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Type 'q()' to quit R. > library(tsDyn) > suppressWarnings(RNGversion("3.5.3")) > options(useFancyQuotes=FALSE) # useful for all.equal comparison > > data(zeroyld) > data(barry) > > > > > ## Test a few VAR models > var_l1_co <-lineVar(barry, lag=1, include="const") > var_l1_tr <-lineVar(barry, lag=1, include="trend") > var_l1_bo <-lineVar(barry, lag=1, include="both") > var_l1_no <-lineVar(barry, lag=1, include="none") > var_l1_coAsExo <-lineVar(barry, lag=1, include="none", exogen=rep(1, nrow(barry))) > > var_l0_co <-lineVar(barry, lag=0, include="const") Warning message: In lineVar(barry, lag = 0, include = "const") : Lag=0 not fully implemented, methods not expected to work: fevd, predict, irf,... > var_l0_tr <-lineVar(barry, lag=0, include="trend") Warning message: In lineVar(barry, lag = 0, include = "trend") : Lag=0 not fully implemented, methods not expected to work: fevd, predict, irf,... > var_l0_bo <-lineVar(barry, lag=0, include="both") Warning message: In lineVar(barry, lag = 0, include = "both") : Lag=0 not fully implemented, methods not expected to work: fevd, predict, irf,... > var_l0_coAsExo <-lineVar(barry, lag=0, include="trend", exogen=rep(1, nrow(barry))) Warning message: In lineVar(barry, lag = 0, include = "trend", exogen = rep(1, nrow(barry))) : Lag=0 not fully implemented, methods not expected to work: fevd, predict, irf,... > > var_l3_co <-lineVar(barry, lag=3, include="const") > var_l3_tr <-lineVar(barry, lag=3, include="trend") > var_l3_bo <-lineVar(barry, lag=3, include="both") > var_l3_no <-lineVar(barry, lag=3, include="none") > var_l3_coAsExo <-lineVar(barry, lag=3, include="none", exogen=rep(1, nrow(barry))) > > var_l2_diff_co <-lineVar(barry, lag=2, include="const", I="diff") > var_l2_diff_tr <-lineVar(barry, lag=2, include="trend", I="diff") > var_l2_diff_bo <-lineVar(barry, lag=2, include="both", I="diff") > var_l2_diff_no <-lineVar(barry, lag=2, include="none", I="diff") > var_l2_diff_coAsExo <-lineVar(barry, lag=2, include="none", I="diff", exogen=rep(1, nrow(barry))) > > var_l2_adf_co <-lineVar(barry, lag=2, include="const", I="ADF") > var_l2_adf_tr <-lineVar(barry, lag=2, include="trend", I="ADF") > var_l2_adf_bo <-lineVar(barry, lag=2, include="both", I="ADF") > var_l2_adf_no <-lineVar(barry, lag=2, include="none", I="ADF") > var_l2_adf_coAsExo <-lineVar(barry, lag=2, include="none", I="ADF", exogen=rep(1, nrow(barry))) > > > var_all <- list( + var_l1_co, var_l1_tr, var_l1_bo, var_l1_no, var_l1_coAsExo, + var_l0_co, var_l0_tr, var_l0_bo, var_l0_coAsExo, + var_l3_co, var_l3_tr, var_l3_bo, var_l3_no, var_l3_coAsExo, + var_l2_diff_co, var_l2_diff_tr, var_l2_diff_bo, var_l2_diff_no, var_l2_diff_coAsExo, + var_l2_adf_co, var_l2_adf_tr, var_l2_adf_bo, var_l2_adf_no, var_l2_adf_coAsExo) > > > names(var_all) <-c( + "var_l1_co", "var_l1_tr", "var_l1_bo", "var_l1_no", "var_l1_coAsExo", + "var_l0_co", "var_l0_tr", "var_l0_bo", "var_l0_coAsExo", + "var_l3_co", "var_l3_tr", "var_l3_bo", "var_l3_no", "var_l3_coAsExo", + "var_l2_diff_co", "var_l2_diff_tr", "var_l2_diff_bo", "var_l2_diff_no", "var_l2_diff_coAsExo", + "var_l2_adf_co", "var_l2_adf_tr", "var_l2_adf_bo", "var_l2_adf_no","var_l2_adf_coAsExo") > > > ## Check methods: > lapply(var_all, print) Intercept dolcan -1 cpiUSA -1 cpiCAN -1 Equation dolcan 0.01606226 0.98184934 0.0006535181 -0.0005441472 Equation cpiUSA 0.47682275 -0.17515457 1.0034816358 -0.0035567095 Equation cpiCAN 0.33858157 0.07511337 -0.0023545869 0.9998414195 Trend dolcan -1 cpiUSA -1 cpiCAN -1 Equation dolcan -0.0001267674 0.9842553 0.001245808 -0.0006663591 Equation cpiUSA -0.0031568297 -0.0330855 1.017304394 -0.0060219580 Equation cpiCAN -0.0049290069 -0.1371091 0.024124244 0.9929378172 Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.007388597 -8.622274e-05 0.98107844 0.001083529 Equation cpiUSA 0.355501243 -1.206028e-03 -0.18593743 1.009496344 Equation cpiCAN -0.351032771 -6.855288e-03 0.01382157 0.031834151 cpiCAN -1 Equation dolcan -0.0006442119 Equation cpiUSA 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0.296441336 0.0006902825 0.6393083 1.471260344 -0.02924296 Equation cpiCAN -0.369694108 -0.0053466472 0.2570470 0.298423330 0.93740698 dolcan -2 cpiUSA -2 cpiCAN -2 dolcan -3 cpiUSA -3 Equation dolcan -0.1933896 0.002960306 -0.007050852 0.03565128 0.0007742571 Equation cpiUSA -1.2277882 -0.495960965 0.109498610 0.52460627 0.0215467227 Equation cpiCAN -0.6292711 -0.279172354 0.195060204 0.45779914 0.0037287348 cpiCAN -3 Equation dolcan 0.007494714 Equation cpiUSA -0.079921633 Equation cpiCAN -0.137504492 $var_l3_no dolcan -1 cpiUSA -1 cpiCAN -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1611539 -0.001557016 0.0002180556 -0.2010610 0.003284684 Equation cpiUSA 0.8108598 1.488447400 -0.0312058403 -1.2893289 -0.496798740 Equation cpiCAN 0.5992614 0.288801154 0.9771279999 -0.7214129 -0.268875467 cpiCAN -2 dolcan -3 cpiUSA -3 cpiCAN -3 Equation dolcan -0.006898937 0.04162504 -0.001380531 0.006343534 Equation cpiUSA 0.110660533 0.64140684 0.005841242 -0.078099491 Equation cpiCAN 0.196990414 0.40138450 -0.025092665 -0.171905123 $var_l3_coAsExo dolcan -1 cpiUSA -1 cpiCAN -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1426667 -0.002923395 -5.319548e-05 -0.1947679 0.003242556 Equation cpiUSA 0.6115380 1.473715592 -3.413037e-02 -1.2214788 -0.497252953 Equation cpiCAN 0.4721442 0.279405971 9.752629e-01 -0.6781416 -0.269165141 cpiCAN -2 dolcan -3 cpiUSA -3 cpiCAN -3 exo_1 Equation dolcan -0.007019863 0.03224004 0.0002842096 0.006567983 0.0213132 Equation cpiUSA 0.109356758 0.54022104 0.0237898926 -0.075679565 0.2297914 Equation cpiCAN 0.196158934 0.33685344 -0.0136459464 -0.170361820 0.1465491 $var_l2_diff_co Intercept dolcan -1 cpiUSA -1 cpiCAN -1 dolcan -2 Equation dolcan 0.003381125 0.1617849 -0.002353031 -0.0001260648 -0.03741108 Equation cpiUSA 0.122912595 0.6790979 0.479686920 -0.0255459970 -0.57705874 Equation cpiCAN 0.122931337 0.4349111 0.289182756 0.0073892530 -0.27376324 cpiUSA -2 cpiCAN -2 Equation dolcan 0.001311048 -0.007055727 Equation cpiUSA -0.020762565 0.084046495 Equation cpiCAN 0.005901144 0.203559141 $var_l2_diff_tr Trend dolcan -1 cpiUSA -1 cpiCAN -1 dolcan -2 Equation dolcan 6.881061e-06 0.1700795 -0.0000530234 0.001237383 -0.03274944 Equation cpiUSA 2.664988e-04 0.9706962 0.5601041675 0.023760364 -0.41527155 Equation cpiCAN 1.112911e-04 0.8208368 0.3999317151 0.059156879 -0.03909198 cpiUSA -2 cpiCAN -2 Equation dolcan 0.003147651 -0.005464321 Equation cpiUSA 0.042855080 0.141273505 Equation cpiCAN 0.099407996 0.266724853 $var_l2_diff_bo Intercept Trend dolcan -1 cpiUSA -1 cpiCAN -1 Equation dolcan 0.004385404 -4.912709e-06 0.1610634 -0.002475913 -0.00048570 Equation cpiUSA 0.151995174 -1.422654e-04 0.6582061 0.476128424 -0.03596055 Equation cpiCAN 0.222507194 -4.871027e-04 0.3633795 0.276998818 -0.02826914 dolcan -2 cpiUSA -2 cpiCAN -2 Equation dolcan -0.03744932 0.001317679 -0.007418833 Equation cpiUSA -0.57816617 -0.020570538 0.073531416 Equation cpiCAN -0.27755496 0.006558625 0.167556559 $var_l2_diff_no dolcan -1 cpiUSA -1 cpiCAN -1 dolcan -2 cpiUSA -2 Equation dolcan 0.1742584 0.001290824 0.00134614 -0.02952010 0.004471999 Equation cpiUSA 1.1325421 0.612150449 0.02797246 -0.29020130 0.094146156 Equation cpiCAN 0.8884244 0.421666484 0.06091587 0.01313794 0.120827387 cpiCAN -2 Equation dolcan -0.005201487 Equation cpiUSA 0.151452883 Equation cpiCAN 0.270975808 $var_l2_diff_coAsExo dolcan -1 cpiUSA -1 cpiCAN -1 dolcan -2 cpiUSA -2 Equation dolcan 0.1617849 -0.002353031 -0.0001260648 -0.03741108 0.001311048 Equation cpiUSA 0.6790979 0.479686920 -0.0255459970 -0.57705874 -0.020762565 Equation cpiCAN 0.4349111 0.289182756 0.0073892530 -0.27376324 0.005901144 cpiCAN -2 exo_1 Equation dolcan -0.007055727 0.003381125 Equation cpiUSA 0.084046495 0.122912595 Equation cpiCAN 0.203559141 0.122931337 $var_l2_adf_co Intercept dolcan-1 cpiUSA-1 cpiCAN-1 D_dolcan -1 Equation dolcan 0.0213132 -0.01986115 0.0006033709 -0.0005050753 0.1625279 Equation cpiUSA 0.2297914 -0.06971973 0.0002525317 -0.0004531813 0.6812577 Equation cpiCAN 0.1465491 0.13085606 -0.0034051167 0.0010599980 0.3412882 D_cpiUSA -1 D_cpiCAN -1 D_dolcan -2 D_cpiUSA -2 Equation dolcan -0.003526765 0.0004518798 -0.03224004 -0.0002842096 Equation cpiUSA 0.473463061 -0.0336771926 -0.54022104 -0.0237898926 Equation cpiCAN 0.282811088 -0.0257971141 -0.33685344 0.0136459464 D_cpiCAN -2 Equation dolcan -0.006567983 Equation cpiUSA 0.075679565 Equation cpiCAN 0.170361820 $var_l2_adf_tr Trend dolcan-1 cpiUSA-1 cpiCAN-1 D_dolcan -1 Equation dolcan -0.0001881242 -0.01826616 0.001493875 -0.0006948306 0.1560960 Equation cpiUSA -0.0009482088 0.06221155 0.003269849 -0.0004466327 0.6310874 Equation cpiCAN -0.0033032731 -0.07166682 0.014968609 -0.0040637573 0.2613816 