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|VAR Lag Exclusion Wald Tests | | | | | || | | | |
|Numbers in [ ] are p-values |
|Date: 11/21/08Time: 13:22 |
|Sample: 1980:1 2007:4 |
|Included observations: 107|
| | | | |
|Dependent variable: DINFLATION |
|Exclude|Chi-sq |df |Prob. |
|DLM2 | 1.455142 |4 | 0.8346 |
|GAPY | 11.76825 |4 |0.0192 |
|DR_REAL | 1.818393 |4 | 0.7691 |
|All | 12.80847 |12 | 0.3831 |
| || | |
|Dependent variable: DLM2 |
|Exclude |Chi-sq |df|Prob. |
|DINFLATION | 4.896951 |4 | 0.2980 |
|GAPY | 12.51997 |4 | 0.0139 |
|DR_REAL |0.324444 |4 | 0.9882 |
|All | 19.50900 |12 | 0.0770 |
| | | ||
|Dependent variable: GAPY |
|Exclude |Chi-sq |df |Prob. |
|DINFLATION |...
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