298 \\ -0.2707
\end{smatrix}
+\begin{smatrix} %Lag1
1.0311 & 8.4\text{e-06} \\
0.5938 & 0.9971
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
0.0672 \\ 1.9185
\end{smatrix}
+\begin{smatrix} %Lag1
0.9434 & 1.1\text{e-05} \\
-1.0550 & 0.9957
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
\begin{smatrix} %const
0.0305 \\ 0.4650
\end{smatrix}
+\begin{smatrix} %Lag1
0.9689 & 0.0001 \\
-0.2413 & 1.0007
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[21]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
1.0018 & -6\text{e-06} \\
0.3056 & 0.9995
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
+\begin{smatrix} %Lag1
0.9949 & 9.2\text{e-05} \\
0.1555 & 0.9999
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[22]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
0.9995 & 8.1\text{e-05} \\
0.3063 & 0.9977
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
+\begin{smatrix} %Lag1
0.9998 & 1.9\text{e-05} \\
0.5560 & 0.9960
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
+\begin{smatrix} %Lag1
0.9949 & 9.2\text{e-05} \\
0.1555 & 0.9999
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[23]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
2.1\text{e-05} \\ 0.0039
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.0038 & -8.5\text{e-05} \\
0.6855 & 0.9846
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %trend
-0.0002 \\ -0.0014
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9703 & 0.0010 \\
-0.0072 & 1.0059
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[24]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
0.0003 \\ 0.0010
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.0280 & -0.0010 \\
0.4086 & 0.9938
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %trend
-0.0002 \\ 0.0017
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9847 & 0.0007 \\
0.7017 & 0.9899
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
\begin{smatrix} %trend
-0.0002 \\ -0.0014
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9703 & 0.0010 \\
-0.0072 & 1.0059
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[25]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0923 \\ -0.3846
\end{smatrix}+\begin{smatrix} %trend
0.0007 \\ -0.0006
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1164 & 0.0057 \\
-0.0579 & 1.2098
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1477 & -0.0081 \\
0.6665 & -0.2107
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
0.0006 \\ 1.6399
\end{smatrix}+\begin{smatrix} %trend
-0.0001 \\ 0.0060
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1410 & -0.0035 \\
0.5722 & 1.3343
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1549 & 0.0040 \\
-1.1085 & -0.3583
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.1439 \\
\end{array}
\right.
\end{equation}
[[26]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0923 \\ -0.3846
\end{smatrix}+\begin{smatrix} %trend
0.0007 \\ -0.0006
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1164 & 0.0057 \\
-0.0579 & 1.2098
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1477 & -0.0081 \\
0.6665 & -0.2107
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
-0.0154 \\ 1.5002
\end{smatrix}+\begin{smatrix} %trend
-0.0002 \\ 0.0054
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1806 & 0.0010 \\
0.5086 & 1.3202
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1865 & -0.0003 \\
-0.9522 & -0.3425
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.3893 \\
\begin{smatrix} %const
0.3044 \\ 1.2815
\end{smatrix}+\begin{smatrix} %trend
0.0012 \\ 0.0092
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9527 & -0.0297 \\
2.0105 & 1.3074
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0770 & 0.0253 \\
-2.3912 & -0.3393
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[27]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0140 \\ -0.6473
\end{smatrix}
+\begin{smatrix} %Lag1
1.1438 & 0.0026 \\
0.8354 & 1.3948
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1574 & -0.0025 \\
0.0150 & -0.3968
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %const
0.0402 \\ 0.2830
\end{smatrix}
+\begin{smatrix} %Lag1
1.1335 & -0.0102 \\
0.4492 & 1.3110
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1713 & 0.0104 \\
-0.5822 & -0.3106
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[28]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0140 \\ -0.6473
\end{smatrix}
+\begin{smatrix} %Lag1
1.1438 & 0.0026 \\
0.8354 & 1.3948
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1574 & -0.0025 \\
0.0150 & -0.3968
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %const
0.0233 \\ -0.0503
\end{smatrix}
+\begin{smatrix} %Lag1
1.2136 & -0.0041 \\
0.5533 & 1.2690
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2374 & 0.0042 \\
-0.3583 & -0.2696
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.2252 < \text{Th} < 1.3893 \\
\begin{smatrix} %const
0.0580 \\ -0.6535
\end{smatrix}
+\begin{smatrix} %Lag1
0.9631 & -0.0279 \\
2.0919 & 1.3218
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0270 & 0.0283 \\
-1.9980 & -0.3159
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[29]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
1.1453 & -0.0006 \\
0.6625 & 1.4943
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1436 & 0.0005 \\
-0.5054 & -0.4946
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2263 \\
+\begin{smatrix} %Lag1
1.1609 & -0.0071 \\
0.5957 & 1.3145
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1656 & 0.0072 \\
-0.4870 & -0.3146
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2263 \\
\end{array}
\right.
\end{equation}
[[30]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
1.1964 & 0.0037 \\
-0.0369 & 1.2243
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1986 & -0.0036 \\
0.2958 & -0.2267
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
+\begin{smatrix} %Lag1
1.1265 & 0.0035 \\
0.9516 & 1.3785
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1289 & -0.0034 \\
-0.6091 & -0.3809
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
+\begin{smatrix} %Lag1
1.1589 & -0.0080 \\
0.6281 & 1.3264
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1628 & 0.0081 \\
-0.5220 & -0.3266
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[31]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
-1.6\text{e-05} \\ 0.0031
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1450 & -0.0004 \\
0.7035 & 1.4672
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1450 & 0.0005 \\
-0.2401 & -0.4792
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2263 \\
\begin{smatrix} %trend
-0.0002 \\ -0.0006
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1271 & -0.0092 \\
0.5092 & 1.3092
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1574 & 0.0102 \\
-0.4662 & -0.3068
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2263 \\
\end{array}
\right.
\end{equation}
[[32]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
-6.3\text{e-05} \\ 0.0030
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1558 & 0.0015 \\
1.0534 & 1.5076
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1604 & -0.0013 \\
-0.6132 & -0.5193
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2338 \\
\begin{smatrix} %trend
-0.0002 \\ 0.0012
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1844 & -0.0057 \\
0.3427 & 1.1578
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2111 & 0.0066 \\
-0.0438 & -0.1633
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.2338 < \text{Th} < 1.3893 \\
\begin{smatrix} %trend
-0.0002 \\ 0.0036
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9859 & -0.0276 \\
2.1499 & 1.3166
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0234 & 0.0286 \\
-2.1654 & -0.3255
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[33]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0517 \\ 0.7379
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0053 \\ 0.6239
\end{smatrix}+\begin{smatrix} %trend
-3.9\text{e-05} \\ -0.0011
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1675 & -0.0122 \\
-0.1020 & 0.1395
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
-0.0010 \\ 0.0155
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0036 \\ 0.1013
\end{smatrix}+\begin{smatrix} %trend
-3.3\text{e-05} \\ -3.6\text{e-05}
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1313 & 0.0023 \\
0.2371 & 0.6209
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1176 \\
\end{array}
\right.
