\( {D}_t^{\mathrm{ln}} \)= | Coefficient | p value |
\( {D}_{t-1}^{\mathrm{ln}} \) | 1.422 | 0.000 |
\( {D}_{t-2}^{\mathrm{ln}} \) | − 0.441 | 0.000 |
\( {G}_{t-1}^{\mathrm{ln}} \) | − 0.432 | 0.000 |
\( {G}_{t-2}^{\mathrm{ln}} \) | 0.445 | 0.000 |
Const | 0.051 | 0.094 |
\( {G}_t^{\mathrm{ln}} \)= | Coefficient | p value |
\( {D}_{t-1}^{\mathrm{ln}} \) | 0.038 | 0.664 |
\( {D}_{t-2}^{\mathrm{ln}} \) | −0.019 | 0.835 |
\( {G}_{t-1}^{\mathrm{ln}} \) | 0.992 | 0.000 |
\( {G}_{t-2}^{\mathrm{ln}} \) | −0.010 | 0.910 |
Const | 0.031 | 0.379 |