D_cpiUSA -1 D_cpiCAN -1 D_dolcan -2 D_cpiUSA -2 Equation dolcan -0.003546258 -0.0006502656 -0.03788217 -0.0006495858 Equation cpiUSA 0.482680741 -0.0386380146 -0.62254152 -0.0160737108 Equation cpiCAN 0.265134411 -0.0462556278 -0.33566340 -0.0105541670 D_cpiCAN -2 Equation dolcan -0.007690921 Equation cpiUSA 0.071308210 Equation cpiCAN 0.148246352 $var_l2_adf_bo Intercept Trend dolcan-1 cpiUSA-1 Equation dolcan 0.006752721 -0.0001508005 -0.02113829 0.001347547 Equation cpiUSA 0.296441336 0.0006902825 -0.06387369 -0.003153899 Equation cpiCAN -0.369694108 -0.0053466472 0.08557500 0.022979710 cpiCAN-1 D_dolcan -1 D_cpiUSA -1 D_cpiCAN -1 Equation dolcan -0.0006770479 0.1577383 -0.003734563 -0.0004438617 Equation cpiUSA 0.0003340156 0.7031820 0.474414243 -0.0295769776 Equation cpiCAN -0.0050373093 0.1714720 0.275443620 -0.0575557118 D_dolcan -2 D_cpiUSA -2 D_cpiCAN -2 Equation dolcan -0.03565128 -0.0007742571 -0.007494714 Equation cpiUSA -0.52460627 -0.0215467227 0.079921633 Equation cpiCAN -0.45779914 -0.0037287348 0.137504492 $var_l2_adf_no dolcan-1 cpiUSA-1 cpiCAN-1 D_dolcan -1 Equation dolcan 0.001717879 0.0003471365 -0.0003373473 0.1594360 Equation cpiUSA 0.162937785 -0.0025100975 0.0013552021 0.6479220 Equation cpiCAN 0.279232965 -0.0051669784 0.0022132913 0.3200284 D_cpiUSA -1 D_cpiCAN -1 D_dolcan -2 D_cpiUSA -2 Equation dolcan -0.001904153 0.0005554029 -0.04162504 0.001380531 Equation cpiUSA 0.490957498 -0.0325610424 -0.64140684 -0.005841242 Equation cpiCAN 0.293968133 -0.0250852914 -0.40138450 0.025092665 D_cpiCAN -2 Equation dolcan -0.006343534 Equation cpiUSA 0.078099491 Equation cpiCAN 0.171905123 $var_l2_adf_coAsExo dolcan-1 cpiUSA-1 cpiCAN-1 D_dolcan -1 Equation dolcan -0.01986115 0.0006033709 -0.0005050753 0.1625279 Equation cpiUSA -0.06971973 0.0002525317 -0.0004531813 0.6812577 Equation cpiCAN 0.13085606 -0.0034051167 0.0010599980 0.3412882 D_cpiUSA -1 D_cpiCAN -1 D_dolcan -2 D_cpiUSA -2 Equation dolcan -0.003526765 0.0004518798 -0.03224004 -0.0002842096 Equation cpiUSA 0.473463061 -0.0336771926 -0.54022104 -0.0237898926 Equation cpiCAN 0.282811088 -0.0257971141 -0.33685344 0.0136459464 D_cpiCAN -2 exo_1 Equation dolcan -0.006567983 0.0213132 Equation cpiUSA 0.075679565 0.2297914 Equation cpiCAN 0.170361820 0.1465491 > lapply(var_all, summary) $var_l1_co ############# ###Model VAR ############# Full sample size: 324 End sample size: 323 Number of variables: 3 Number of estimated slope parameters 12 AIC -4867.939 BIC -4822.608 SSR 29.23749 Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.0161(0.0084). 0.9818(0.0093)*** 0.0007(0.0003)* Equation cpiUSA 0.4768(0.1147)*** -0.1752(0.1275) 1.0035(0.0044)*** Equation cpiCAN 0.3386(0.1591)* 0.0751(0.1770) -0.0024(0.0062) cpiCAN -1 Equation dolcan -0.0005(0.0003). Equation cpiUSA -0.0036(0.0041) Equation cpiCAN 0.9998(0.0056)*** $var_l1_tr ############# ###Model VAR ############# Full sample size: 324 End sample size: 323 Number of variables: 3 Number of estimated slope parameters 12 AIC -4875.198 BIC -4829.866 SSR 28.55718 Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0001(6.2e-05)* 0.9843(0.0076)*** 0.0012(0.0005)* Equation cpiUSA -0.0032(0.0009)*** -0.0331(0.1053) 1.0173(0.0068)*** Equation cpiCAN -0.0049(0.0012)*** -0.1371(0.1423) 0.0241(0.0092)** cpiCAN -1 Equation dolcan -0.0007(0.0003)* Equation cpiUSA -0.0060(0.0043) Equation cpiCAN 0.9929(0.0058)*** $var_l1_bo ############# ###Model VAR ############# Full sample size: 324 End sample size: 323 Number of variables: 3 Number of estimated slope parameters 15 AIC -4879.388 BIC -4822.723 SSR 28.29124 Intercept Trend dolcan -1 Equation dolcan 0.0074(0.0125) -8.6e-05(9.2e-05) 0.9811(0.0093)*** Equation cpiUSA 0.3555(0.1714)* -0.0012(0.0013) -0.1859(0.1281) Equation cpiCAN -0.3510(0.2324) -0.0069(0.0017)*** 0.0138(0.1736) cpiUSA -1 cpiCAN -1 Equation dolcan 0.0011(0.0006). -0.0006(0.0003)* Equation cpiUSA 1.0095(0.0077)*** -0.0050(0.0043) Equation cpiCAN 0.0318(0.0105)** 0.9919(0.0058)*** $var_l1_no ############# ###Model VAR ############# Full sample size: 324 End sample size: 323 Number of variables: 3 Number of estimated slope parameters 9 AIC -4851.887 BIC -4817.888 SSR 30.05131 dolcan -1 cpiUSA -1 cpiCAN -1 Equation dolcan 0.9990(0.0026)*** 0.0005(0.0003) -0.0004(0.0003) Equation cpiUSA 0.3347(0.0359)*** 0.9977(0.0043)*** 3.1e-05(0.0041) Equation cpiCAN 0.4372(0.0489)*** -0.0064(0.0059) 1.0024(0.0055)*** $var_l1_coAsExo ############# ###Model VAR ############# Full sample size: 324 End sample size: 323 Number of variables: 3 Number of estimated slope parameters 12 AIC -4867.939 BIC -4822.608 SSR 29.23749 dolcan -1 cpiUSA -1 cpiCAN -1 Equation dolcan 0.9818(0.0093)*** 0.0007(0.0003)* -0.0005(0.0003). Equation cpiUSA -0.1752(0.1275) 1.0035(0.0044)*** -0.0036(0.0041) Equation cpiCAN 0.0751(0.1770) -0.0024(0.0062) 0.9998(0.0056)*** exo_1 Equation dolcan 0.0161(0.0084). Equation cpiUSA 0.4768(0.1147)*** Equation cpiCAN 0.3386(0.1591)* $var_l0_co ############# ###Model VAR ############# Full sample size: 324 End sample size: 324 Number of variables: 3 Number of estimated slope parameters 3 AIC 1036.999 BIC 1048.341 SSR 417858 Intercept Equation dolcan 1.2316(0.0080)*** Equation cpiUSA 71.6644(1.3844)*** Equation cpiCAN 71.8048(1.4410)*** $var_l0_tr ############# ###Model VAR ############# Full sample size: 324 End sample size: 324 Number of variables: 3 Number of estimated slope parameters 3 AIC 827.5667 BIC 838.9089 SSR 133042.9 Trend Equation dolcan 0.0060(0.0002)*** Equation cpiUSA 0.3972(0.0043)*** Equation cpiCAN 0.4000(0.0042)*** $var_l0_bo ############# ###Model VAR ############# Full sample size: 324 End sample size: 324 Number of variables: 3 Number of estimated slope parameters 6 AIC -567.7922 BIC -545.1077 SSR 6690.337 Intercept Trend Equation dolcan 1.0248(0.0091)*** 0.0013(4.8e-05)*** Equation cpiUSA 28.6090(0.2469)*** 0.2650(0.0013)*** Equation cpiCAN 27.3427(0.4434)*** 0.2736(0.0024)*** $var_l0_coAsExo ############# ###Model VAR ############# Full sample size: 324 End sample size: 324 Number of variables: 3 Number of estimated slope parameters 6 AIC -567.7922 BIC -545.1077 SSR 6690.337 Trend exo_1 Equation dolcan 0.0013(4.8e-05)*** 1.0248(0.0091)*** Equation cpiUSA 0.2650(0.0013)*** 28.6090(0.2469)*** Equation cpiCAN 0.2736(0.0024)*** 27.3427(0.4434)*** $var_l3_co ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 30 AIC -4901.837 BIC -4788.693 SSR 25.40966 Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.0213(0.0087)* 1.1427(0.0563)*** -0.0029(0.0047) Equation cpiUSA 0.2298(0.1080)* 0.6115(0.6982) 1.4737(0.0587)*** Equation cpiCAN 0.1465(0.1625) 0.4721(1.0511) 0.2794(0.0884)** cpiCAN -1 dolcan -2 cpiUSA -2 Equation dolcan -5.3e-05(0.0031) -0.1948(0.0851)* 0.0032(0.0080) Equation cpiUSA -0.0341(0.0386) -1.2215(1.0544) -0.4973(0.0994)*** Equation cpiCAN 0.9753(0.0581)*** -0.6781(1.5874) -0.2692(0.1497). cpiCAN -2 dolcan -3 cpiUSA -3 Equation dolcan -0.0070(0.0044) 0.0322(0.0562) 0.0003(0.0049) Equation cpiUSA 0.1094(0.0544)* 0.5402(0.6962) 0.0238(0.0603) Equation cpiCAN 0.1962(0.0820)* 0.3369(1.0481) -0.0136(0.0908) cpiCAN -3 Equation dolcan 0.0066(0.0031)* Equation cpiUSA -0.0757(0.0388). Equation cpiCAN -0.1704(0.0583)** $var_l3_tr ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 30 AIC -4907.476 BIC -4794.333 SSR 25.12657 Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0002(6.6e-05)** 1.1378(0.0562)*** -0.0021(0.0047) Equation cpiUSA -0.0009(0.0008) 0.6933(0.7029) 1.4860(0.0586)*** Equation cpiCAN -0.0033(0.0012)** 0.1897(1.0418) 0.2801(0.0869)** cpiCAN -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0013(0.0031) -0.1940(0.0848)* 0.0029(0.0080) Equation cpiUSA -0.0391(0.0394) -1.2536(1.0598) -0.4988(0.1000)*** Equation cpiCAN 0.9497(0.0583)*** -0.5970(1.5709) -0.2757(0.1482). cpiCAN -2 dolcan -3 cpiUSA -3 Equation dolcan -0.0070(0.0044) 0.0379(0.0558) 0.0006(0.0049) Equation cpiUSA 0.1099(0.0547)* 0.6225(0.6983) 0.0161(0.0607) Equation cpiCAN 0.1945(0.0811)* 0.3357(1.0351) 0.0106(0.0899) cpiCAN -3 Equation dolcan 0.0077(0.0031)* Equation cpiUSA -0.0713(0.0394). Equation cpiCAN -0.1482(0.0584)* $var_l3_bo ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 33 AIC -4910.109 BIC -4785.651 SSR 24.9023 Intercept Trend dolcan -1 Equation dolcan 0.0068(0.0127) -0.0002(9.6e-05) 1.1366(0.0563)*** Equation cpiUSA 0.2964(0.1583). 0.0007(0.0012) 0.6393(0.7006) Equation cpiCAN -0.3697(0.2350) -0.0053(0.0018)** 0.2570(1.0403) cpiUSA -1 cpiCAN -1 dolcan -2 Equation dolcan -0.0024(0.0047) -0.0011(0.0032) -0.1934(0.0849)* Equation cpiUSA 1.4713(0.0589)*** -0.0292(0.0395) -1.2278(1.0556) Equation cpiCAN 0.2984(0.0875)*** 0.9374(0.0587)*** -0.6293(1.5674) cpiUSA -2 cpiCAN -2 dolcan -3 Equation dolcan 0.0030(0.0080) -0.0071(0.0044) 0.0357(0.0561) Equation cpiUSA -0.4960(0.0996)*** 0.1095(0.0545)* 0.5246(0.6975) Equation cpiCAN -0.2792(0.1478). 