\end{equation}
[[34]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0517 \\ 0.7379
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0053 \\ 0.6239
\end{smatrix}+\begin{smatrix} %trend
-3.9\text{e-05} \\ -0.0011
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1675 & -0.0122 \\
-0.1020 & 0.1395
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
-0.0023 \\ -0.3376
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0144 \\ 0.3660
\end{smatrix}+\begin{smatrix} %trend
-0.0001 \\ -0.0012
\end{smatrix}t
+\begin{smatrix} %Lag1
0.0850 & 0.0035 \\
1.1887 & 0.4816
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.1176 < \text{Th} < 0.3236 \\
\begin{smatrix} %ECT
-0.0290 \\ 0.3350
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0168 \\ -0.1220
\end{smatrix}+\begin{smatrix} %trend
3.6\text{e-06} \\ 0.0020
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1850 & -0.0078 \\
-1.5210 & 0.6142
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 0.3236 \\
\end{array}
\right.
\end{equation}
[[35]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0375 \\ 0.7085
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0069 \\ 0.4007
\end{smatrix}
+\begin{smatrix} %Lag1
0.1251 & -0.0102 \\
0.1907 & 0.1982
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
0.0061 \\ 0.0587
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0016 \\ 0.0858
\end{smatrix}
+\begin{smatrix} %Lag1
0.1644 & 0.0029 \\
0.2257 & 0.6190
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1176 \\
\end{array}
\right.
\end{equation}
[[36]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0375 \\ 0.7085
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0069 \\ 0.4007
\end{smatrix}
+\begin{smatrix} %Lag1
0.1251 & -0.0102 \\
0.1907 & 0.1982
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1205 \\
\begin{smatrix} %ECT
0.0415 \\ -0.3566
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0065 \\ 0.1845
\end{smatrix}
+\begin{smatrix} %Lag1
0.2581 & 0.0112 \\
0.4801 & 0.2797
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.1205 < \text{Th} < 0.1832 \\
\begin{smatrix} %ECT
-0.0007 \\ -0.0967
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0008 \\ 0.1360
\end{smatrix}
+\begin{smatrix} %Lag1
0.1052 & 0.0030 \\
-0.7273 & 0.6801
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 0.1832 \\
\end{array}
\right.
\end{equation}
[[37]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0220 \\ -0.5507
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1177 & -0.0145 \\
1.0162 & 0.3249
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
0.0028 \\ 0.1897
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1680 & 0.0010 \\
-0.2859 & 0.7504
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1176 \\
\end{array}
\right.
\end{equation}
[[38]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0252 \\ -0.4527
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1674 & -0.0180 \\
2.2624 & 0.2430
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.2599 \\
\begin{smatrix} %ECT
-0.0155 \\ -0.9222
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.0733 & -0.0093 \\
-0.5414 & 0.3017
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.2599 < \text{Th} < -0.1051 \\
\begin{smatrix} %ECT
0.0030 \\ 0.1947
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1689 & 0.0007 \\
-0.2687 & 0.7443
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1051 \\
\end{array}
\right.
\end{equation}
[[39]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0600 \\ -0.5717
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-4.7\text{e-05} \\ 4.0\text{e-06}
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.2434 & -0.0117 \\
1.4443 & 0.1073
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.2639 \\
\begin{smatrix} %ECT
0.0024 \\ 0.1882
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
9.1\text{e-08} \\ 0.0006
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1271 & 0.0008 \\
-0.1181 & 0.5950
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.2639 \\
\end{array}
\right.
\end{equation}
[[40]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0659 \\ -0.7485
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-4.9\text{e-05} \\ -0.0003
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1448 & -0.0165 \\
2.2377 & 0.2192
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.2796 \\
\begin{smatrix} %ECT
0.0025 \\ 0.0803
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-3.1\text{e-07} \\ 0.0008
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1908 & 0.0022 \\
-0.4850 & 0.3836
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.2796 < \text{Th} < 0.2373 \\
\begin{smatrix} %ECT
0.0043 \\ 0.1290
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-1.6\text{e-05} \\ 0.0008
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.0840 & 0.0010 \\
-0.6772 & 0.7079
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 0.2373 \\
\end{array}
\right.
\end{equation}
[[41]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0152 \\ -0.2511
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0111 \\ 0.3347
\end{smatrix}+\begin{smatrix} %trend
-4.8\text{e-05} \\ -0.0008
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1839 & -0.0045 \\
0.5328 & 0.3380
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0294 & -0.0020 \\
-1.2293 & -0.1620
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.2123 \\
\begin{smatrix} %ECT
-0.0128 \\ 0.1822
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0099 \\ -0.0415
\end{smatrix}+\begin{smatrix} %trend
-3.5\text{e-05} \\ 0.0011
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1255 & 0.0058 \\
-1.0680 & 0.4181
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1980 & -0.0106 \\
0.9412 & 0.3071
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2123 \\
\end{array}
\right.
\end{equation}
[[42]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0174 \\ -0.1891
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0112 \\ 0.2841
\end{smatrix}+\begin{smatrix} %trend
-4.9\text{e-05} \\ -0.0006
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1571 & -0.0103 \\
0.4259 & 0.2873
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0524 & 0.0012 \\
-1.1874 & -0.1195
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.1839 \\
\begin{smatrix} %ECT
-0.3473 \\ -6.1188
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0752 \\ 2.7091
\end{smatrix}+\begin{smatrix} %trend
-5.3\text{e-05} \\ -0.0090
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1603 & 0.0336 \\
-1.9196 & 0.4390
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.1327 & -0.0304 \\
-4.9985 & -0.2457
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } 0.1839 < \text{Th} < 0.2161 \\
\begin{smatrix} %ECT
-0.0119 \\ 0.3550
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0097 \\ -0.1138
\end{smatrix}+\begin{smatrix} %trend
2.2\text{e-05} \\ 0.0019
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1143 & -0.0028 \\
-1.3484 & 0.3682
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2251 & -0.0106 \\
0.4193 & 0.2529
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2161 \\
\end{array}
\right.
