\( {D}_t^{\mathrm{ln}} \)= | Coefficient | p value |
\( {D}_{t-1}^{\mathrm{ln}} \) | 1.215 | 0.000 |
\( {D}_{t-2}^{\mathrm{ln}} \) | − 0.142 | 0.422 |
\( {D}_{t-3}^{\mathrm{ln}} \) | − 0.076 | 0.496 |
Ot − 1 | − 0.005 | 0.702 |
Ot − 2 | 0.043 | 0.014 |
Ot − 3 | − 0.033 | 0.009 |
Const | 0.015 | 0.726 |
Ot= | Coefficient | p value |
\( {D}_{t-1}^{\mathrm{ln}} \) | − 0.427 | 0.701 |
\( {D}_{t-2}^{\mathrm{ln}} \) | 0.426 | 0.803 |
\( {D}_{t-3}^{\mathrm{ln}} \) | − 0.024 | 0.982 |
Ot − 1 | 1.284 | 0.000 |
Ot − 2 | − 0.631 | 0.000 |
Ot − 3 | 0.367 | 0.002 |
Const | 0.103 | 0.863 |