0.1951(0.0809)* 0.4578(1.0356) cpiUSA -3 cpiCAN -3 Equation dolcan 0.0008(0.0049) 0.0075(0.0032)* Equation cpiUSA 0.0215(0.0605) -0.0799(0.0395)* Equation cpiCAN 0.0037(0.0898) -0.1375(0.0586)* $var_l3_no ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 27 AIC -4896.79 BIC -4794.961 SSR 25.56968 dolcan -1 cpiUSA -1 cpiCAN -1 Equation dolcan 1.1612(0.0563)*** -0.0016(0.0047) 0.0002(0.0031) Equation cpiUSA 0.8109(0.6958) 1.4884(0.0586)*** -0.0312(0.0388) Equation cpiCAN 0.5993(1.0413) 0.2888(0.0877)** 0.9771(0.0580)*** dolcan -2 cpiUSA -2 cpiCAN -2 Equation dolcan -0.2011(0.0857)* 0.0033(0.0081) -0.0069(0.0044) Equation cpiUSA -1.2893(1.0599) -0.4968(0.1000)*** 0.1107(0.0548)* Equation cpiCAN -0.7214(1.5862) -0.2689(0.1497). 0.1970(0.0819)* dolcan -3 cpiUSA -3 cpiCAN -3 Equation dolcan 0.0416(0.0565) -0.0014(0.0049) 0.0063(0.0031)* Equation cpiUSA 0.6414(0.6985) 0.0058(0.0601) -0.0781(0.0390)* Equation cpiCAN 0.4014(1.0453) -0.0251(0.0899) -0.1719(0.0583)** $var_l3_coAsExo ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 30 AIC -4901.837 BIC -4788.693 SSR 25.40966 dolcan -1 cpiUSA -1 cpiCAN -1 Equation dolcan 1.1427(0.0563)*** -0.0029(0.0047) -5.3e-05(0.0031) Equation cpiUSA 0.6115(0.6982) 1.4737(0.0587)*** -0.0341(0.0386) Equation cpiCAN 0.4721(1.0511) 0.2794(0.0884)** 0.9753(0.0581)*** dolcan -2 cpiUSA -2 cpiCAN -2 Equation dolcan -0.1948(0.0851)* 0.0032(0.0080) -0.0070(0.0044) Equation cpiUSA -1.2215(1.0544) -0.4973(0.0994)*** 0.1094(0.0544)* Equation cpiCAN -0.6781(1.5874) -0.2692(0.1497). 0.1962(0.0820)* dolcan -3 cpiUSA -3 cpiCAN -3 Equation dolcan 0.0322(0.0562) 0.0003(0.0049) 0.0066(0.0031)* Equation cpiUSA 0.5402(0.6962) 0.0238(0.0603) -0.0757(0.0388). Equation cpiCAN 0.3369(1.0481) -0.0136(0.0908) -0.1704(0.0583)** exo_1 Equation dolcan 0.0213(0.0087)* Equation cpiUSA 0.2298(0.1080)* Equation cpiCAN 0.1465(0.1625) $var_l2_diff_co ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 21 AIC -4902.876 BIC -4823.675 SSR 26.01173 Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.0034(0.0015)* 0.1618(0.0560)** -0.0024(0.0047) Equation cpiUSA 0.1229(0.0185)*** 0.6791(0.6908) 0.4797(0.0585)*** Equation cpiCAN 0.1229(0.0282)*** 0.4349(1.0514) 0.2892(0.0891)** cpiCAN -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0001(0.0031) -0.0374(0.0561) 0.0013(0.0048) Equation cpiUSA -0.0255(0.0379) -0.5771(0.6919) -0.0208(0.0596) Equation cpiCAN 0.0074(0.0577) -0.2738(1.0531) 0.0059(0.0908) cpiCAN -2 Equation dolcan -0.0071(0.0031)* Equation cpiUSA 0.0840(0.0379)* Equation cpiCAN 0.2036(0.0577)*** $var_l2_diff_tr ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 21 AIC -4865.286 BIC -4786.086 SSR 27.74863 Trend dolcan -1 cpiUSA -1 Equation dolcan 6.9e-06(5.5e-06) 0.1701(0.0562)** -5.3e-05(0.0046) Equation cpiUSA 0.0003(7.0e-05)*** 0.9707(0.7190) 0.5601(0.0591)*** Equation cpiCAN 0.0001(0.0001) 0.8208(1.0775) 0.3999(0.0885)*** cpiCAN -1 dolcan -2 cpiUSA -2 Equation dolcan 0.0012(0.0030) -0.0327(0.0564) 0.0031(0.0048) Equation cpiUSA 0.0238(0.0387) -0.4153(0.7218) 0.0429(0.0611) Equation cpiCAN 0.0592(0.0580) -0.0391(1.0816) 0.0994(0.0915) cpiCAN -2 Equation dolcan -0.0055(0.0030). Equation cpiUSA 0.1413(0.0382)*** Equation cpiCAN 0.2667(0.0573)*** $var_l2_diff_bo ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 24 AIC -4908.37 BIC -4817.856 SSR 25.37086 Intercept Trend dolcan -1 Equation dolcan 0.0044(0.0022). -4.9e-06(8.1e-06) 0.1611(0.0561)** Equation cpiUSA 0.1520(0.0275)*** -0.0001(1.0e-04) 0.6582(0.6898) Equation cpiCAN 0.2225(0.0414)*** -0.0005(0.0002)** 0.3634(1.0361) cpiUSA -1 cpiCAN -1 dolcan -2 Equation dolcan -0.0025(0.0048) -0.0005(0.0031) -0.0374(0.0562) Equation cpiUSA 0.4761(0.0585)*** -0.0360(0.0386) -0.5782(0.6908) Equation cpiCAN 0.2770(0.0878)** -0.0283(0.0579) -0.2776(1.0374) cpiUSA -2 cpiCAN -2 Equation dolcan 0.0013(0.0048) -0.0074(0.0031)* Equation cpiUSA -0.0206(0.0595) 0.0735(0.0386). Equation cpiCAN 0.0066(0.0894) 0.1676(0.0579)** $var_l2_diff_no ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 18 AIC -4855.443 BIC -4787.557 SSR 28.20989 dolcan -1 cpiUSA -1 cpiCAN -1 Equation dolcan 0.1743(0.0561)** 0.0013(0.0045) 0.0013(0.0030) Equation cpiUSA 1.1325(0.7329) 0.6122(0.0587)*** 0.0280(0.0395) Equation cpiCAN 0.8884(1.0758) 0.4217(0.0861)*** 0.0609(0.0580) dolcan -2 cpiUSA -2 cpiCAN -2 Equation dolcan -0.0295(0.0564) 0.0045(0.0047) -0.0052(0.0030). Equation cpiUSA -0.2902(0.7362) 0.0941(0.0608) 0.1515(0.0389)*** Equation cpiCAN 0.0131(1.0807) 0.1208(0.0893) 0.2710(0.0571)*** $var_l2_diff_coAsExo ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 21 AIC -4902.876 BIC -4823.675 SSR 26.01173 dolcan -1 cpiUSA -1 cpiCAN -1 Equation dolcan 0.1618(0.0560)** -0.0024(0.0047) -0.0001(0.0031) Equation cpiUSA 0.6791(0.6908) 0.4797(0.0585)*** -0.0255(0.0379) Equation cpiCAN 0.4349(1.0514) 0.2892(0.0891)** 0.0074(0.0577) dolcan -2 cpiUSA -2 cpiCAN -2 Equation dolcan -0.0374(0.0561) 0.0013(0.0048) -0.0071(0.0031)* Equation cpiUSA -0.5771(0.6919) -0.0208(0.0596) 0.0840(0.0379)* Equation cpiCAN -0.2738(1.0531) 0.0059(0.0908) 0.2036(0.0577)*** exo_1 Equation dolcan 0.0034(0.0015)* Equation cpiUSA 0.1229(0.0185)*** Equation cpiCAN 0.1229(0.0282)*** $var_l2_adf_co ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 30 AIC -4901.837 BIC -4788.693 SSR 25.40966 Intercept dolcan-1 cpiUSA-1 Equation dolcan 0.0213(0.0087)* -0.0199(0.0094)* 0.0006(0.0003). Equation cpiUSA 0.2298(0.1080)* -0.0697(0.1163) 0.0003(0.0041) Equation cpiCAN 0.1465(0.1625) 0.1309(0.1751) -0.0034(0.0061) cpiCAN-1 D_dolcan -1 D_cpiUSA -1 Equation dolcan -0.0005(0.0003). 0.1625(0.0559)** -0.0035(0.0048) Equation cpiUSA -0.0005(0.0037) 0.6813(0.6934) 0.4735(0.0589)*** Equation cpiCAN 0.0011(0.0056) 0.3413(1.0439) 0.2828(0.0887)** D_cpiCAN -1 D_dolcan -2 D_cpiUSA -2 Equation dolcan 0.0005(0.0031) -0.0322(0.0562) -0.0003(0.0049) Equation cpiUSA -0.0337(0.0388) -0.5402(0.6962) -0.0238(0.0603) Equation cpiCAN -0.0258(0.0585) -0.3369(1.0481) 0.0136(0.0908) D_cpiCAN -2 Equation dolcan -0.0066(0.0031)* Equation cpiUSA 0.0757(0.0388). Equation cpiCAN 0.1704(0.0583)** $var_l2_adf_tr ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 30 AIC -4907.476 BIC -4794.333 SSR 25.12657 Trend dolcan-1 cpiUSA-1 Equation dolcan -0.0002(6.6e-05)** -0.0183(0.0077)* 0.0015(0.0005)** Equation cpiUSA -0.0009(0.0008) 0.0622(0.0959) 0.0033(0.0063) Equation cpiCAN -0.0033(0.0012)** -0.0717(0.1422) 0.0150(0.0094) cpiCAN-1 D_dolcan -1 D_cpiUSA -1 Equation dolcan -0.0007(0.0003)* 0.1561(0.0557)** -0.0035(0.0047) Equation cpiUSA -0.0004(0.0039) 0.6311(0.6969) 0.4827(0.0591)*** Equation cpiCAN -0.0041(0.0059) 0.2614(1.0331) 0.2651(0.0875)** D_cpiCAN -1 D_dolcan -2 D_cpiUSA -2 Equation dolcan -0.0007(0.0031) -0.0379(0.0558) -0.0006(0.0049) Equation cpiUSA -0.0386(0.0394) -0.6225(0.6983) -0.0161(0.0607) Equation cpiCAN -0.0463(0.0584) -0.3357(1.0351) -0.0106(0.0899) D_cpiCAN -2 Equation dolcan -0.0077(0.0031)* Equation cpiUSA 0.0713(0.0394). Equation cpiCAN 0.1482(0.0584)* $var_l2_adf_bo ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 33 AIC -4910.109 BIC -4785.651 SSR 24.9023 Intercept Trend dolcan-1 Equation dolcan 0.0068(0.0127) -0.0002(9.6e-05) -0.0211(0.0094)* Equation cpiUSA 0.2964(0.1583). 0.0007(0.0012) -0.0639(0.1169) Equation cpiCAN -0.3697(0.2350) -0.0053(0.0018)** 0.0856(0.1735) cpiUSA-1 cpiCAN-1 D_dolcan -1 Equation dolcan 0.0013(0.0006)* -0.0007(0.0003)* 0.1577(0.0559)** Equation cpiUSA -0.0032(0.0072) 0.0003(0.0040) 0.7032(0.6952) Equation cpiCAN 0.0230(0.0107)* -0.0050(0.0059) 0.1715(1.0322) D_cpiUSA -1 D_cpiCAN -1 D_dolcan -2 Equation dolcan -0.0037(0.0047) -0.0004(0.0032) -0.0357(0.0561) Equation cpiUSA 0.4744(0.0590)*** -0.0296(0.0395) -0.5246(0.6975) Equation cpiCAN 0.2754(0.0876)** -0.0576(0.0587) -0.4578(1.0356) D_cpiUSA -2 D_cpiCAN -2 Equation dolcan -0.0008(0.0049) -0.0075(0.0032)* Equation cpiUSA -0.0215(0.0605) 0.0799(0.0395)* Equation cpiCAN -0.0037(0.0898) 0.1375(0.0586)* $var_l2_adf_no ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 27 AIC -4896.79 BIC -4794.961 SSR 25.56968 dolcan-1 cpiUSA-1 cpiCAN-1 Equation dolcan 0.0017(0.0032) 0.0003(0.0003) -0.0003(0.0003) Equation cpiUSA 0.1629(0.0399)*** -0.0025(0.0039) 0.0014(0.0036) Equation cpiCAN 0.2792(0.0597)*** -0.0052(0.0058) 0.0022(0.0054) D_dolcan -1 D_cpiUSA -1 D_cpiCAN -1 Equation dolcan 0.1594(0.0564)** -0.0019(0.0047) 0.0006(0.0032) Equation cpiUSA 0.6479(0.6972) 0.4910(0.0586)*** -0.0326(0.0390) Equation cpiCAN 0.3200(1.0433) 0.2940(0.0878)*** -0.0251(0.0584) D_dolcan -2 D_cpiUSA -2 D_cpiCAN -2 Equation dolcan -0.0416(0.0565) 0.0014(0.0049) -0.0063(0.0031)* Equation cpiUSA -0.6414(0.6985) -0.0058(0.0601) 0.0781(0.0390)* Equation cpiCAN -0.4014(1.0453) 0.0251(0.0899) 0.1719(0.0583)** $var_l2_adf_coAsExo ############# ###Model VAR ############# Full