Coefficient | Estimate | Std. Error | T-value | P value |
---|---|---|---|---|
Const. L | 0.254 | 0.062 | 4.071 | < 0.001 |
Lag1-(CPI) | 0.390 | 0.065 | 5.968 | < 0.001 |
Lag2-(CPI) | 0.0002 | 0.088 | 0.002 | 0.998 |
Const. H | 1.593 | 0.499 | 3.193 | 0.001 |
Lag1-(CPI) | 0.100 | 0.119 | 0.837 | 0.402 |
Lag2-(CPI) | −0.406 | 0.183 | −2.215 | 0.026 |
Gamma | 100.000 | 153.867 | 0.649 | 0.515 |