\end{equation}
[[43]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0027 \\ -0.0309
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0019 \\ 0.1737
\end{smatrix}
+\begin{smatrix} %Lag1
0.1822 & -0.0033 \\
0.5033 & 0.3591
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0229 & -0.0008 \\
-1.3438 & -0.1393
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.2123 \\
\begin{smatrix} %ECT
-0.0019 \\ -0.1715
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0041 \\ 0.1464
\end{smatrix}
+\begin{smatrix} %Lag1
0.1174 & 0.0054 \\
-0.8027 & 0.4307
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2105 & -0.0110 \\
1.3485 & 0.3192
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2123 \\
\end{array}
\right.
\end{equation}
[[44]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0462 \\ 0.9601
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0101 \\ 0.5190
\end{smatrix}
+\begin{smatrix} %Lag1
0.1582 & -0.0112 \\
-0.3723 & 0.2068
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0184 & 0.0035 \\
-1.6020 & -0.1615
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< -0.2136 \\
\begin{smatrix} %ECT
0.0204 \\ -0.1547
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0037 \\ 0.1421
\end{smatrix}
+\begin{smatrix} %Lag1
0.1867 & 0.0172 \\
1.4258 & 0.5895
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0198 & -0.0100 \\
-1.1805 & -0.1352
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } -0.2136 < \text{Th} < 0.2161 \\
\begin{smatrix} %ECT
-0.0176 \\ -0.1413
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0127 \\ 0.1422
\end{smatrix}
+\begin{smatrix} %Lag1
0.1203 & -0.0022 \\
-0.8278 & 0.4228
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2166 & -0.0101 \\
1.1683 & 0.2976
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2161 \\
\end{array}
\right.
\end{equation}
[[45]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0179 \\ -0.5653
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1392 & -0.0133 \\
0.6576 & 0.3145
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0022 & 0.0014 \\
-0.6239 & -0.0880
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< -0.1898 \\
\begin{smatrix} %ECT
0.0065 \\ 0.1547
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1600 & 0.0079 \\
-0.0089 & 0.6712
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0661 & -0.0107 \\
-0.9158 & 0.1318
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> -0.1898 \\
\end{array}
\right.
\end{equation}
[[46]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0168 \\ -0.6306
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.2488 & -0.0090 \\
0.7049 & 0.1132
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1622 & -0.0005 \\
0.7159 & -0.1447
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< -0.2834 \\
\begin{smatrix} %ECT
-0.0150 \\ -0.7096
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.0339 & -0.0261 \\
-0.3325 & 0.4394
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.2262 & 0.0154 \\
-1.4005 & -0.0329
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } -0.2834 < \text{Th} < -0.2136 \\
\begin{smatrix} %ECT
0.0058 \\ 0.1521
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1726 & 0.0105 \\
-0.1469 & 0.6396
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0808 & -0.0125 \\
-1.1324 & 0.1646
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> -0.2136 \\
\end{array}
\right.
\end{equation}
[[47]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0016 \\ 0.1606
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
5.7\text{e-06} \\ 0.0008
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1857 & -0.0020 \\
0.5883 & 0.4155
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0235 & 0.0006 \\
-1.4090 & -0.0821
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.2123 \\
\begin{smatrix} %ECT
0.0060 \\ 0.1033
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
7.3\text{e-06} \\ 0.0010
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1190 & 0.0061 \\
-1.0407 & 0.4170
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2116 & -0.0097 \\
0.9983 & 0.3033
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2123 \\
\end{array}
\right.
\end{equation}
[[48]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0030 \\ 0.1749
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
6.1\text{e-06} \\ 0.0008
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1616 & -0.0076 \\
0.5407 & 0.3552
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0466 & 0.0041 \\
-1.3326 & -0.0463
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.1839 \\
\begin{smatrix} %ECT
-0.0599 \\ 4.2280
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
6.6\text{e-05} \\ -0.0047
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1752 & 0.0419 \\
-1.3831 & 0.7378
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.2040 & -0.0341 \\
-2.4316 & -0.3810
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } 0.1839 < \text{Th} < 0.2161 \\
\begin{smatrix} %ECT
0.0068 \\ 0.1360
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
6.5\text{e-05} \\ 0.0014
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1067 & -0.0028 \\
-1.2594 & 0.3674
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2407 & -0.0101 \\
0.6007 & 0.2467
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2161 \\
\end{array}
\right.
\end{equation}
Code
options(show.signif.stars = FALSE)
Code
sapply(mods, function(x) toLatex(summary(x)))
Output
[[1]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0104(0.0125) \\ 0.3790(0.1702)
\end{smatrix}+\begin{smatrix} %trend
-2.2\text{e-05}(8.7\text{e-05}) \\ -0.0007(0.0012)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9871(0.0089) & 0.0001(0.0003) \\
-0.1395(0.1216) & 1.0023(0.0045)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[2]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0128(0.0082) \\ 0.4554(0.1120)
\end{smatrix}
+\begin{smatrix} %Lag1
0.9871(0.0089) & 6.4\text{e-05}(5.1\text{e-05}) \\
-0.1411(0.1215) & 0.9996(0.0007)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[3]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %Lag1
1.0004(0.0024) & 1.2\text{e-05}(3.9\text{e-05}) \\
0.3346(0.0333) & 0.9978(0.0005)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[4]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %trend
-7.7\text{e-05}(5.7\text{e-05}) \\ -0.0027(0.0008)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9920(0.0068) & 0.0003(0.0002) \\
0.0365(0.0929) & 1.0090(0.0033)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[5]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0136(0.0125) \\ 0.2832(0.1537)
\end{smatrix}+\begin{smatrix} %trend
-2.6\text{e-05}(8.7\text{e-05}) \\ 0.0003(0.0011)
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1504(0.0554) & -0.0037(0.0041) \\
0.5332(0.6837) & 1.4575(0.0502)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1661(0.0554) & 0.0039(0.0041) \\
