BİLDİRİ KİTABI

AYDIN İKTİSAT FAKÜLTESİ
EK
Model 1 için
Tablo 1: Optimum Gecikme Uzunluğunun Belirlenmesi
Lag LogL LR FPE AIC SC HQ
0 835.1853 NA 3.23e-08 -11.57202 -11.53077 -11.55526
1 909.5509 145.6327 1.22e-08 -12.54932 -12.42558* -12.49904*
2 912.4990 5.691342 1.23e-08 -12.53471 -12.32847 -12.4509
3 918.7558 11.90533* 1.20e-08* -12.56605* -12.27732 -12.44873
4 922.1067 6.282966 1.21e-08 -12.55704 -12.08706 -12.40619
5 924.9364 5.227051 1.23e-08 -12.54078 -12.08706 -12.35642
6 928.5675 6.606692 1.23e-08 -12.53566 -11.99944 -12.31777
7 931.4090 5.090954 1.25e-08 -12.21957 -11.90086 -12.26816
8 934.5567 5.552106 1.27e-08 -12.50773 -11.80653 -12.22280
Model 2 için
Tablo 2: Optimum Gecikme Uzunluğunun Belirlenmesi
Lag LogL LR FPE AIC SC HQ
0 803.8223 NA
5.00e-
08*
-
11.13642*
-
11.09517* -11.11966*
1 806.3498 4.949592 5.10E-08 -11.116 -10.9922 -11.06569
2 807.4066 2.040306 5.31E-08 -11.0751 -10.8689 -10.99129
3 810.5816 6.041292 5.37E-08 -11.0636 -10.7749 -10.94631
4 816.8775 11.80486* 5.21E-08 -11.0955 -10.7243 -10.94468
5 818.6535 3.280644 5.37E-08 -11.0646 -10.6109 -10.88027
6 819.6366 1.788649 5.60E-08 -11.0227 -10.4865 -10.80484
7 820.1513 0.922153 5.88E-08 -10.9743 -10.3556 -10.72291
8 821.3407 2.097994 6.12E-08 -10.9353 -10.2341 -10.65036
Model 1: Tufe ve tüketici kredileri serilerinin birlikte seyri
146