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.17. Estimated STSM Model for the Transborder Sector<br />
Coefficient<br />
t ¡ stat<br />
level 3.80 5.26<br />
slope 0.0007 2.75<br />
Ltrans t¡1 -0.18 -2.84<br />
Ltrans t¡2 0.21 0.05<br />
(L)1986 : 05 0.05 1.65<br />
(D)1986 : 08 0.05 1.63<br />
(D)1988 : 02 0.09 3.62<br />
(L)1990 : 11 0.206 7.66<br />
(D)1990 : 12 -0.34 -12.44<br />
(D)1995 : 05 0.05 3.60<br />
(D)1998 : 10 0.09 3.37<br />
Jan 0.003 0.32<br />
F eb 0.06 7.60<br />
Mar 0.05 7.26<br />
Apr -0.32 -4.15<br />
May -0.01 -1.34<br />
Jun 0.04 6.13<br />
Jul -0.01 -1.12<br />
Aug -0.01 -1.14<br />
Sep -0.05 -6.35<br />
Oct 0.02 3.5<br />
Nov -0.006 -1.0<br />
T [1985 : 12 ¡ 2001 : 02] = 183; R 2 = 0:68; e¾ = 0:028<br />
LJB = 0:37 (0:83); DW = 1:91; Q(12; 9) = 12:65 (0:21)<br />
F ARCH = 1:07 (0:40); PEV = 0:00079<br />
38
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