-0.6049(0.6833) & -0.4591(0.0504)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[6]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %const
0.0164(0.0084) \\ 0.2463(0.1031)
\end{smatrix}
+\begin{smatrix} %Lag1
1.1507(0.0553) & -0.0037(0.0041) \\
0.5294(0.6827) & 1.4571(0.0501)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1664(0.0553) & 0.0038(0.0041) \\
-0.6006(0.6822) & -0.4574(0.0501)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[7]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %Lag1
1.1610(0.0553) & -0.0019(0.0040) \\
0.6843(0.6846) & 1.4836(0.0492)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1602(0.0555) & 0.0020(0.0040) \\
-0.5073(0.6861) & -0.4848(0.0491)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[8]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\begin{smatrix} %trend
-9.6\text{e-05}(5.8\text{e-05}) \\ -0.0011(0.0007)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1535(0.0554) & -0.0032(0.0040) \\
0.5978(0.6854) & 1.4694(0.0499)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1629(0.0553) & 0.0036(0.0041) \\
-0.5384(0.6849) & -0.4660(0.0505)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[9]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0151(0.0084) \\ -0.0503(0.1041)
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0110(0.0053) \\ 0.1931(0.0650)
\end{smatrix}+\begin{smatrix} %trend
-4.5\text{e-05}(2.6\text{e-05}) \\ -0.0003(0.0003)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1656(0.0553) & -0.0040(0.0041) \\
0.5872(0.6821) & 0.4569(0.0503)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[10]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0011(0.0025) \\ 0.0466(0.0310)
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0021(0.0013) \\ 0.1316(0.0156)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1595(0.0553) & -0.0030(0.0040) \\
0.5453(0.6807) & 0.4636(0.0498)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[11]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0007(0.0025) \\ 0.0732(0.0340)
\end{smatrix}ECT_{-1}
+\begin{smatrix} %Lag1
0.1681(0.0552) & 0.0024(0.0024) \\
1.0771(0.7488) & 0.8004(0.0329)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[12]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
0.0014(0.0030) \\ 0.2386(0.0376)
\end{smatrix}ECT_{-1}
\begin{smatrix} %trend
7.6\text{e-06}(6.3\text{e-06}) \\ 0.0006(7.8\text{e-05})
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1611(0.0555) & -0.0012(0.0039) \\
0.5082(0.6900) & 0.5052(0.0481)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
\end{equation}
[[13]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0152(0.0085) \\ -0.0398(0.1052)
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0116(0.0054) \\ 0.1849(0.0667)
\end{smatrix}+\begin{smatrix} %trend
-4.6\text{e-05}(2.6\text{e-05}) \\ -0.0003(0.0003)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1679(0.0562) & -0.0025(0.0046) \\
0.6918(0.6934) & 0.4539(0.0565)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0220(0.0564) & -0.0031(0.0046) \\
-0.6301(0.6962) & 0.0110(0.0567)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[14]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0010(0.0025) \\ 0.0461(0.0313)
\end{smatrix}ECT_{-1}
\begin{smatrix} %const
0.0025(0.0014) \\ 0.1298(0.0175)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1635(0.0563) & -0.0019(0.0046) \\
0.6656(0.6924) & 0.4578(0.0563)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0303(0.0564) & -0.0023(0.0046) \\
-0.6808(0.6933) & 0.0158(0.0564)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[15]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
-0.0008(0.0025) \\ 0.0609(0.0338)
\end{smatrix}ECT_{-1}
+\begin{smatrix} %Lag1
0.1723(0.0563) & 0.0015(0.0041) \\
1.1289(0.7465) & 0.6385(0.0550)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0252(0.0565) & 0.0012(0.0041) \\
-0.4086(0.7495) & 0.2017(0.0547)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[16]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
+\begin{smatrix} %ECT
0.0017(0.0032) \\ 0.2304(0.0400)
\end{smatrix}ECT_{-1}
\begin{smatrix} %trend
8.4\text{e-06}(7.0\text{e-06}) \\ 0.0006(8.6\text{e-05})
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1656(0.0565) & -0.0007(0.0045) \\
0.6551(0.7006) & 0.4838(0.0561)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0302(0.0566) & -0.0010(0.0045) \\
-0.7619(0.7019) & 0.0441(0.0560)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
\end{equation}
[[17]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0821(0.0789) \\ -0.5559(0.9804)
\end{smatrix}+\begin{smatrix} %trend
0.0007(0.0004) \\ -0.0018(0.0056)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9823(0.0483) & -0.0024(0.0015) \\
0.7181(0.6005) & 1.0032(0.0191)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
-0.0135(0.0215) \\ 2.2021(0.2674)
\end{smatrix}+\begin{smatrix} %trend
-0.0002(0.0001) \\ 0.0073(0.0015)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9915(0.0107) & 0.0007(0.0005) \\
-0.7468(0.1326) & 0.9702(0.0059)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.1439 \\
\end{array}
\right.
\end{equation}
[[18]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0821(0.0790) \\ -0.5559(0.9641)
\end{smatrix}+\begin{smatrix} %trend
0.0007(0.0004) \\ -0.0018(0.0055)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9823(0.0484) & -0.0024(0.0015) \\
0.7181(0.5905) & 1.0032(0.0188)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
-0.0213(0.0222) \\ 2.0413(0.2707)
\end{smatrix}+\begin{smatrix} %trend
-0.0002(0.0001) \\ 0.0064(0.0016)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9952(0.0124) & 0.0008(0.0005) \\
-0.6686(0.1518) & 0.9732(0.0063)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.3893 \\
\begin{smatrix} %const
0.3579(0.2290) \\ -1.2736(2.7959)
\end{smatrix}+\begin{smatrix} %trend
0.0014(0.0010) \\ -0.0035(0.0126)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.8674(0.0769) & -0.0056(0.0042) \\
0.1600(0.9391) & 1.0215(0.0519)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[19]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0077(0.0171) \\ -1.0125(0.2138)
\end{smatrix}
+\begin{smatrix} %Lag1
0.9940(0.0178) & 1.4\text{e-05}(6.9\text{e-05}) \\
1.3416(0.2218) & 0.9969(0.0009)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %const
0.0305(0.0196) \\ 0.4650(0.2452)
\end{smatrix}
+\begin{smatrix} %Lag1
0.9689(0.0175) & 0.0001(8.2\text{e-05}) \\
-0.2413(0.2179) & 1.0007(0.0010)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[20]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
-0.0298(0.0348) \\ -0.2707(0.4248)
\end{smatrix}
+\begin{smatrix} %Lag1
1.0311(0.0373) & 8.4\text{e-06}(0.0002) \\
0.5938(0.4552) & 0.9971(0.0019)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
0.0672(0.0777) \\ 1.9185(0.9477)
\end{smatrix}
+\begin{smatrix} %Lag1
0.9434(0.0654) & 1.1\text{e-05}(8.1\text{e-05}) \\