sample size: 324 End sample size: 321 Number of variables: 3 Number of estimated slope parameters 30 AIC -4901.837 BIC -4788.693 SSR 25.40966 dolcan-1 cpiUSA-1 cpiCAN-1 Equation dolcan -0.0199(0.0094)* 0.0006(0.0003). -0.0005(0.0003). Equation cpiUSA -0.0697(0.1163) 0.0003(0.0041) -0.0005(0.0037) Equation cpiCAN 0.1309(0.1751) -0.0034(0.0061) 0.0011(0.0056) D_dolcan -1 D_cpiUSA -1 D_cpiCAN -1 Equation dolcan 0.1625(0.0559)** -0.0035(0.0048) 0.0005(0.0031) Equation cpiUSA 0.6813(0.6934) 0.4735(0.0589)*** -0.0337(0.0388) Equation cpiCAN 0.3413(1.0439) 0.2828(0.0887)** -0.0258(0.0585) D_dolcan -2 D_cpiUSA -2 D_cpiCAN -2 Equation dolcan -0.0322(0.0562) -0.0003(0.0049) -0.0066(0.0031)* Equation cpiUSA -0.5402(0.6962) -0.0238(0.0603) 0.0757(0.0388). Equation cpiCAN -0.3369(1.0481) 0.0136(0.0908) 0.1704(0.0583)** exo_1 Equation dolcan 0.0213(0.0087)* Equation cpiUSA 0.2298(0.1080)* Equation cpiCAN 0.1465(0.1625) > lapply(var_all, function(x) summary(x)$coefMat) $var_l1_co Estimate Std. Error t value Pr(>|t|) dolcan:Intercept 0.0160622568 0.0083612843 1.9210275 5.561926e-02 dolcan:dolcan-1 0.9818493432 0.0092983653 105.5937590 3.279639e-250 dolcan:cpiUSA-1 0.0006535181 0.0003237999 2.0182777 4.439898e-02 dolcan:cpiCAN-1 -0.0005441472 0.0002953252 -1.8425358 6.632464e-02 cpiUSA:Intercept 0.4768227472 0.1146945165 4.1573282 4.142008e-05 cpiUSA:dolcan-1 -0.1751545686 0.1275487678 -1.3732361 1.706434e-01 cpiUSA:cpiUSA-1 1.0034816358 0.0044416709 225.9243541 0.000000e+00 cpiUSA:cpiCAN-1 -0.0035567095 0.0040510735 -0.8779672 3.806223e-01 cpiCAN:Intercept 0.3385815722 0.1591236070 2.1277897 3.412104e-02 cpiCAN:dolcan-1 0.0751133726 0.1769571958 0.4244720 6.715078e-01 cpiCAN:cpiUSA-1 -0.0023545869 0.0061622362 -0.3820994 7.026420e-01 cpiCAN:cpiCAN-1 0.9998414195 0.0056203335 177.8971687 3.221308e-321 $var_l1_tr Estimate Std. Error t value Pr(>|t|) dolcan:Trend -0.0001267674 6.170383e-05 -2.0544501 4.074651e-02 dolcan:dolcan-1 0.9842552563 7.628535e-03 129.0228431 2.459928e-277 dolcan:cpiUSA-1 0.0012458082 4.908189e-04 2.5382239 1.161695e-02 dolcan:cpiCAN-1 -0.0006663591 3.116419e-04 -2.1382203 3.325834e-02 cpiUSA:Trend -0.0031568297 8.516042e-04 -3.7069212 2.472967e-04 cpiUSA:dolcan-1 -0.0330854990 1.052851e-01 -0.3142468 7.535390e-01 cpiUSA:cpiUSA-1 1.0173043941 6.774027e-03 150.1771995 4.986079e-298 cpiUSA:cpiCAN-1 -0.0060219580 4.301120e-03 -1.4000907 1.624580e-01 cpiCAN:Trend -0.0049290069 1.150937e-03 -4.2826029 2.447365e-05 cpiCAN:dolcan-1 -0.1371090882 1.422920e-01 -0.9635752 3.359888e-01 cpiCAN:cpiUSA-1 0.0241242440 9.155050e-03 2.6350749 8.822602e-03 cpiCAN:cpiCAN-1 0.9929378172 5.812934e-03 170.8152648 1.195196e-315 $var_l1_bo Estimate Std. Error t value Pr(>|t|) dolcan:Intercept 7.388597e-03 1.249479e-02 0.59133439 5.547165e-01 dolcan:Trend -8.622274e-05 9.228362e-05 -0.93432337 3.508460e-01 dolcan:dolcan-1 9.810784e-01 9.336745e-03 105.07713252 5.522163e-249 dolcan:cpiUSA-1 1.083529e-03 5.627670e-04 1.92535953 5.507598e-02 dolcan:cpiCAN-1 -6.442119e-04 3.142003e-04 -2.05032258 4.115249e-02 cpiUSA:Intercept 3.555012e-01 1.713858e-01 2.07427492 3.885807e-02 cpiUSA:Trend -1.206028e-03 1.265816e-03 -0.95276688 3.414318e-01 cpiUSA:dolcan-1 -1.859374e-01 1.280683e-01 -1.45186198 1.475258e-01 cpiUSA:cpiUSA-1 1.009496e+00 7.719240e-03 130.77664532 1.627465e-278 cpiUSA:cpiCAN-1 -4.956349e-03 4.309754e-03 -1.15003059 2.509954e-01 cpiCAN:Intercept -3.510328e-01 2.323561e-01 -1.51075361 1.318443e-01 cpiCAN:Trend -6.855288e-03 1.716128e-03 -3.99462427 8.055532e-05 cpiCAN:dolcan-1 1.382157e-02 1.736284e-01 0.07960432 9.366020e-01 cpiCAN:cpiUSA-1 3.183415e-02 1.046535e-02 3.04186191 2.546935e-03 cpiCAN:cpiCAN-1 9.918856e-01 5.842944e-03 169.75784679 4.953985e-314 $var_l1_no Estimate Std. Error t value Pr(>|t|) dolcan:dolcan-1 9.990246e-01 0.0025650007 389.483166549 0.000000e+00 dolcan:cpiUSA-1 4.597724e-04 0.0003089831 1.488017978 1.377309e-01 dolcan:cpiCAN-1 -4.232838e-04 0.0002897560 -1.460828568 1.450436e-01 cpiUSA:dolcan-1 3.347079e-01 0.0359183897 9.318567108 1.979241e-18 cpiUSA:cpiUSA-1 9.977301e-01 0.0043267729 230.594519235 0.000000e+00 cpiUSA:cpiCAN-1 3.123187e-05 0.0040575300 0.007697262 9.938633e-01 cpiCAN:dolcan-1 4.371558e-01 0.0488778069 8.943849684 3.083179e-17 cpiCAN:cpiUSA-1 -6.438617e-03 0.0058878801 -1.093537323 2.749804e-01 cpiCAN:cpiCAN-1 1.002389e+00 0.0055214939 181.543104630 0.000000e+00 $var_l1_coAsExo Estimate Std. Error t value Pr(>|t|) dolcan:dolcan-1 0.9818493432 0.0092983653 105.5937590 3.279639e-250 dolcan:cpiUSA-1 0.0006535181 0.0003237999 2.0182777 4.439898e-02 dolcan:cpiCAN-1 -0.0005441472 0.0002953252 -1.8425358 6.632464e-02 dolcan:exo_1 0.0160622568 0.0083612843 1.9210275 5.561926e-02 cpiUSA:dolcan-1 -0.1751545686 0.1275487678 -1.3732361 1.706434e-01 cpiUSA:cpiUSA-1 1.0034816358 0.0044416709 225.9243541 0.000000e+00 cpiUSA:cpiCAN-1 -0.0035567095 0.0040510735 -0.8779672 3.806223e-01 cpiUSA:exo_1 0.4768227472 0.1146945165 4.1573282 4.142008e-05 cpiCAN:dolcan-1 0.0751133726 0.1769571958 0.4244720 6.715078e-01 cpiCAN:cpiUSA-1 -0.0023545869 0.0061622362 -0.3820994 7.026420e-01 cpiCAN:cpiCAN-1 0.9998414195 0.0056203335 177.8971687 3.221308e-321 cpiCAN:exo_1 0.3385815722 0.1591236070 2.1277897 3.412104e-02 $var_l0_co Estimate Std. Error t value Pr(>|t|) dolcan:Intercept 1.231588 0.008020747 153.55029 5.927309e-304 cpiUSA:Intercept 71.664414 1.384350126 51.76755 1.929285e-158 cpiCAN:Intercept 71.804784 1.440952489 49.83147 1.094063e-153 $var_l0_tr Estimate Std. Error t value Pr(>|t|) dolcan:Trend 0.006009626 0.0001536233 39.11924 1.414890e-124 cpiUSA:Trend 0.397201333 0.0042857338 92.67989 9.241947e-235 cpiCAN:Trend 0.400004285 0.0042157008 94.88441 6.090073e-238 $var_l0_bo Estimate Std. Error t value Pr(>|t|) dolcan:Intercept 1.024832519 0.0090879124 112.76875 7.322464e-261 dolcan:Trend 0.001272341 0.0000484703 26.24991 5.323111e-82 cpiUSA:Intercept 28.609033177 0.2469370811 115.85556 1.509294e-264 cpiUSA:Trend 0.264956187 0.0013170368 201.17600 0.000000e+00 cpiCAN:Intercept 27.342742040 0.4434437551 61.66000 2.314509e-180 cpiCAN:Trend 0.273612566 0.0023651034 115.68736 2.383389e-264 $var_l0_coAsExo Estimate Std. Error t value Pr(>|t|) dolcan:Trend 0.001272341 0.0000484703 26.24991 5.323111e-82 dolcan:exo_1 1.024832519 0.0090879124 112.76875 7.322464e-261 cpiUSA:Trend 0.264956187 0.0013170368 201.17600 0.000000e+00 cpiUSA:exo_1 28.609033177 0.2469370811 115.85556 1.509294e-264 cpiCAN:Trend 0.273612566 0.0023651034 115.68736 2.383389e-264 cpiCAN:exo_1 27.342742040 0.4434437551 61.66000 2.314509e-180 $var_l3_co Estimate Std. Error t value Pr(>|t|) dolcan:Intercept 2.131320e-02 0.008709300 2.44717714 1.495100e-02 dolcan:dolcan-1 1.142667e+00 0.056319303 20.28907806 6.880409e-59 dolcan:cpiUSA-1 -2.923395e-03 0.004735691 -0.61731112 5.374812e-01 dolcan:cpiCAN-1 -5.319548e-05 0.003112071 -0.01709327 9.863732e-01 dolcan:dolcan-2 -1.947679e-01 0.085052897 -2.28996234 2.269284e-02 dolcan:cpiUSA-2 3.242556e-03 0.008021052 0.40425570 6.863026e-01 dolcan:cpiCAN-2 -7.019863e-03 0.004391753 -1.59841941 1.109651e-01 dolcan:dolcan-3 3.224004e-02 0.056155598 0.57411978 5.663017e-01 dolcan:cpiUSA-3 2.842096e-04 0.004864610 0.05842392 9.534485e-01 dolcan:cpiCAN-3 6.567983e-03 0.003125891 2.10115548 3.643181e-02 cpiUSA:Intercept 2.297914e-01 0.107973803 2.12821453 3.410530e-02 cpiUSA:dolcan-1 6.115380e-01 0.698220190 0.87585265 3.817861e-01 cpiUSA:cpiUSA-1 1.473716e+00 0.058710863 25.10124219 9.279104e-77 cpiUSA:cpiCAN-1 -3.413037e-02 0.038581995 -0.88461921 3.770454e-01 cpiUSA:dolcan-2 -1.221479e+00 1.054445750 -1.15840837 2.475862e-01 cpiUSA:cpiUSA-2 -4.972530e-01 0.099441221 -5.00047110 9.573965e-07 cpiUSA:cpiCAN-2 1.093568e-01 0.054446880 2.00850366 4.545398e-02 cpiUSA:dolcan-3 5.402210e-01 0.696190653 0.77596710 4.383581e-01 cpiUSA:cpiUSA-3 2.378989e-02 0.060309147 0.39446575 6.935076e-01 cpiUSA:cpiCAN-3 -7.567957e-02 0.038753323 -1.95285356 5.173365e-02 cpiCAN:Intercept 1.465491e-01 0.162548024 0.90157389 3.679809e-01 cpiCAN:dolcan-1 4.721442e-01 1.051128222 0.44917853 6.536157e-01 cpiCAN:cpiUSA-1 2.794060e-01 0.088385650 3.16121420 1.725944e-03 cpiCAN:cpiCAN-1 9.752629e-01 0.058082857 16.79089029 1.725344e-45 cpiCAN:dolcan-2 -6.781416e-01 1.587404234 -0.42720159 6.695281e-01 cpiCAN:cpiUSA-2 -2.691651e-01 0.149702738 -1.79799745 7.314717e-02 cpiCAN:cpiCAN-2 1.961589e-01 0.081966482 2.39316035 1.729668e-02 cpiCAN:dolcan-3 3.368534e-01 1.048072876 0.32140269 7.481211e-01 cpiCAN:cpiUSA-3 -1.364595e-02 0.090791769 -0.15029938 8.806259e-01 cpiCAN:cpiCAN-3 -1.703618e-01 0.058340782 -2.92011548 3.754716e-03 $var_l3_tr Estimate Std. Error t value Pr(>|t|) dolcan:Trend -0.0001881242 6.566513e-05 -2.8649027 4.455327e-03 dolcan:dolcan-1 1.1378298546 5.620873e-02 20.2429367 1.030472e-58 dolcan:cpiUSA-1 -0.0020523825 4.689475e-03 -0.4376572 6.619386e-01 dolcan:cpiCAN-1 -0.0013450962 3.146929e-03 -0.4274313 6.693610e-01 dolcan:dolcan-2 -0.1939781854 8.475407e-02 -2.2887182 2.276599e-02 dolcan:cpiUSA-2 0.0028966719 7.994253e-03 0.3623443 7.173409e-01 dolcan:cpiCAN-2 -0.0070406556 4.376464e-03 -1.6087545 1.086847e-01 dolcan:dolcan-3 0.0378821709 5.584471e-02 0.6783484 4.980552e-01 dolcan:cpiUSA-3 0.0006495858 4.852063e-03 0.1338783 8.935854e-01 dolcan:cpiCAN-3 0.0076909213 3.148985e-03 2.4423495 1.514854e-02 cpiUSA:Trend -0.0009482088 8.210984e-04 -1.1548053 2.490567e-01 cpiUSA:dolcan-1 0.6932989611 7.028526e-01 0.9864074 3.247000e-01 cpiUSA:cpiUSA-1 1.4859505894 5.863874e-02 25.3407642 1.272513e-77 cpiUSA:cpiCAN-1 -0.0390846473 3.935024e-02 -0.9932505 3.213601e-01 cpiUSA:dolcan-2 -1.2536289236 1.059793e+00 -1.1828999 2.377523e-01 cpiUSA:cpiUSA-2 -0.4987544517 9.996277e-02 -4.9894019 1.009594e-06 cpiUSA:cpiCAN-2 0.1099462251 5.472475e-02 2.0090769 4.539281e-02 cpiUSA:dolcan-3 0.6225415161 6.983006e-01 0.8915093 3.733452e-01 cpiUSA:cpiUSA-3 0.0160737108 6.067180e-02 0.2649289 7.912398e-01 cpiUSA:cpiCAN-3 -0.0713082105 3.937594e-02 -1.8109587 7.111202e-02 cpiCAN:Trend -0.0033032731 1.217115e-03 -2.7140183 7.018033e-03 cpiCAN:dolcan-1 0.1897148008 1.041839e+00 0.1820960 8.556260e-01 cpiCAN:cpiUSA-1 0.2801030193 8.692029e-02 3.2225274 1.405393e-03 cpiCAN:cpiCAN-1 0.9496806149 5.832892e-02 16.2814713 1.550865e-43 cpiCAN:dolcan-2 -0.5970450129 1.570932e+00 -0.3800577 7.041620e-01 cpiCAN:cpiUSA-2 -0.2756885777 1.481750e-01 -1.8605612 6.374985e-02 cpiCAN:cpiCAN-2 0.1945019801 8.111857e-02 2.3977492 1.708550e-02 cpiCAN:dolcan-3 0.3356633964 1.035092e+00 0.3242836 7.459413e-01 cpiCAN:cpiUSA-3 0.0105541670 8.993389e-02 0.1173547 9.066547e-01 cpiCAN:cpiCAN-3 -0.1482463524 5.836702e-02 -2.5398994 1.157486e-02 $var_l3_bo Estimate Std. Error t value Pr(>|t|) dolcan:Intercept 0.0067527212 1.272410e-02 0.5307033 5.960044e-01 dolcan:Trend -0.0001508005 9.627052e-05 -1.5664249 1.182694e-01 dolcan:dolcan-1 1.1365999857 5.632146e-02 20.1805843 2.038561e-58 dolcan:cpiUSA-1 -0.0023870158 4.737054e-03 -0.5039030 6.146874e-01 dolcan:cpiCAN-1 -0.0011209096 3.178764e-03 -0.3526244 7.246097e-01 dolcan:dolcan-2 -0.1933895533 8.485937e-02 -2.2789415 2.335023e-02 dolcan:cpiUSA-2 0.0029603055 8.004399e-03 0.3698348 7.117581e-01 dolcan:cpiCAN-2 -0.0070508520 4.381569e-03 -1.6092071 1.085889e-01 dolcan:dolcan-3 0.0356512761 5.606712e-02 0.6358678 5.253318e-01 dolcan:cpiUSA-3 0.0007742571 4.863353e-03 0.1592023 8.736132e-01 dolcan:cpiCAN-3 0.0074947137 3.174232e-03 2.3611107 1.883879e-02 cpiUSA:Intercept 0.2964413357 1.582856e-01 1.8728251 6.203356e-02 cpiUSA:Trend 0.0006902825 1.197589e-03 0.5763934 5.647675e-01 cpiUSA:dolcan-1 0.6393082822 7.006295e-01 0.9124770 3.622268e-01 cpiUSA:cpiUSA-1 1.4712603436 5.892815e-02 24.9670187 3.522814e-76 cpiUSA:cpiCAN-1 -0.0292429620 3.954329e-02 -0.7395176 4.601523e-01 cpiUSA:dolcan-2 -1.2277882432 1.055636e+00 -1.1630788 2.456921e-01 cpiUSA:cpiUSA-2 -0.4959609654 9.957338e-02 -4.9808588 1.053391e-06 cpiUSA:cpiCAN-2 0.1094986103 5.450598e-02 2.0089283 4.541146e-02 cpiUSA:dolcan-3 0.5246062684 6.974656e-01 0.7521608 4.525251e-01 cpiUSA:cpiUSA-3 0.0215467227 6.049930e-02 0.3561483 7.219718e-01 cpiUSA:cpiCAN-3 -0.0799216327 3.948692e-02 -2.0240030 4.382725e-02 cpiCAN:Intercept -0.3696941082 2.350145e-01 -1.5730693 1.167228e-01 cpiCAN:Trend -0.0053466472 1.778120e-03 -3.0069109 2.855081e-03 cpiCAN:dolcan-1 0.2570469623 1.040259e+00 0.2470990 8.049952e-01 cpiCAN:cpiUSA-1 0.2984233299 8.749354e-02 3.4108042 7.335490e-04 cpiCAN:cpiCAN-1 0.9374069789 5.871188e-02 15.9662243 2.691974e-42 cpiCAN:dolcan-2 -0.6292711101 1.567355e+00 -0.4014859 6.883390e-01 cpiCAN:cpiUSA-2 -0.2791723545 1.478415e-01 -1.8883218 5.991632e-02 cpiCAN:cpiCAN-2 0.1950602037 8.092772e-02 2.4103014 1.652131e-02 cpiCAN:dolcan-3 0.4577991436 1.035562e+00 0.4420782 6.587409e-01 cpiCAN:cpiUSA-3 0.0037287348 8.982629e-02 0.0415105 9.669156e-01 cpiCAN:cpiCAN-3 -0.1375044919 5.862817e-02 -2.3453656 1.963867e-02 $var_l3_no Estimate Std. Error t value Pr(>|t|) dolcan:dolcan-1 1.1611538771 0.056254754 20.64099117 2.751104e-60 dolcan:cpiUSA-1 -0.0015570164 0.004740107 -0.32847702 7.427714e-01 dolcan:cpiCAN-1 0.0002180556 0.003134862 0.06955827 9.445898e-01 dolcan:dolcan-2 -0.2010610411 0.085690976 -2.34635023 1.958373e-02 dolcan:cpiUSA-2 0.0032846843 0.008084905 0.40627373 6.848200e-01 dolcan:cpiCAN-2 -0.0068989372 0.004426444 -1.55857332 1.201111e-01 dolcan:dolcan-3 0.0416250434 0.056470614 0.73710981 4.616095e-01 dolcan:cpiUSA-3 -0.0013805314 0.004855167 -0.28434273 7.763364e-01 dolcan:cpiCAN-3 0.0063435343 0.003149426 2.01418759 4.484779e-02 cpiUSA:dolcan-1 0.8108598228 0.695812666 1.16534214 2.447707e-01 cpiUSA:cpiUSA-1 1.4884474002 0.058630188 25.38704824 6.929184e-78 cpiUSA:cpiCAN-1 -0.0312058403 0.038774980 -0.80479319 4.215519e-01 cpiUSA:dolcan-2 -1.2893288815 1.059908051 -1.21645352 2.247317e-01 cpiUSA:cpiUSA-2 -0.4967987397 0.100001841 -4.96789592 1.117273e-06 cpiUSA:cpiCAN-2 0.1106605333 0.054750496 2.02117865 4.411492e-02 cpiUSA:dolcan-3 0.6414068435 0.698482626 0.91828604 3.591785e-01 cpiUSA:cpiUSA-3 0.0058412420 0.060053353 0.09726754 9.225764e-01 cpiUSA:cpiCAN-3 -0.0780994909 0.038955114 -2.00485851 4.584179e-02 cpiCAN:dolcan-1 0.5992613517 1.041316555 0.57548432 5.653786e-01 cpiCAN:cpiUSA-1 0.2888011542 0.087742848 3.29144952 1.111000e-03 cpiCAN:cpiCAN-1 0.9771279999 0.058028592 16.83873371 1.037117e-45 cpiCAN:dolcan-2 -0.7214128884 1.586202514 -0.45480503 6.495658e-01 cpiCAN:cpiUSA-2 -0.2688754673 0.149657484 -1.79660556 7.336543e-02 cpiCAN:cpiCAN-2 0.1969904144 0.081936706 2.40417787 1.679160e-02 cpiCAN:dolcan-3 0.4013845018 1.045312276 0.38398526 7.012509e-01 cpiCAN:cpiUSA-3 -0.0250926654 0.089872683 -0.27920236 7.802745e-01 cpiCAN:cpiCAN-3 -0.1719051230 0.058298169 -2.94872248 3.431936e-03 $var_l3_coAsExo Estimate Std. Error t value Pr(>|t|) dolcan:dolcan-1 1.142667e+00 0.056319303 20.28907806 6.880409e-59 dolcan:cpiUSA-1 -2.923395e-03 0.004735691 -0.61731112 5.374812e-01 dolcan:cpiCAN-1 -5.319548e-05 0.003112071 -0.01709327 9.863732e-01 dolcan:dolcan-2 -1.947679e-01 0.085052897 -2.28996234 2.269284e-02 dolcan:cpiUSA-2 3.242556e-03 0.008021052 0.40425570 6.863026e-01 dolcan:cpiCAN-2 -7.019863e-03 0.004391753 -1.59841941 1.109651e-01 dolcan:dolcan-3 3.224004e-02 0.056155598 0.57411978 5.663017e-01 dolcan:cpiUSA-3 2.842096e-04 0.004864610 0.05842392 9.534485e-01 dolcan:cpiCAN-3 6.567983e-03 0.003125891 2.10115548 3.643181e-02 dolcan:exo_1 2.131320e-02 0.008709300 2.44717714 1.495100e-02 cpiUSA:dolcan-1 6.115380e-01 0.698220190 0.87585265 3.817861e-01 cpiUSA:cpiUSA-1 1.473716e+00 0.058710863 25.10124219 9.279104e-77 cpiUSA:cpiCAN-1 -3.413037e-02 0.038581995 -0.88461921 3.770454e-01 cpiUSA:dolcan-2 -1.221479e+00 1.054445750 -1.15840837 2.475862e-01 cpiUSA:cpiUSA-2 -4.972530e-01 0.099441221 -5.00047110 9.573965e-07 cpiUSA:cpiCAN-2 1.093568e-01 0.054446880 2.00850366 4.545398e-02 cpiUSA:dolcan-3 5.402210e-01 0.696190653 0.77596710 4.383581e-01 cpiUSA:cpiUSA-3 2.378989e-02 0.060309147 0.39446575 6.935076e-01 cpiUSA:cpiCAN-3 -7.567957e-02 0.038753323 -1.95285356 5.173365e-02 cpiUSA:exo_1 2.297914e-01 0.107973803 2.12821453 3.410530e-02 cpiCAN:dolcan-1 4.721442e-01 1.051128222 0.44917853 6.536157e-01 cpiCAN:cpiUSA-1 2.794060e-01 0.088385650 3.16121420 1.725944e-03 cpiCAN:cpiCAN-1 9.752629e-01 0.058082857 16.79089029 1.725344e-45 cpiCAN:dolcan-2 -6.781416e-01 1.587404234 -0.42720159 6.695281e-01 cpiCAN:cpiUSA-2 -2.691651e-01 0.149702738 -1.79799745 7.314717e-02 cpiCAN:cpiCAN-2 1.961589e-01 0.081966482 2.39316035 1.729668e-02 cpiCAN:dolcan-3 3.368534e-01 1.048072876 0.32140269 7.481211e-01 cpiCAN:cpiUSA-3 -1.364595e-02 0.090791769 -0.15029938 8.806259e-01 cpiCAN:cpiCAN-3 -1.703618e-01 0.058340782 -2.92011548 3.754716e-03 cpiCAN:exo_1 1.465491e-01 0.162548024 0.90157389 3.679809e-01 $var_l2_diff_co Estimate Std. Error t value Pr(>|t|) dolcan:Intercept 0.0033811245 0.001501452 2.25190250 2.501917e-02 dolcan:dolcan-1 0.1617848555 0.056018500 2.88806118 4.145471e-03 dolcan:cpiUSA-1 -0.0023530312 0.004746174 -0.49577430 6.204005e-01 dolcan:cpiCAN-1 -0.0001260648 0.003075462 -0.04099052 9.673295e-01 dolcan:dolcan-2 -0.0374110781 0.056105615 -0.66679740 5.053912e-01 dolcan:cpiUSA-2 0.0013110481 0.004835101 0.27115214 7.864522e-01 dolcan:cpiCAN-2 -0.0070557267 0.003073238 -2.29586053 2.234244e-02 cpiUSA:Intercept 0.1229125949 0.018515617 6.63832023 1.393992e-10 cpiUSA:dolcan-1 0.6790979253 0.690809146 0.98304710 3.263411e-01 cpiUSA:cpiUSA-1 0.4796869201 0.058528889 8.19572916 6.400561e-15 cpiUSA:cpiCAN-1 -0.0255459970 0.037925994 -0.67357488 5.010771e-01 cpiUSA:dolcan-2 -0.5770587378 0.691883432 -0.83404041 4.048922e-01 cpiUSA:cpiUSA-2 -0.0207625654 0.059625521 -0.34821608 7.279112e-01 cpiUSA:cpiCAN-2 0.0840464949 0.037898573 2.21766914 2.729293e-02 