Why Gemfury? Push, build, and install  RubyGems npm packages Python packages Maven artifacts PHP packages Go Modules Bower components Debian packages RPM packages NuGet packages

alkaline-ml / statsmodels   python

Repository URL to install this package:

Version: 0.11.1 

/ tsa / vector_ar / tests / JMulTi_results / macrodata_jmulti_nc.txt

*** Sat, 3 Sep 2016 21:52:15 ***
VAR ESTIMATION RESULTS
endogenous variables:     realcons realgdp realinv 
exogenous variables:       
deterministic variables:   
endogenous lags:          4 
exogenous lags:           0 
sample range:             [1960 Q1, 2009 Q3], T = 199

modulus of the eigenvalues of the reverse characteristic polynomial :
|z| = ( 1.5237     1.5237     2.1188     2.1188     4.0128     4.0128     1.5233     1.5233     1.1578     1.1578     1.0233     0.9937     )
Legend:
=======
              Equation 1   Equation 2  ...
------------------------------------------
Variable 1 | Coefficient          ...
           | (Std. Dev.)
           | {p - Value}
           | [t - Value]
Variable 2 |         ...
...
------------------------------------------


Lagged endogenous term:
=======================
              realcons   realgdp   realinv  
-------------------------------------------
realcons(t-1)|    1.396     1.251     0.943  
             |   (0.112)   (0.191)   (0.137) 
             |   {0.000}   {0.000}   {0.000} 
             |  [12.500]   [6.550]   [6.862] 
realgdp (t-1)|   -0.234     0.591    -0.164  
             |   (0.087)   (0.149)   (0.107) 
             |   {0.007}   {0.000}   {0.127} 
             |  [-2.674]   [3.956]  [-1.526] 
realinv (t-1)|    0.280     0.297     1.170  
             |   (0.102)   (0.175)   (0.126) 
             |   {0.006}   {0.090}   {0.000} 
             |   [2.734]   [1.696]   [9.292] 
realcons(t-2)|   -0.070    -0.617    -0.613  
             |   (0.188)   (0.322)   (0.232) 
             |   {0.710}   {0.055}   {0.008} 
             |  [-0.372]  [-1.918]  [-2.646] 
realgdp (t-2)|    0.017     0.348     0.178  
             |   (0.127)   (0.216)   (0.156) 
             |   {0.896}   {0.108}   {0.253} 
             |   [0.131]   [1.608]   [1.144] 
realinv (t-2)|   -0.107    -0.424    -0.311  
             |   (0.162)   (0.278)   (0.200) 
             |   {0.509}   {0.127}   {0.119} 
             |  [-0.661]  [-1.526]  [-1.558] 
realcons(t-3)|    0.100    -0.115    -0.146  
             |   (0.192)   (0.329)   (0.237) 
             |   {0.604}   {0.725}   {0.538} 
             |   [0.519]  [-0.351]  [-0.615] 
realgdp (t-3)|    0.012    -0.165    -0.207  
             |   (0.126)   (0.215)   (0.155) 
             |   {0.923}   {0.442}   {0.179} 
             |   [0.097]  [-0.769]  [-1.343] 
realinv (t-3)|   -0.071     0.113     0.241  
             |   (0.160)   (0.273)   (0.197) 
             |   {0.655}   {0.679}   {0.221} 
             |  [-0.446]   [0.414]   [1.224] 
realcons(t-4)|   -0.448    -0.454    -0.112  
             |   (0.128)   (0.219)   (0.158) 
             |   {0.000}   {0.038}   {0.475} 
             |  [-3.497]  [-2.075]  [-0.714] 
realgdp (t-4)|    0.224     0.201     0.155  
             |   (0.092)   (0.157)   (0.113) 
             |   {0.014}   {0.200}   {0.169} 
             |   [2.448]   [1.282]   [1.376] 
realinv (t-4)|   -0.111    -0.108    -0.201  
             |   (0.109)   (0.187)   (0.134) 
             |   {0.310}   {0.561}   {0.136} 
             |  [-1.016]  [-0.581]  [-1.492] 
-------------------------------------------