-1.0550(0.7981) & 0.9957(0.0010)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
\begin{smatrix} %const
0.0305(0.0197) \\ 0.4650(0.2399)
\end{smatrix}
+\begin{smatrix} %Lag1
0.9689(0.0175) & 0.0001(8.2\text{e-05}) \\
-0.2413(0.2131) & 1.0007(0.0010)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[21]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
1.0018(0.0029) & -6\text{e-06}(5.4\text{e-05}) \\
0.3056(0.0377) & 0.9995(0.0007)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
+\begin{smatrix} %Lag1
0.9949(0.0049) & 9.2\text{e-05}(7.4\text{e-05}) \\
0.1555(0.0630) & 0.9999(0.0010)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[22]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
0.9995(0.0051) & 8.1\text{e-05}(0.0001) \\
0.3063(0.0627) & 0.9977(0.0016)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
+\begin{smatrix} %Lag1
0.9998(0.0049) & 1.9\text{e-05}(8.1\text{e-05}) \\
0.5560(0.0606) & 0.9960(0.0010)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
+\begin{smatrix} %Lag1
0.9949(0.0049) & 9.2\text{e-05}(7.4\text{e-05}) \\
0.1555(0.0599) & 0.9999(0.0009)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[23]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
2.1\text{e-05}(0.0001) \\ 0.0039(0.0017)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.0038(0.0130) & -8.5\text{e-05}(0.0005) \\
0.6855(0.1673) & 0.9846(0.0064)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %trend
-0.0002(9.4\text{e-05}) \\ -0.0014(0.0012)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9703(0.0121) & 0.0010(0.0004) \\
-0.0072(0.1564) & 1.0059(0.0054)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[24]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
0.0003(0.0002) \\ 0.0010(0.0024)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.0280(0.0201) & -0.0010(0.0008) \\
0.4086(0.2491) & 0.9938(0.0094)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %trend
-0.0002(0.0002) \\ 0.0017(0.0024)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9847(0.0175) & 0.0007(0.0007) \\
0.7017(0.2173) & 0.9899(0.0088)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
\begin{smatrix} %trend
-0.0002(9.4\text{e-05}) \\ -0.0014(0.0012)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9703(0.0121) & 0.0010(0.0004) \\
-0.0072(0.1501) & 1.0059(0.0051)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[25]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0923(0.0822) \\ -0.3846(0.9608)
\end{smatrix}+\begin{smatrix} %trend
0.0007(0.0005) \\ -0.0006(0.0055)
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1164(0.1652) & 0.0057(0.0160) \\
-0.0579(1.9317) & 1.2098(0.1872)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1477(0.1670) & -0.0081(0.0163) \\
0.6665(1.9529) & -0.2107(0.1901)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
0.0006(0.0231) \\ 1.6399(0.2701)
\end{smatrix}+\begin{smatrix} %trend
-0.0001(0.0001) \\ 0.0060(0.0014)
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1410(0.0596) & -0.0035(0.0047) \\
0.5722(0.6974) & 1.3343(0.0546)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1549(0.0597) & 0.0040(0.0046) \\
-1.1085(0.6980) & -0.3583(0.0533)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.1439 \\
\end{array}
\right.
\end{equation}
[[26]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0923(0.0817) \\ -0.3846(0.9528)
\end{smatrix}+\begin{smatrix} %trend
0.0007(0.0005) \\ -0.0006(0.0054)
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1164(0.1642) & 0.0057(0.0159) \\
-0.0579(1.9156) & 1.2098(0.1856)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1477(0.1660) & -0.0081(0.0162) \\
0.6665(1.9366) & -0.2107(0.1885)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
\begin{smatrix} %const
-0.0154(0.0238) \\ 1.5002(0.2773)
\end{smatrix}+\begin{smatrix} %trend
-0.0002(0.0001) \\ 0.0054(0.0016)
\end{smatrix}t
+\begin{smatrix} %Lag1
1.1806(0.0687) & 0.0010(0.0052) \\
0.5086(0.8014) & 1.3202(0.0602)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1865(0.0681) & -0.0003(0.0051) \\
-0.9522(0.7944) & -0.3425(0.0589)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.3893 \\
\begin{smatrix} %const
0.3044(0.2443) \\ 1.2815(2.8498)
\end{smatrix}+\begin{smatrix} %trend
0.0012(0.0011) \\ 0.0092(0.0130)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.9527(0.1378) & -0.0297(0.0111) \\
2.0105(1.6081) & 1.3074(0.1297)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0770(0.1330) & 0.0253(0.0114) \\
-2.3912(1.5514) & -0.3393(0.1329)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[27]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0140(0.0181) \\ -0.6473(0.2154)
\end{smatrix}
+\begin{smatrix} %Lag1
1.1438(0.0902) & 0.0026(0.0065) \\
0.8354(1.0711) & 1.3948(0.0772)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1574(0.0911) & -0.0025(0.0065) \\
0.0150(1.0824) & -0.3968(0.0770)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %const
0.0402(0.0198) \\ 0.2830(0.2353)
\end{smatrix}
+\begin{smatrix} %Lag1
1.1335(0.0713) & -0.0102(0.0060) \\
0.4492(0.8467) & 1.3110(0.0713)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1713(0.0702) & 0.0104(0.0060) \\
-0.5822(0.8334) & -0.3106(0.0714)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[28]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %const
0.0140(0.0181) \\ -0.6473(0.2125)
\end{smatrix}
+\begin{smatrix} %Lag1
1.1438(0.0900) & 0.0026(0.0065) \\
0.8354(1.0568) & 1.3948(0.0762)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1574(0.0910) & -0.0025(0.0065) \\
0.0150(1.0678) & -0.3968(0.0759)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2252 \\
\begin{smatrix} %const
0.0233(0.0295) \\ -0.0503(0.3461)
\end{smatrix}
+\begin{smatrix} %Lag1
1.2136(0.0890) & -0.0041(0.0072) \\
0.5533(1.0451) & 1.2690(0.0850)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2374(0.0858) & 0.0042(0.0072) \\
-0.3583(1.0068) & -0.2696(0.0851)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.2252 < \text{Th} < 1.3893 \\
\begin{smatrix} %const
0.0580(0.0681) \\ -0.6535(0.7991)
\end{smatrix}
+\begin{smatrix} %Lag1
0.9631(0.1377) & -0.0279(0.0110) \\
2.0919(1.6169) & 1.3218(0.1292)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0270(0.1244) & 0.0283(0.0110) \\
-1.9980(1.4599) & -0.3159(0.1297)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[29]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
1.1453(0.0902) & -0.0006(0.0059) \\
0.6625(1.0808) & 1.4943(0.0712)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1436(0.0905) & 0.0005(0.0059) \\
-0.5054(1.0845) & -0.4946(0.0712)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2263 \\
+\begin{smatrix} %Lag1
1.1609(0.0705) & -0.0071(0.0060) \\
0.5957(0.8445) & 1.3145(0.0719)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1656(0.0704) & 0.0072(0.0060) \\
-0.4870(0.8432) & -0.3146(0.0719)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2263 \\
\end{array}
\right.
