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 C.5. Estimated AR Model for the International Sector<br />
¢LInt t = ¡ 0:5531<br />
(0:0362)<br />
¡ 0:1797<br />
(0:0378)<br />
¡ 0:1033<br />
(0:0382)<br />
¡ 0:0887<br />
(0:0176)<br />
+ 0:2531<br />
(0:0209)<br />
¡ 0:4078<br />
(0:0181)<br />
+ 0:1571<br />
(0:0495)<br />
¢Lint t¡1 ¡ 0:3128<br />
(0:0281)<br />
¢Lint t¡4 ¡ 0:1082<br />
(0:0382)<br />
¢Lint t¡8 + 0:1968<br />
(0:0185)<br />
D04 t + 0:1236<br />
(0:0208)<br />
D08 t ¡ 0:0862<br />
(0:0151)<br />
D11 t + 0:3561<br />
(0:0494)<br />
D1998 : 01<br />
¢Lint t¡2 ¡ 0:2459<br />
(0:0287)<br />
¢LInt t¡5 ¡ 0:0901<br />
(0:0371)<br />
D01 t + 0:1801<br />
(0:0202)<br />
D06 t + 0:2771<br />
(0:0181)<br />
D09 t ¡ 0:2987<br />
(0:019)<br />
D07 t<br />
D10 t<br />
D1990 : 11 ¡ 0:6278<br />
(0:0505)<br />
D03 t<br />
¢Lint t¡3<br />
¢Lint t¡7<br />
D1990 : 12<br />
T[1984 : 12 ¡ 2003 : 03] = 219; R 2 = 0:95; e¾ = 0:048; AIC = ¡3:15;<br />
BIC = ¡3:03; LJB = 1:38 (0:50); LM AR (1 ¡ 7) = 1:56 (0:15);<br />
F ARCH (1 ¡ 7) = 1:14 (0:34); RESET = 0:05 (0:83)<br />
44