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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8 Appendix C<br />
In this appendix, the …nal models for each <strong>of</strong> the series for long term forecasting<br />
are presented. As in the estimations presented in the Appendix B,<br />
each equation presents a set <strong>of</strong> diagnostic statistics. See Appendix B for<br />
brief information about these statistics.<br />
Equation C.1. Estimated SUR Model for the Domestic Sector<br />
¢ 12 Ldom t = 0:5623<br />
(0:0552)<br />
+ 0:1567<br />
(0:0492)<br />
+ 0:1245<br />
(0:0405)<br />
+ 0:2070<br />
(0:0407)<br />
¡ 0:2398<br />
(0:0406)<br />
¢ 12 Ldom t¡1 + 0:1485<br />
(0:0576)<br />
¢ 12 Ldom t¡4 + 0:1561<br />
(0:0407)<br />
D1998 : 10 + 0:1373<br />
(0:0408)<br />
D2002 : 09 ¡ 0:1633<br />
(0:0406)<br />
D2001 : 09 ¡ 0:1331<br />
(0:041)<br />
¢ 12 Ldom t¡2<br />
D1988 : 01<br />
D1999 : 05<br />
D2000 : 05<br />
D1989 : 01<br />
T [1985 : 06 ¡ 2003 : 03] = 214; R 2 = 0:70; e¾ = 0:0405; AIC = ¡3:53;<br />
BIC = ¡3:47; LJB = 2:85 (0:24); LM AR (1 ¡ 7) = 1:16 (0:33);<br />
F ARCH (1 ¡ 7) = 1:85 (0:08); RESET = 0:02 (0:89)<br />
40
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