\end{equation}
[[30]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
+\begin{smatrix} %Lag1
1.1964(0.1579) & 0.0037(0.0159) \\
-0.0369(1.8495) & 1.2243(0.1863)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1986(0.1590) & -0.0036(0.0159) \\
0.2958(1.8622) & -0.2267(0.1863)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.1439 \\
+\begin{smatrix} %Lag1
1.1265(0.1110) & 0.0035(0.0075) \\
0.9516(1.2997) & 1.3785(0.0879)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1289(0.1112) & -0.0034(0.0075) \\
-0.6091(1.3020) & -0.3809(0.0876)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.1439 < \text{Th} < 1.2252 \\
+\begin{smatrix} %Lag1
1.1589(0.0707) & -0.0080(0.0060) \\
0.6281(0.8282) & 1.3264(0.0697)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1628(0.0706) & 0.0081(0.0060) \\
-0.5220(0.8266) & -0.3266(0.0697)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2252 \\
\end{array}
\right.
\end{equation}
[[31]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
-1.6\text{e-05}(0.0001) \\ 0.0031(0.0016)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1450(0.0897) & -0.0004(0.0060) \\
0.7035(1.0774) & 1.4672(0.0723)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1450(0.0907) & 0.0005(0.0059) \\
-0.2401(1.0893) & -0.4792(0.0714)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2263 \\
\begin{smatrix} %trend
-0.0002(9.6\text{e-05}) \\ -0.0006(0.0012)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1271(0.0716) & -0.0092(0.0060) \\
0.5092(0.8599) & 1.3092(0.0725)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1574(0.0701) & 0.0102(0.0061) \\
-0.4662(0.8415) & -0.3068(0.0734)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.2263 \\
\end{array}
\right.
\end{equation}
[[32]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
X_{t}^{1} \\ X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %trend
-6.3\text{e-05}(0.0001) \\ 0.0030(0.0015)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1558(0.0889) & 0.0015(0.0058) \\
1.0534(1.0500) & 1.5076(0.0686)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1604(0.0899) & -0.0013(0.0057) \\
-0.6132(1.0612) & -0.5193(0.0677)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 1.2338 \\
\begin{smatrix} %trend
-0.0002(0.0002) \\ 0.0012(0.0020)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
1.1844(0.0926) & -0.0057(0.0079) \\
0.3427(1.0931) & 1.1578(0.0929)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2111(0.0877) & 0.0066(0.0079) \\
-0.0438(1.0356) & -0.1633(0.0937)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if } 1.2338 < \text{Th} < 1.3893 \\
\begin{smatrix} %trend
-0.0002(0.0003) \\ 0.0036(0.0037)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.9859(0.1352) & -0.0276(0.0110) \\
2.1499(1.5968) & 1.3166(0.1297)
\end{smatrix}
\begin{smatrix}
X_{t-1}^{1} \\ X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0234(0.1258) & 0.0286(0.0111) \\
-2.1654(1.4854) & -0.3255(0.1308)
\end{smatrix}
\begin{smatrix}
X_{t-2}^{1} \\ X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 1.3893 \\
\end{array}
\right.
\end{equation}
[[33]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0517(0.0284) \\ 0.7379(0.3404)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0053(0.0109) \\ 0.6239(0.1304)
\end{smatrix}+\begin{smatrix} %trend
-3.9\text{e-05}(3.5\text{e-05}) \\ -0.0011(0.0004)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1675(0.0835) & -0.0122(0.0068) \\
-0.1020(1.0027) & 0.1395(0.0819)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
-0.0010(0.0139) \\ 0.0155(0.1664)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0036(0.0083) \\ 0.1013(0.0996)
\end{smatrix}+\begin{smatrix} %trend
-3.3\text{e-05}(3.8\text{e-05}) \\ -3.6\text{e-05}(0.0005)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1313(0.0747) & 0.0023(0.0051) \\
0.2371(0.8964) & 0.6209(0.0613)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1176 \\
\end{array}
\right.
\end{equation}
[[34]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0517(0.0283) \\ 0.7379(0.3362)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0053(0.0108) \\ 0.6239(0.1288)
\end{smatrix}+\begin{smatrix} %trend
-3.9\text{e-05}(3.5\text{e-05}) \\ -0.0011(0.0004)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1675(0.0832) & -0.0122(0.0068) \\
-0.1020(0.9904) & 0.1395(0.0809)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
-0.0023(0.0168) \\ -0.3376(0.2003)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0144(0.0121) \\ 0.3660(0.1444)
\end{smatrix}+\begin{smatrix} %trend
-0.0001(5.9\text{e-05}) \\ -0.0012(0.0007)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.0850(0.0929) & 0.0035(0.0067) \\
1.1887(1.1052) & 0.4816(0.0798)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.1176 < \text{Th} < 0.3236 \\
\begin{smatrix} %ECT
-0.0290(0.0368) \\ 0.3350(0.4381)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0168(0.0191) \\ -0.1220(0.2279)
\end{smatrix}+\begin{smatrix} %trend
3.6\text{e-06}(8.2\text{e-05}) \\ 0.0020(0.0010)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1850(0.1286) & -0.0078(0.0106) \\
-1.5210(1.5305) & 0.6142(0.1265)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 0.3236 \\
\end{array}
\right.
\end{equation}
[[35]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0375(0.0183) \\ 0.7085(0.2200)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0069(0.0060) \\ 0.4007(0.0724)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1251(0.0787) & -0.0102(0.0064) \\
0.1907(0.9463) & 0.1982(0.0773)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
0.0061(0.0062) \\ 0.0587(0.0743)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0016(0.0023) \\ 0.0858(0.0277)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1644(0.0783) & 0.0029(0.0052) \\
0.2257(0.9415) & 0.6190(0.0627)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1176 \\
\end{array}
\right.
\end{equation}
[[36]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0375(0.0183) \\ 0.7085(0.2171)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0069(0.0060) \\ 0.4007(0.0715)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1251(0.0786) & -0.0102(0.0064) \\
0.1907(0.9340) & 0.1982(0.0763)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1205 \\
\begin{smatrix} %ECT
0.0415(0.0199) \\ -0.3566(0.2361)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0065(0.0040) \\ 0.1845(0.0473)
\end{smatrix}
+\begin{smatrix} %Lag1
0.2581(0.1399) & 0.0112(0.0113) \\
0.4801(1.6625) & 0.2797(0.1339)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.1205 < \text{Th} < 0.1832 \\
\begin{smatrix} %ECT
-0.0007(0.0111) \\ -0.0967(0.1321)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0008(0.0047) \\ 0.1360(0.0559)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1052(0.0982) & 0.0030(0.0062) \\
-0.7273(1.1672) & 0.6801(0.0738)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 0.1832 \\
\end{array}
\right.
