0306E - Faculty of Social Sciences - Université d'Ottawa
0306E - Faculty of Social Sciences - Université d'Ottawa
0306E - Faculty of Social Sciences - Université d'Ottawa
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Equation B.4. Estimated SUR Model for the Domestic Sector<br />
¢ 12 Ldom t = 0:5014<br />
(0:0681)<br />
+ 0:1884<br />
(0:0625)<br />
¡ 0:1605<br />
(0:0454)<br />
¢ 12 Ldom t¡1 + 0:1556<br />
(0:0731)<br />
¢ 12 Ldom t¡4 + 0:1524<br />
(0:0457)<br />
D2000 : 05<br />
¢ 12 Ldom t¡2<br />
D1988 : 1<br />
T[1985 : 12 ¡ 2001 : 02] = 207; R 2 = 0:58; e¾ = 0:045; AIC = ¡3:30;<br />
BIC = ¡3:20; LJB = 2:53 (0:28); LM AR (1 ¡ 7) = 1:13 (0:34);<br />
F ARCH (1 ¡ 7) = 3:30 (0:0025); RESET = 0:01 (0:93)<br />
Equation B.5. Estimated SUR Model for the Transborder Sector<br />
¢ 12 Ltrans t = 0:5911<br />
(0:049)<br />
¡ 0:1007<br />
(0:0377)<br />
+ 0:153<br />
(0:0371)<br />
¡ 0:2339<br />
(0:0378)<br />
¢ 12 Ltrans t¡1 + 0:2535<br />
(0:0474)<br />
¢ 12 Ltrans t¡10 + 0:013<br />
(0:00385)<br />
D1990 : 11 ¡ 0:3585<br />
(0:0378)<br />
D1991 : 11 + 0:3468<br />
(0:04)<br />
¢ 12 Ltrans t¡2<br />
D1990 : 12<br />
D1991 : 12<br />
T[1985 : 12 ¡ 2001 : 02] = 207; R 2 = 0:77; e¾ = 0:037; AIC = ¡3:71;<br />
BIC = ¡3:66; LJB = 1:56 (0:46); LM AR (1 ¡ 7) = 0:59 (0:76);<br />
F ARCH (1 ¡ 7) = 0:74 (0:64); RESET = 0:47 (0:49)<br />
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