\end{equation}
[[37]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0220(0.0069) \\ -0.5507(0.0868)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1177(0.0790) & -0.0145(0.0061) \\
1.0162(1.0004) & 0.3249(0.0767)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.1176 \\
\begin{smatrix} %ECT
0.0028(0.0042) \\ 0.1897(0.0530)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1680(0.0770) & 0.0010(0.0042) \\
-0.2859(0.9741) & 0.7504(0.0530)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1176 \\
\end{array}
\right.
\end{equation}
[[38]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0252(0.0094) \\ -0.4527(0.1153)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1674(0.1299) & -0.0180(0.0101) \\
2.2624(1.5980) & 0.2430(0.1242)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.2599 \\
\begin{smatrix} %ECT
-0.0155(0.0118) \\ -0.9222(0.1449)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.0733(0.1023) & -0.0093(0.0079) \\
-0.5414(1.2582) & 0.3017(0.0973)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.2599 < \text{Th} < -0.1051 \\
\begin{smatrix} %ECT
0.0030(0.0043) \\ 0.1947(0.0524)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1689(0.0773) & 0.0007(0.0043) \\
-0.2687(0.9509) & 0.7443(0.0527)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.1051 \\
\end{array}
\right.
\end{equation}
[[39]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0600(0.0389) \\ -0.5717(0.4731)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-4.7\text{e-05}(4.3\text{e-05}) \\ 4.0\text{e-06}(0.0005)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.2434(0.1212) & -0.0117(0.0093) \\
1.4443(1.4749) & 0.1073(0.1127)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.2639 \\
\begin{smatrix} %ECT
0.0024(0.0034) \\ 0.1882(0.0413)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
9.1\text{e-08}(7.8\text{e-06}) \\ 0.0006(9.5\text{e-05})
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1271(0.0625) & 0.0008(0.0043) \\
-0.1181(0.7613) & 0.5950(0.0523)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> -0.2639 \\
\end{array}
\right.
\end{equation}
[[40]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0659(0.0410) \\ -0.7485(0.4878)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-4.9\text{e-05}(4.6\text{e-05}) \\ -0.0003(0.0005)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1448(0.1360) & -0.0165(0.0103) \\
2.2377(1.6189) & 0.2192(0.1228)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}< -0.2796 \\
\begin{smatrix} %ECT
0.0025(0.0057) \\ 0.0803(0.0675)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-3.1\text{e-07}(8.7\text{e-06}) \\ 0.0008(0.0001)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1908(0.0748) & 0.0022(0.0057) \\
-0.4850(0.8905) & 0.3836(0.0675)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if } -0.2796 < \text{Th} < 0.2373 \\
\begin{smatrix} %ECT
0.0043(0.0054) \\ 0.1290(0.0642)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
-1.6\text{e-05}(3.5\text{e-05}) \\ 0.0008(0.0004)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.0840(0.1103) & 0.0010(0.0071) \\
-0.6772(1.3130) & 0.7079(0.0840)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
& \text{if Th}> 0.2373 \\
\end{array}
\right.
\end{equation}
[[41]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0152(0.0094) \\ -0.2511(0.1096)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0111(0.0064) \\ 0.3347(0.0753)
\end{smatrix}+\begin{smatrix} %trend
-4.8\text{e-05}(3.2\text{e-05}) \\ -0.0008(0.0004)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1839(0.0661) & -0.0045(0.0054) \\
0.5328(0.7715) & 0.3380(0.0632)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0294(0.0644) & -0.0020(0.0054) \\
-1.2293(0.7525) & -0.1620(0.0626)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.2123 \\
\begin{smatrix} %ECT
-0.0128(0.0295) \\ 0.1822(0.3444)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0099(0.0152) \\ -0.0415(0.1775)
\end{smatrix}+\begin{smatrix} %trend
-3.5\text{e-05}(7.8\text{e-05}) \\ 0.0011(0.0009)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1255(0.1144) & 0.0058(0.0107) \\
-1.0680(1.3358) & 0.4181(0.1248)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1980(0.1223) & -0.0106(0.0113) \\
0.9412(1.4283) & 0.3071(0.1314)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2123 \\
\end{array}
\right.
\end{equation}
[[42]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0174(0.0103) \\ -0.1891(0.1190)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0112(0.0066) \\ 0.2841(0.0757)
\end{smatrix}+\begin{smatrix} %trend
-4.9\text{e-05}(3.4\text{e-05}) \\ -0.0006(0.0004)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1571(0.0693) & -0.0103(0.0058) \\
0.4259(0.7969) & 0.2873(0.0664)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0524(0.0690) & 0.0012(0.0058) \\
-1.1874(0.7936) & -0.1195(0.0666)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.1839 \\
\begin{smatrix} %ECT
-0.3473(0.2701) \\ -6.1188(3.1069)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0752(0.0659) \\ 2.7091(0.7580)
\end{smatrix}+\begin{smatrix} %trend
-5.3\text{e-05}(0.0002) \\ -0.0090(0.0018)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1603(0.2469) & 0.0336(0.0165) \\
-1.9196(2.8400) & 0.4390(0.1899)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.1327(0.2603) & -0.0304(0.0161) \\
-4.9985(2.9937) & -0.2457(0.1852)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } 0.1839 < \text{Th} < 0.2161 \\
\begin{smatrix} %ECT
-0.0119(0.0302) \\ 0.3550(0.3470)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0097(0.0154) \\ -0.1138(0.1769)
\end{smatrix}+\begin{smatrix} %trend
2.2\text{e-05}(8.8\text{e-05}) \\ 0.0019(0.0010)
\end{smatrix}t
+\begin{smatrix} %Lag1
0.1143(0.1149) & -0.0028(0.0114) \\
-1.3484(1.3217) & 0.3682(0.1309)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2251(0.1235) & -0.0106(0.0116) \\
0.4193(1.4206) & 0.2529(0.1340)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2161 \\
\end{array}
\right.
\end{equation}
[[43]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0027(0.0040) \\ -0.0309(0.0473)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0019(0.0018) \\ 0.1737(0.0206)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1822(0.0661) & -0.0033(0.0054) \\
0.5033(0.7770) & 0.3591(0.0629)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0229(0.0643) & -0.0008(0.0053) \\
-1.3438(0.7562) & -0.1393(0.0622)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.2123 \\
\begin{smatrix} %ECT
-0.0019(0.0172) \\ -0.1715(0.2017)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0041(0.0083) \\ 0.1464(0.0973)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1174(0.1130) & 0.0054(0.0107) \\
-0.8027(1.3288) & 0.4307(0.1253)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2105(0.1192) & -0.0110(0.0112) \\
1.3485(1.4015) & 0.3192(0.1320)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2123 \\
\end{array}
\right.
\end{equation}
[[44]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0462(0.0266) \\ 0.9601(0.3168)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0101(0.0088) \\ 0.5190(0.1049)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1582(0.0846) & -0.0112(0.0067) \\
-0.3723(1.0060) & 0.2068(0.0800)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0184(0.0828) & 0.0035(0.0072) \\
-1.6020(0.9849) & -0.1615(0.0859)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< -0.2136 \\
\begin{smatrix} %ECT
0.0204(0.0111) \\ -0.1547(0.1321)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
-0.0037(0.0029) \\ 0.1421(0.0345)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1867(0.1087) & 0.0172(0.0085) \\
1.4258(1.2918) & 0.5895(0.1006)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0198(0.1063) & -0.0100(0.0080) \\
-1.1805(1.2642) & -0.1352(0.0949)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } -0.2136 < \text{Th} < 0.2161 \\
\begin{smatrix} %ECT
-0.0176(0.0191) \\ -0.1413(0.2271)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %const
0.0127(0.0096) \\ 0.1422(0.1137)
\end{smatrix}
+\begin{smatrix} %Lag1
0.1203(0.1116) & -0.0022(0.0110) \\
-0.8278(1.3273) & 0.4228(0.1310)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2166(0.1177) & -0.0101(0.0114) \\
1.1683(1.3996) & 0.2976(0.1355)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2161 \\
\end{array}
\right.
\end{equation}
[[45]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0179(0.0077) \\ -0.5653(0.0972)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1392(0.0831) & -0.0133(0.0065) \\
0.6576(1.0509) & 0.3145(0.0822)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0022(0.0814) & 0.0014(0.0071) \\
-0.6239(1.0296) & -0.0880(0.0897)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< -0.1898 \\
\begin{smatrix} %ECT
0.0065(0.0042) \\ 0.1547(0.0528)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1600(0.0768) & 0.0079(0.0062) \\
-0.0089(0.9717) & 0.6712(0.0781)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0661(0.0776) & -0.0107(0.0060) \\
-0.9158(0.9817) & 0.1318(0.0758)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> -0.1898 \\
\end{array}
\right.
\end{equation}
[[46]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0168(0.0094) \\ -0.6306(0.1192)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.2488(0.1218) & -0.0090(0.0094) \\
0.7049(1.5386) & 0.1132(0.1192)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.1622(0.1182) & -0.0005(0.0087) \\
0.7159(1.4931) & -0.1447(0.1102)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< -0.2834 \\
\begin{smatrix} %ECT
-0.0150(0.0158) \\ -0.7096(0.1996)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.0339(0.1187) & -0.0261(0.0116) \\
-0.3325(1.4989) & 0.4394(0.1463)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.2262(0.1210) & 0.0154(0.0131) \\
-1.4005(1.5279) & -0.0329(0.1650)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } -0.2834 < \text{Th} < -0.2136 \\
\begin{smatrix} %ECT
0.0058(0.0039) \\ 0.1521(0.0496)
\end{smatrix}ECT_{-1}+
+\begin{smatrix} %Lag1
0.1726(0.0747) & 0.0105(0.0057) \\
-0.1469(0.9433) & 0.6396(0.0716)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.0808(0.0749) & -0.0125(0.0057) \\
-1.1324(0.9454) & 0.1646(0.0716)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> -0.2136 \\
\end{array}
\right.
\end{equation}
[[47]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0016(0.0050) \\ 0.1606(0.0603)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
5.7\text{e-06}(8.8\text{e-06}) \\ 0.0008(0.0001)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1857(0.0662) & -0.0020(0.0052) \\
0.5883(0.7933) & 0.4155(0.0625)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0235(0.0645) & 0.0006(0.0051) \\
-1.4090(0.7727) & -0.0821(0.0617)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.2123 \\
\begin{smatrix} %ECT
0.0060(0.0057) \\ 0.1033(0.0687)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
7.3\text{e-06}(4.2\text{e-05}) \\ 0.0010(0.0005)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1190(0.1142) & 0.0061(0.0107) \\
-1.0407(1.3685) & 0.4170(0.1283)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2116(0.1208) & -0.0097(0.0112) \\
0.9983(1.4473) & 0.3033(0.1342)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2123 \\
\end{array}
\right.
\end{equation}
[[48]]
%insert in the preamble and uncomment the line you want for usual /medium /small matrix
%\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL
%\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL
%\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM
\begin{equation}
\begin{smatrix} %explained vector
\Delta X_{t}^{1} \\ \Delta X_{t}^{2}
\end{smatrix}=
\left\{
\begin{array}{ll}
\begin{smatrix} %ECT
-0.0030(0.0060) \\ 0.1749(0.0718)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
6.1\text{e-06}(1\text{e-05}) \\ 0.0008(0.0001)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1616(0.0694) & -0.0076(0.0056) \\
0.5407(0.8276) & 0.3552(0.0664)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.0466(0.0691) & 0.0041(0.0056) \\
-1.3326(0.8238) & -0.0463(0.0662)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}< 0.1839 \\
\begin{smatrix} %ECT
-0.0599(0.0983) \\ 4.2280(1.1725)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
6.6\text{e-05}(0.0001) \\ -0.0047(0.0015)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1752(0.2472) & 0.0419(0.0149) \\
-1.3831(2.9475) & 0.7378(0.1772)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
0.2040(0.2533) & -0.0341(0.0158) \\
-2.4316(3.0205) & -0.3810(0.1884)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if } 0.1839 < \text{Th} < 0.2161 \\
\begin{smatrix} %ECT
0.0068(0.0059) \\ 0.1360(0.0702)
\end{smatrix}ECT_{-1}+
\begin{smatrix} %trend
6.5\text{e-05}(5.5\text{e-05}) \\ 0.0014(0.0007)
\end{smatrix} %trend
+\begin{smatrix} %Lag1
0.1067(0.1146) & -0.0028(0.0114) \\
-1.2594(1.3661) & 0.3674(0.1360)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2}
\end{smatrix}
+\begin{smatrix} %Lag2
-0.2407(0.1214) & -0.0101(0.0116) \\
0.6007(1.4470) & 0.2467(0.1389)
\end{smatrix}
\begin{smatrix}
\Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2}
\end{smatrix}
& \text{if Th}> 0.2161 \\
\end{array}
\right.
\end{equation}
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