cpiCAN:Intercept 0.1229313372 0.028181630 4.36210884 1.749258e-05 cpiCAN:dolcan-1 0.4349110800 1.051443641 0.41363233 6.794258e-01 cpiCAN:cpiUSA-1 0.2891827556 0.089083690 3.24619193 1.295903e-03 cpiCAN:cpiCAN-1 0.0073892530 0.057725127 0.12800757 8.982249e-01 cpiCAN:dolcan-2 -0.2737632375 1.053078754 -0.25996464 7.950614e-01 cpiCAN:cpiUSA-2 0.0059011435 0.090752816 0.06502436 9.481960e-01 cpiCAN:cpiCAN-2 0.2035591414 0.057683390 3.52890394 4.796426e-04 $var_l2_diff_tr Estimate Std. Error t value Pr(>|t|) dolcan:Trend 6.881061e-06 5.475906e-06 1.25660686 2.098300e-01 dolcan:dolcan-1 1.700795e-01 5.615011e-02 3.02901411 2.657176e-03 dolcan:cpiUSA-1 -5.302340e-05 4.612137e-03 -0.01149649 9.908346e-01 dolcan:cpiCAN-1 1.237383e-03 3.022993e-03 0.40932385 6.825811e-01 dolcan:dolcan-2 -3.274944e-02 5.636365e-02 -0.58103831 5.616315e-01 dolcan:cpiUSA-2 3.147651e-03 4.770272e-03 0.65984736 5.098355e-01 dolcan:cpiCAN-2 -5.464321e-03 2.984551e-03 -1.83086857 6.806770e-02 cpiUSA:Trend 2.664988e-04 7.012039e-05 3.80058869 1.733710e-04 cpiUSA:dolcan-1 9.706962e-01 7.190166e-01 1.35003313 1.779777e-01 cpiUSA:cpiUSA-1 5.601042e-01 5.905960e-02 9.48371048 6.319975e-19 cpiUSA:cpiCAN-1 2.376036e-02 3.871021e-02 0.61380104 5.397912e-01 cpiUSA:dolcan-2 -4.152716e-01 7.217511e-01 -0.57536668 5.654554e-01 cpiUSA:cpiUSA-2 4.285508e-02 6.108456e-02 0.70156971 4.834672e-01 cpiUSA:cpiCAN-2 1.412735e-01 3.821795e-02 3.69652242 2.578565e-04 cpiCAN:Trend 1.112911e-04 1.050805e-04 1.05910348 2.903667e-01 cpiCAN:dolcan-1 8.208368e-01 1.077499e+00 0.76179850 4.467521e-01 cpiCAN:cpiUSA-1 3.999317e-01 8.850510e-02 4.51874196 8.820379e-06 cpiCAN:cpiCAN-1 5.915688e-02 5.801005e-02 1.01976944 3.086229e-01 cpiCAN:dolcan-2 -3.909198e-02 1.081596e+00 -0.03614285 9.711914e-01 cpiCAN:cpiUSA-2 9.940800e-02 9.153965e-02 1.08595556 2.783316e-01 cpiCAN:cpiCAN-2 2.667249e-01 5.727237e-02 4.65712958 4.740394e-06 $var_l2_diff_bo Estimate Std. Error t value Pr(>|t|) dolcan:Intercept 4.385404e-03 2.239911e-03 1.95784739 5.113611e-02 dolcan:Trend -4.912709e-06 8.124292e-06 -0.60469376 5.458206e-01 dolcan:dolcan-1 1.610634e-01 5.608786e-02 2.87162705 4.362235e-03 dolcan:cpiUSA-1 -2.475913e-03 4.755320e-03 -0.52066177 6.029705e-01 dolcan:cpiCAN-1 -4.857000e-04 3.135495e-03 -0.15490379 8.769970e-01 dolcan:dolcan-2 -3.744932e-02 5.616241e-02 -0.66680401 5.053886e-01 dolcan:cpiUSA-2 1.317679e-03 4.840005e-03 0.27224747 7.856113e-01 dolcan:cpiCAN-2 -7.418833e-03 3.134404e-03 -2.36690383 1.854586e-02 cpiUSA:Intercept 1.519952e-01 2.754921e-02 5.51722488 7.226359e-08 cpiUSA:Trend -1.422654e-04 9.992264e-05 -1.42375589 1.555132e-01 cpiUSA:dolcan-1 6.582061e-01 6.898382e-01 0.95414560 3.407462e-01 cpiUSA:cpiUSA-1 4.761284e-01 5.848683e-02 8.14078033 9.401174e-15 cpiUSA:cpiCAN-1 -3.596055e-02 3.856421e-02 -0.93248502 3.518047e-01 cpiUSA:dolcan-2 -5.781662e-01 6.907551e-01 -0.83700603 4.032278e-01 cpiUSA:cpiUSA-2 -2.057054e-02 5.952840e-02 -0.34555842 7.299067e-01 cpiUSA:cpiCAN-2 7.353142e-02 3.855080e-02 1.90739032 5.738519e-02 cpiCAN:Intercept 2.225072e-01 4.137618e-02 5.37766385 1.479160e-07 cpiCAN:Trend -4.871027e-04 1.500739e-04 -3.24575229 1.298256e-03 cpiCAN:dolcan-1 3.633795e-01 1.036069e+00 0.35072913 7.260275e-01 cpiCAN:cpiUSA-1 2.769988e-01 8.784142e-02 3.15339628 1.770322e-03 cpiCAN:cpiCAN-1 -2.826914e-02 5.791963e-02 -0.48807533 6.258382e-01 cpiCAN:dolcan-2 -2.775550e-01 1.037446e+00 -0.26753686 7.892320e-01 cpiCAN:cpiUSA-2 6.558625e-03 8.940575e-02 0.07335797 9.415681e-01 cpiCAN:cpiCAN-2 1.675566e-01 5.789948e-02 2.89392176 4.071745e-03 $var_l2_diff_no Estimate Std. Error t value Pr(>|t|) dolcan:dolcan-1 0.174258362 0.056103037 3.1060415 2.068571e-03 dolcan:cpiUSA-1 0.001290824 0.004490561 0.2874527 7.739547e-01 dolcan:cpiCAN-1 0.001346140 0.003024530 0.4450742 6.565718e-01 dolcan:dolcan-2 -0.029520099 0.056356766 -0.5238075 6.007807e-01 dolcan:cpiUSA-2 0.004471999 0.004656669 0.9603430 3.376192e-01 dolcan:cpiCAN-2 -0.005201487 0.002979948 -1.7454958 8.187364e-02 cpiUSA:dolcan-1 1.132542056 0.732911588 1.5452642 1.232864e-01 cpiUSA:cpiUSA-1 0.612150449 0.058663208 10.4349978 4.318836e-22 cpiUSA:cpiCAN-1 0.027972458 0.039511463 0.7079580 4.794948e-01 cpiUSA:dolcan-2 -0.290201300 0.736226228 -0.3941741 6.937192e-01 cpiUSA:cpiUSA-2 0.094146156 0.060833186 1.5476118 1.227198e-01 cpiUSA:cpiCAN-2 0.151452883 0.038929063 3.8904836 1.220911e-04 cpiCAN:dolcan-1 0.888424355 1.075814889 0.8258153 4.095339e-01 cpiCAN:cpiUSA-1 0.421666484 0.086109640 4.8968557 1.558933e-06 cpiCAN:cpiCAN-1 0.060915869 0.057997473 1.0503194 2.943764e-01 cpiCAN:dolcan-2 0.013137942 1.080680331 0.0121571 9.903080e-01 cpiCAN:cpiUSA-2 0.120827387 0.089294872 1.3531279 1.769851e-01 cpiCAN:cpiCAN-2 0.270975808 0.057142589 4.7420989 3.209863e-06 $var_l2_diff_coAsExo Estimate Std. Error t value Pr(>|t|) dolcan:dolcan-1 0.1617848555 0.056018500 2.88806118 4.145471e-03 dolcan:cpiUSA-1 -0.0023530312 0.004746174 -0.49577430 6.204005e-01 dolcan:cpiCAN-1 -0.0001260648 0.003075462 -0.04099052 9.673295e-01 dolcan:dolcan-2 -0.0374110781 0.056105615 -0.66679740 5.053912e-01 dolcan:cpiUSA-2 0.0013110481 0.004835101 0.27115214 7.864522e-01 dolcan:cpiCAN-2 -0.0070557267 0.003073238 -2.29586053 2.234244e-02 dolcan:exo_1 0.0033811245 0.001501452 2.25190250 2.501917e-02 cpiUSA:dolcan-1 0.6790979253 0.690809146 0.98304710 3.263411e-01 cpiUSA:cpiUSA-1 0.4796869201 0.058528889 8.19572916 6.400561e-15 cpiUSA:cpiCAN-1 -0.0255459970 0.037925994 -0.67357488 5.010771e-01 cpiUSA:dolcan-2 -0.5770587378 0.691883432 -0.83404041 4.048922e-01 cpiUSA:cpiUSA-2 -0.0207625654 0.059625521 -0.34821608 7.279112e-01 cpiUSA:cpiCAN-2 0.0840464949 0.037898573 2.21766914 2.729293e-02 cpiUSA:exo_1 0.1229125949 0.018515617 6.63832023 1.393992e-10 cpiCAN:dolcan-1 0.4349110800 1.051443641 0.41363233 6.794258e-01 cpiCAN:cpiUSA-1 0.2891827556 0.089083690 3.24619193 1.295903e-03 cpiCAN:cpiCAN-1 0.0073892530 0.057725127 0.12800757 8.982249e-01 cpiCAN:dolcan-2 -0.2737632375 1.053078754 -0.25996464 7.950614e-01 cpiCAN:cpiUSA-2 0.0059011435 0.090752816 0.06502436 9.481960e-01 cpiCAN:cpiCAN-2 0.2035591414 0.057683390 3.52890394 4.796426e-04 cpiCAN:exo_1 0.1229313372 0.028181630 4.36210884 1.749258e-05 $var_l2_adf_co Estimate Std. Error t value Pr(>|t|) dolcan:Intercept 0.0213132008 0.0087093004 2.44717714 1.495100e-02 dolcan:dolcan-1 -0.0198611530 0.0093809045 -2.11718956 3.503734e-02 dolcan:cpiUSA-1 0.0006033709 0.0003290169 1.83386021 6.763017e-02 dolcan:cpiCAN-1 -0.0005050753 0.0002990982 -1.68866054 9.228685e-02 dolcan:D_dolcan-1 0.1625278909 0.0559323790 2.90579256 3.926085e-03 dolcan:D_cpiUSA-1 -0.0035267655 0.0047506339 -0.74237787 4.584187e-01 dolcan:D_cpiCAN-1 0.0004518798 0.0031321245 0.14427262 8.853786e-01 dolcan:D_dolcan-2 -0.0322400399 0.0561555982 -0.57411978 5.663017e-01 dolcan:D_cpiUSA-2 -0.0002842096 0.0048646103 -0.05842392 9.534485e-01 dolcan:D_cpiCAN-2 -0.0065679828 0.0031258909 -2.10115548 3.643181e-02 cpiUSA:Intercept 0.2297914172 0.1079738034 2.12821453 3.410530e-02 cpiUSA:dolcan-1 -0.0697197345 0.1163000347 -0.59948163 5.492882e-01 cpiUSA:cpiUSA-1 0.0002525317 0.0040789960 0.06191025 9.506741e-01 cpiUSA:cpiCAN-1 -0.0004531813 0.0037080782 -0.12221461 9.028080e-01 cpiUSA:D_dolcan-1 0.6812577404 0.6934232868 0.98245581 3.266390e-01 cpiUSA:D_cpiUSA-1 0.4734630608 0.0588961210 8.03895151 1.909468e-14 cpiUSA:D_cpiCAN-1 -0.0336771926 0.0388306037 -0.86728480 3.864547e-01 cpiUSA:D_dolcan-2 -0.5402210438 0.6961906532 -0.77596710 4.383581e-01 cpiUSA:D_cpiUSA-2 -0.0237898926 0.0603091468 -0.39446575 6.935076e-01 cpiUSA:D_cpiCAN-2 0.0756795654 0.0387533233 1.95285356 5.173365e-02 cpiCAN:Intercept 0.1465490545 0.1625480236 0.90157389 3.679809e-01 cpiCAN:dolcan-1 0.1308560592 0.1750826606 0.74739588 4.553893e-01 cpiCAN:cpiUSA-1 -0.0034051167 0.0061406815 -0.55451772 5.796231e-01 cpiCAN:cpiCAN-1 0.0010599980 0.0055822872 0.18988597 8.495224e-01 cpiCAN:D_dolcan-1 0.3412881696 1.0439067738 0.32693357 7.439381e-01 cpiCAN:D_cpiUSA-1 0.2828110876 0.0886645442 3.18967509 1.569561e-03 cpiCAN:D_cpiCAN-1 -0.0257971141 0.0584571229 -0.44129976 6.593026e-01 cpiCAN:D_dolcan-2 -0.3368534438 1.0480728764 -0.32140269 7.481211e-01 cpiCAN:D_cpiUSA-2 0.0136459464 0.0907917689 0.15029938 8.806259e-01 cpiCAN:D_cpiCAN-2 0.1703618200 0.0583407818 2.92011548 3.754716e-03 $var_l2_adf_tr Estimate Std. Error t value Pr(>|t|) dolcan:Trend -0.0001881242 6.566513e-05 -2.8649027 4.455327e-03 dolcan:dolcan-1 -0.0182661599 7.670166e-03 -2.3814555 1.784578e-02 dolcan:cpiUSA-1 0.0014938752 5.067836e-04 2.9477575 3.443162e-03 dolcan:cpiCAN-1 -0.0006948306 3.158211e-04 -2.2000767 2.853664e-02 dolcan:D_dolcan-1 0.1560960146 5.573560e-02 2.8006517 5.419198e-03 dolcan:D_cpiUSA-1 -0.0035462577 4.722667e-03 -0.7509015 4.532797e-01 dolcan:D_cpiCAN-1 -0.0006502656 3.149180e-03 -0.2064873 8.365454e-01 dolcan:D_dolcan-2 -0.0378821709 5.584471e-02 -0.6783484 4.980552e-01 dolcan:D_cpiUSA-2 -0.0006495858 4.852063e-03 -0.1338783 8.935854e-01 dolcan:D_cpiCAN-2 -0.0076909213 3.148985e-03 -2.4423495 1.514854e-02 cpiUSA:Trend -0.0009482088 8.210984e-04 -1.1548053 2.490567e-01 cpiUSA:dolcan-1 0.0622115536 9.591029e-02 0.6486432 5.170477e-01 cpiUSA:cpiUSA-1 0.0032698485 6.336989e-03 0.5159940 6.062253e-01 cpiUSA:cpiCAN-1 -0.0004466327 3.949131e-03 -0.1130965 9.100271e-01 cpiUSA:D_dolcan-1 0.6310874075 6.969364e-01 0.9055165 3.658928e-01 cpiUSA:D_cpiUSA-1 0.4826807409 5.905379e-02 8.1735779 7.653951e-15 cpiUSA:D_cpiCAN-1 -0.0386380146 3.937839e-02 -0.9811984 3.272576e-01 cpiUSA:D_dolcan-2 -0.6225415161 6.983006e-01 -0.8915093 3.733452e-01 cpiUSA:D_cpiUSA-2 -0.0160737108 6.067180e-02 -0.2649289 7.912398e-01 cpiUSA:D_cpiCAN-2 0.0713082105 3.937594e-02 1.8109587 7.111202e-02 cpiCAN:Trend -0.0033032731 1.217115e-03 -2.7140183 7.018033e-03 cpiCAN:dolcan-1 -0.0716668157 1.421680e-01 -0.5040996 6.145483e-01 cpiCAN:cpiUSA-1 0.0149686087 9.393328e-03 1.5935362 1.120557e-01 cpiCAN:cpiCAN-1 -0.0040637573 5.853802e-03 -0.6942082 4.880699e-01 cpiCAN:D_dolcan-1 0.2613816165 1.033070e+00 0.2530145 8.004242e-01 cpiCAN:D_cpiUSA-1 0.2651344106 8.753551e-02 3.0288783 2.660344e-03 cpiCAN:D_cpiCAN-1 -0.0462556278 5.837064e-02 -0.7924468 4.287043e-01 cpiCAN:D_dolcan-2 -0.3356633964 1.035092e+00 -0.3242836 7.459413e-01 cpiCAN:D_cpiUSA-2 -0.0105541670 8.993389e-02 -0.1173547 9.066547e-01 cpiCAN:D_cpiCAN-2 0.1482463524 5.836702e-02 2.5398994 1.157486e-02 $var_l2_adf_bo Estimate Std. Error t value Pr(>|t|) dolcan:Intercept 0.0067527212 1.272410e-02 0.53070331 5.960044e-01 dolcan:Trend -0.0001508005 9.627052e-05 -1.56642493 1.182694e-01 dolcan:dolcan-1 -0.0211382915 9.394503e-03 -2.25007017 2.514553e-02 dolcan:cpiUSA-1 0.0013475469 5.774502e-04 2.33361577 2.025485e-02 dolcan:cpiCAN-1 -0.0006770479 3.179570e-04 -2.12936979 3.401142e-02 dolcan:D_dolcan-1 0.1577382771 5.588582e-02 2.82250961 5.072897e-03 dolcan:D_cpiUSA-1 -0.0037345626 4.741426e-03 -0.78764546 4.315059e-01 dolcan:D_cpiCAN-1 -0.0004438617 3.176722e-03 -0.13972319 8.889694e-01 dolcan:D_dolcan-2 -0.0356512761 5.606712e-02 -0.63586776 5.253318e-01 dolcan:D_cpiUSA-2 -0.0007742571 4.863353e-03 -0.15920232 8.736132e-01 dolcan:D_cpiCAN-2 -0.0074947137 3.174232e-03 -2.36111074 1.883879e-02 cpiUSA:Intercept 0.2964413357 1.582856e-01 1.87282510 6.203356e-02 cpiUSA:Trend 0.0006902825 1.197589e-03 0.57639342 5.647675e-01 cpiUSA:dolcan-1 -0.0638736925 1.168660e-01 -0.54655477 5.850778e-01 cpiUSA:cpiUSA-1 -0.0031538990 7.183383e-03 -0.43905482 6.609277e-01 cpiUSA:cpiCAN-1 0.0003340156 3.955331e-03 0.08444694 9.327556e-01 cpiUSA:D_dolcan-1 0.7031819748 6.952103e-01 1.01146661 3.125820e-01 cpiUSA:D_cpiUSA-1 0.4744142426 5.898254e-02 8.04329924 1.870378e-14 cpiUSA:D_cpiCAN-1 -0.0295769776 3.951788e-02 -0.74844537 4.547590e-01 cpiUSA:D_dolcan-2 -0.5246062684 6.974656e-01 -0.75216079 4.525251e-01 cpiUSA:D_cpiUSA-2 -0.0215467227 6.049930e-02 -0.35614830 7.219718e-01 cpiUSA:D_cpiCAN-2 0.0799216327 3.948692e-02 2.02400295 4.382725e-02 cpiCAN:Intercept -0.3696941082 2.350145e-01 -1.57306930 1.167228e-01 cpiCAN:Trend -0.0053466472 1.778120e-03 -3.00691094 2.855081e-03 cpiCAN:dolcan-1 0.0855749957 1.735168e-01 0.49317995 6.222346e-01 cpiCAN:cpiUSA-1 0.0229797102 1.066552e-02 2.15457875 3.196491e-02 cpiCAN:cpiCAN-1 -0.0050373093 5.872675e-03 -0.85775376 3.916911e-01 cpiCAN:D_dolcan-1 0.1714719665 1.032213e+00 0.16612072 8.681702e-01 cpiCAN:D_cpiUSA-1 0.2754436197 8.757429e-02 3.14525665 1.820336e-03 cpiCAN:D_cpiCAN-1 -0.0575557118 5.867415e-02 -0.98093811 3.273882e-01 cpiCAN:D_dolcan-2 -0.4577991436 1.035562e+00 -0.44207815 6.587409e-01 cpiCAN:D_cpiUSA-2 -0.0037287348 8.982629e-02 -0.04151050 9.669156e-01 cpiCAN:D_cpiCAN-2 0.1375044919 5.862817e-02 2.34536556 1.963867e-02 $var_l2_adf_no Estimate Std. Error t value Pr(>|t|) dolcan:dolcan-1 0.0017178794 0.0032263493 0.53245301 5.947913e-01 dolcan:cpiUSA-1 0.0003471365 0.0003143951 1.10414080 2.703829e-01 dolcan:cpiCAN-1 -0.0003373473 0.0002934576 -1.14956076 2.512053e-01 dolcan:D_dolcan-1 0.1594359977 0.0563633813 2.82871599 4.976043e-03 dolcan:D_cpiUSA-1 -0.0019041529 0.0047415933 -0.40158503 6.882644e-01 dolcan:D_cpiCAN-1 0.0005554029 0.0031567775 0.17593984 8.604553e-01 dolcan:D_dolcan-2 -0.0416250434 0.0564706135 -0.73710981 4.616095e-01 dolcan:D_cpiUSA-2 0.0013805314 0.0048551669 0.28434273 7.763364e-01 dolcan:D_cpiCAN-2 -0.0063435343 0.0031494257 -2.01418759 4.484779e-02 cpiUSA:dolcan-1 0.1629377848 0.0399065778 4.08298065 5.655299e-05 cpiUSA:cpiUSA-1 -0.0025100975 0.0038887402 -0.64547834 5.190917e-01 cpiUSA:cpiCAN-1 0.0013552021 0.0036297646 0.37335814 7.091355e-01 cpiUSA:D_dolcan-1 0.6479220380 0.6971562744 0.92937848 3.534115e-01 cpiUSA:D_cpiUSA-1 0.4909574977 0.0586485664 8.37117644 1.947589e-15 cpiUSA:D_cpiCAN-1 -0.0325610424 0.0390460473 -0.83391392 4.049675e-01 cpiUSA:D_dolcan-2 -0.6414068435 0.6984826258 -0.91828604 3.591785e-01 cpiUSA:D_cpiUSA-2 -0.0058412420 0.0600533535 -0.09726754 9.225764e-01 cpiUSA:D_cpiCAN-2 0.0780994909 0.0389551136 2.00485851 4.584179e-02 cpiCAN:dolcan-1 0.2792329651 0.0597220806 4.67553981 4.370270e-06 cpiCAN:cpiUSA-1 -0.0051669784 0.0058196835 -0.88784526 3.753079e-01 cpiCAN:cpiCAN-1 0.0022132913 0.0054321143 0.40744564 6.839601e-01 cpiCAN:D_dolcan-1 0.3200283866 1.0433273282 0.30673824 7.592472e-01 cpiCAN:D_cpiUSA-1 0.2939681326 0.0877703528 3.34928735 9.095594e-04 cpiCAN:D_cpiCAN-1 -0.0250852914 0.0584342560 -0.42929085 6.680079e-01 cpiCAN:D_dolcan-2 -0.4013845018 1.0453122758 -0.38398526 7.012509e-01 cpiCAN:D_cpiUSA-2 0.0250926654 0.0898726830 0.27920236 7.802745e-01 cpiCAN:D_cpiCAN-2 0.1719051230 0.0582981694 2.94872248 3.431936e-03 $var_l2_adf_coAsExo Estimate Std. Error t value Pr(>|t|) dolcan:dolcan-1 -0.0198611530 0.0093809045 -2.11718956 3.503734e-02 dolcan:cpiUSA-1 0.0006033709 0.0003290169 1.83386021 6.763017e-02 dolcan:cpiCAN-1 -0.0005050753 0.0002990982 -1.68866054 9.228685e-02 dolcan:D_dolcan-1 0.1625278909 0.0559323790 2.90579256 3.926085e-03 dolcan:D_cpiUSA-1 -0.0035267655 0.0047506339 -0.74237787 4.584187e-01 dolcan:D_cpiCAN-1 0.0004518798 0.0031321245 0.14427262 8.853786e-01 dolcan:D_dolcan-2 -0.0322400399 0.0561555982 -0.57411978 5.663017e-01 dolcan:D_cpiUSA-2 -0.0002842096 0.0048646103 -0.05842392 9.534485e-01 dolcan:D_cpiCAN-2 -0.0065679828 0.0031258909 -2.10115548 3.643181e-02 dolcan:exo_1 0.0213132008 0.0087093004 2.44717714 1.495100e-02 cpiUSA:dolcan-1 -0.0697197345 0.1163000347 -0.59948163 5.492882e-01 cpiUSA:cpiUSA-1 0.0002525317 0.0040789960 0.06191025 9.506741e-01 cpiUSA:cpiCAN-1 -0.0004531813 0.0037080782 -0.12221461 9.028080e-01 cpiUSA:D_dolcan-1 0.6812577404 0.6934232868 0.98245581 3.266390e-01 cpiUSA:D_cpiUSA-1 0.4734630608 0.0588961210 8.03895151 1.909468e-14 cpiUSA:D_cpiCAN-1 -0.0336771926 0.0388306037 -0.86728480 3.864547e-01 cpiUSA:D_dolcan-2 -0.5402210438 0.6961906532 -0.77596710 4.383581e-01 cpiUSA:D_cpiUSA-2 -0.0237898926 0.0603091468 -0.39446575 6.935076e-01 cpiUSA:D_cpiCAN-2 0.0756795654 0.0387533233 1.95285356 5.173365e-02 cpiUSA:exo_1 0.2297914172 0.1079738034 2.12821453 3.410530e-02 cpiCAN:dolcan-1 0.1308560592 0.1750826606 0.74739588 4.553893e-01 cpiCAN:cpiUSA-1 -0.0034051167 0.0061406815 -0.55451772 5.796231e-01 cpiCAN:cpiCAN-1 0.0010599980 0.0055822872 0.18988597 8.495224e-01 cpiCAN:D_dolcan-1 0.3412881696 1.0439067738 0.32693357 7.439381e-01 cpiCAN:D_cpiUSA-1 0.2828110876 0.0886645442 3.18967509 1.569561e-03 cpiCAN:D_cpiCAN-1 -0.0257971141 0.0584571229 -0.44129976 6.593026e-01 cpiCAN:D_dolcan-2 -0.3368534438 1.0480728764 -0.32140269 7.481211e-01 cpiCAN:D_cpiUSA-2 0.0136459464 0.0907917689 0.15029938 8.806259e-01 cpiCAN:D_cpiCAN-2 0.1703618200 0.0583407818 2.92011548 3.754716e-03 cpiCAN:exo_1 0.1465490545 0.1625480236 0.90157389 3.679809e-01 > > lapply(var_all, function(x) head(residuals(x), 3)) $var_l1_co dolcan cpiUSA cpiCAN [1,] -0.005838096 -0.11723045 -0.20366013 [2,] -0.001153241 -0.03804209 -0.27291264 [3,] 0.001628365 -0.11854049 -0.05234842 $var_l1_tr dolcan cpiUSA cpiCAN [1,] -0.0054651762 -0.10222994 -0.21042618 [2,] -0.0007400776 -0.02164029 -0.27959938 [3,] 0.0020142860 -0.10269771 -0.06053874 $var_l1_bo dolcan cpiUSA cpiCAN [1,] -0.005751876 -0.11602446 -0.19680505 [2,] -0.001051344 -0.03661682 -0.26481110 [3,] 0.001708235 -0.11742333 -0.04599823 $var_l1_no dolcan cpiUSA cpiCAN [1,] -0.0046435736 -0.0817699620 -0.17848040 [2,] 0.0001247203 -0.0001046374 -0.24597407 [3,] 0.0029312845 -0.0798621340 -0.02488375 $var_l1_coAsExo dolcan cpiUSA cpiCAN [1,] -0.005838096 -0.11723045 -0.20366013 [2,] -0.001153241 -0.03804209 -0.27291264 [3,] 0.001628365 -0.11854049 -0.05234842 $var_l0_co dolcan cpiUSA cpiCAN [1,] -0.232288 -43.68441 -45.94478 [2,] -0.235988 -43.49441 -45.80478 [3,] -0.234888 -43.22441 -45.73478 $var_l0_tr dolcan cpiUSA cpiCAN [1,] 0.9932904 27.5828 25.46000 [2,] 0.9835807 27.3756 25.19999 [3,] 0.9786711 27.2484 24.86999 $var_l0_bo dolcan cpiUSA cpiCAN [1,] -0.02680486 -0.8939894 -1.756355 [2,] -0.03177720 -0.9689456 -1.889967 [3,] -0.03194954 -0.9639017 -2.093580 $var_l0_coAsExo dolcan cpiUSA cpiCAN [1,] -0.02680486 -0.8939894 -1.756355 [2,] -0.03177720 -0.9689456 -1.889967 [3,] -0.03194954 -0.9639017 -2.093580 $var_l3_co dolcan cpiUSA cpiCAN [1,] 8.589731e-05 -0.09997020 -0.02038427 [2,] -4.837982e-03 -0.05650368 -0.08080706 [3,] -5.189144e-03 -0.04941830 -0.06424025 $var_l3_tr dolcan cpiUSA cpiCAN [1,] -8.628392e-05 -0.08995471 -0.04365856 [2,] -4.705314e-03 -0.04519675 -0.09827242 [3,] -4.894064e-03 -0.03650256 -0.08032415 $var_l3_bo dolcan cpiUSA cpiCAN [1,] -0.0002766288 -0.09831076 -0.03323767 [2,] -0.0049510848 -0.05598596 -0.08481712 [3,] -0.0051883571 -0.04942190 -0.06421235 $var_l3_no dolcan cpiUSA cpiCAN [1,] 0.001981517 -0.07953230 -0.007350036 [2,] -0.002985054 -0.03652607 -0.068066373 [3,] -0.003198583 -0.02795677 -0.050553202 $var_l3_coAsExo dolcan cpiUSA cpiCAN [1,] 8.589731e-05 -0.09997020 -0.02038427 [2,] -4.837982e-03 -0.05650368 -0.08080706 [3,] -5.189144e-03 -0.04941830 -0.06424025 $var_l2_diff_co dolcan cpiUSA cpiCAN [1,] 0.001685337 -0.07134359 0.057361248 [2,] -0.003263559 -0.02900376 -0.007299898 [3,] -0.003403099 -0.02259077 0.004510002 $var_l2_diff_tr dolcan cpiUSA cpiCAN [1,] 0.003779509 0.006317124 0.12048960 [2,] -0.001374186 0.041270702 0.04788365 [3,] -0.001545613 0.046319519 0.06027517 $var_l2_diff_bo dolcan cpiUSA cpiCAN [1,] 0.0007945498 -0.09713958 -0.03096166 [2,] -0.0041038164 -0.05333648 -0.09061271 [3,] -0.0041979248 -0.04560785 -0.07429820 $var_l2_diff_no dolcan cpiUSA cpiCAN [1,] 0.003134868 -0.01864941 0.11006347 [2,] -0.002043534 0.01534729 0.03705792 [3,] -0.002128709 0.02373660 0.05084444 $var_l2_diff_coAsExo dolcan cpiUSA cpiCAN [1,] 0.001685337 -0.07134359 0.057361248 [2,] -0.003263559 -0.02900376 -0.007299898 [3,] -0.003403099 -0.02259077 0.004510002 $var_l2_adf_co dolcan cpiUSA cpiCAN [1,] 8.589731e-05 -0.09997020 -0.02038427 [2,] -4.837982e-03 -0.05650368 -0.08080706 [3,] -5.189144e-03 -0.04941830 -0.06424025 $var_l2_adf_tr dolcan cpiUSA cpiCAN [1,] -8.628392e-05 -0.08995471 -0.04365856 [2,] -4.705314e-03 -0.04519675 -0.09827242 [3,] -4.894064e-03 -0.03650256 -0.08032415 $var_l2_adf_bo dolcan cpiUSA cpiCAN [1,] -0.0002766288 -0.09831076 -0.03323767 [2,] -0.0049510848 -0.05598596 -0.08481712 [3,] -0.0051883571 -0.04942190 -0.06421235 $var_l2_adf_no dolcan cpiUSA cpiCAN [1,] 0.001981517 -0.07953230 -0.007350036 [2,] -0.002985054 -0.03652607 -0.068066373 [3,] -0.003198583 -0.02795677 -0.050553202 $var_l2_adf_coAsExo dolcan cpiUSA cpiCAN [1,] 8.589731e-05 -0.09997020 -0.02038427 [2,] -4.837982e-03 -0.05650368 -0.08080706 [3,] -5.189144e-03 -0.04941830 -0.06424025 > lapply(var_all, function(x) head(fitted(x), 3)) $var_l1_co dolcan cpiUSA cpiCAN [1,] 1.0014381 28.28723 26.20366 [2,] 0.9978532 28.47804 26.34291 [3,] 0.9990716 28.74854 26.41235 $var_l1_tr dolcan cpiUSA cpiCAN [1,] 1.0010652 28.27223 26.21043 [2,] 0.9974401 28.46164 26.34960 [3,] 0.9986857 28.73270 26.42054 $var_l1_bo dolcan cpiUSA cpiCAN [1,] 1.0013519 28.28602 26.19681 [2,] 0.9977513 28.47662 26.33481 [3,] 0.9989918 28.74742 26.40600 $var_l1_no dolcan cpiUSA cpiCAN [1,] 1.0002436 28.25177 26.17848 [2,] 0.9965753 28.44010 26.31597 [3,] 0.9977687 28.70986 26.38488 $var_l1_coAsExo dolcan cpiUSA cpiCAN [1,] 1.0014381 28.28723 26.20366 [2,] 0.9978532 28.47804 26.34291 [3,] 0.9990716 28.74854 26.41235 $var_l0_co dolcan cpiUSA cpiCAN [1,] 1.231588 71.66441 71.80478 [2,] 1.231588 71.66441 71.80478 [3,] 1.231588 71.66441 71.80478 $var_l0_tr dolcan cpiUSA cpiCAN [1,] 0.006009626 0.3972013 0.4000043 [2,] 0.012019251 0.7944027 0.8000086 [3,] 0.018028877 1.1916040 1.2000129 $var_l0_bo dolcan cpiUSA cpiCAN [1,] 1.026105 28.87399 27.61635 [2,] 1.027377 29.13895 27.88997 [3,] 1.028650 29.40390 28.16358 $var_l0_coAsExo dolcan cpiUSA cpiCAN [1,] 1.026105 28.87399 27.61635 [2,] 1.027377 29.13895 27.88997 [3,] 1.028650 29.40390 28.16358 $var_l3_co dolcan cpiUSA cpiCAN [1,] 1.000614 28.72997 26.38038 [2,] 1.005638 28.86650 26.63081 [3,] 1.003589 29.05942 26.85424 $var_l3_tr dolcan cpiUSA cpiCAN [1,] 1.000786 28.71995 26.40366 [2,] 1.005505 28.85520 26.64827 [3,] 1.003294 29.04650 26.87032 $var_l3_bo dolcan cpiUSA cpiCAN [1,] 1.000977 28.72831 26.39324 [2,] 1.005751 28.86599 26.63482 [3,] 1.003588 29.05942 26.85421 $var_l3_no dolcan cpiUSA cpiCAN [1,] 0.9987185 28.70953 26.36735 [2,] 1.0037851 28.84653 26.61807 [3,] 1.0015986 29.03796 26.84055 $var_l3_coAsExo dolcan cpiUSA cpiCAN [1,] 1.000614 28.72997 26.38038 [2,] 1.005638 28.86650 26.63081 [3,] 1.003589 29.05942 26.85424 $var_l2_diff_co dolcan cpiUSA cpiCAN [1,] 0.002314663 0.2613436 0.2326388 [2,] 0.003363559 0.2090038 0.1972999 [3,] 0.001003099 0.2225908 0.2354900 $var_l2_diff_tr dolcan cpiUSA cpiCAN [1,] 0.0002204907 0.1836829 0.1695104 [2,] 0.0014741857 0.1387293 0.1421163 [3,] -0.0008543874 0.1536805 0.1797248 $var_l2_diff_bo dolcan cpiUSA cpiCAN [1,] 0.003205450 0.2871396 0.3209617 [2,] 0.004203816 0.2333365 0.2806127 [3,] 0.001797925 0.2456079 0.3142982 $var_l2_diff_no dolcan cpiUSA cpiCAN [1,] 0.0008651325 0.2086494 0.1799365 [2,] 0.0021435343 0.1646527 0.1529421 [3,] -0.0002712910 0.1762634 0.1891556 $var_l2_diff_coAsExo dolcan cpiUSA cpiCAN [1,] 0.002314663 0.2613436 0.2326388 [2,] 0.003363559 0.2090038 0.1972999 [3,] 0.001003099 0.2225908 0.2354900 $var_l2_adf_co dolcan cpiUSA cpiCAN [1,] 0.003914103 0.2899702 0.3103843 [2,] 0.004937982 0.2365037 0.2708071 [3,] 0.002789144 0.2494183 0.3042403 $var_l2_adf_tr dolcan cpiUSA cpiCAN [1,] 0.004086284 0.2799547 0.3336586 [2,] 0.004805314 0.2251968 0.2882724 [3,] 0.002494064 0.2365026 0.3203242 $var_l2_adf_bo dolcan cpiUSA cpiCAN [1,] 0.004276629 0.2883108 0.3232377 [2,] 0.005051085 0.2359860 0.2748171 [3,] 0.002788357 0.2494219 0.3042124 $var_l2_adf_no dolcan cpiUSA cpiCAN [1,] 0.002018483 0.2695323 0.2973500 [2,] 0.003085054 0.2165261 0.2580664 [3,] 0.000798583 0.2279568 0.2905532 $var_l2_adf_coAsExo dolcan cpiUSA cpiCAN [1,] 0.003914103 0.2899702 0.3103843 [2,] 0.004937982 0.2365037 0.2708071 [3,] 0.002789144 0.2494183 0.3042403 > sapply(var_all, deviance) var_l1_co var_l1_tr var_l1_bo var_l1_no 29.23749 28.55718 28.29124 30.05131 var_l1_coAsExo var_l0_co var_l0_tr var_l0_bo 29.23749 417858.03039 133042.92090 6690.33674 var_l0_coAsExo var_l3_co var_l3_tr var_l3_bo 6690.33674 25.40966 25.12657 24.90230 var_l3_no var_l3_coAsExo var_l2_diff_co var_l2_diff_tr 25.56968 25.40966 26.01173 27.74863 var_l2_diff_bo var_l2_diff_no var_l2_diff_coAsExo var_l2_adf_co 25.37086 28.20989 26.01173 25.40966 var_l2_adf_tr var_l2_adf_bo var_l2_adf_no var_l2_adf_coAsExo 25.12657 24.90230 25.56968 25.40966 > > > ## logLik/AIC/BIC > sapply(var_all, logLik) var_l1_co var_l1_tr var_l1_bo var_l1_no 1071.018 1074.647 1079.742 1059.992 var_l1_coAsExo var_l0_co var_l0_tr var_l0_bo 1071.018 -1894.708 -1789.992 -1089.312 var_l0_coAsExo var_l3_co var_l3_tr var_l3_bo -1089.312 1114.481 1117.300 1121.617 var_l3_no var_l3_coAsExo var_l2_diff_co var_l2_diff_tr 1108.957 1114.481 1106.000 1087.205 var_l2_diff_bo var_l2_diff_no var_l2_diff_coAsExo var_l2_adf_co 1111.747 1079.284 1106.000 1114.481 var_l2_adf_tr var_l2_adf_bo var_l2_adf_no var_l2_adf_coAsExo 1117.300 1121.617 1108.957 1114.481 > sapply(var_all, AIC) var_l1_co var_l1_tr var_l1_bo var_l1_no -4867.9394 -4875.1976 -4879.3876 -4851.8874 var_l1_coAsExo var_l0_co var_l0_tr var_l0_bo -4867.9394 1036.9990 827.5667 -567.7922 var_l0_coAsExo var_l3_co var_l3_tr var_l3_bo -567.7922 -4901.8367 -4907.4762 -4910.1087 var_l3_no var_l3_coAsExo var_l2_diff_co var_l2_diff_tr -4896.7900 -4901.8367 -4902.8757 -4865.2865 var_l2_diff_bo var_l2_diff_no var_l2_diff_coAsExo var_l2_adf_co -4908.3702 -4855.4433 -4902.8757 -4901.8367 var_l2_adf_tr var_l2_adf_bo var_l2_adf_no var_l2_adf_coAsExo -4907.4762 -4910.1087 -4896.7900 -4901.8367 > sapply(var_all, AIC, fitMeasure="LL") var_l1_co var_l1_tr var_l1_bo var_l1_no -2118.037 -2125.295 -2129.485 -2101.984 var_l1_coAsExo var_l0_co var_l0_tr var_l0_bo -2118.037 3795.416 3585.983 2190.624 var_l0_coAsExo var_l3_co var_l3_tr var_l3_bo 2190.624 -2168.961 -2174.601 -2177.233 var_l3_no var_l3_coAsExo var_l2_diff_co var_l2_diff_tr -2163.914 -2168.961 -2170.000 -2132.411 var_l2_diff_bo var_l2_diff_no var_l2_diff_coAsExo var_l2_adf_co -2175.495 -2122.568 -2170.000 -2168.961 var_l2_adf_tr var_l2_adf_bo var_l2_adf_no var_l2_adf_coAsExo -2174.601 -2177.233 -2163.914 -2168.961 > sapply(var_all, BIC) var_l1_co var_l1_tr var_l1_bo var_l1_no -4822.6076 -4829.8658 -4822.7228 -4817.8885 var_l1_coAsExo var_l0_co var_l0_tr var_l0_bo -4822.6076 1048.3412 838.9089 -545.1077 var_l0_coAsExo var_l3_co var_l3_tr var_l3_bo -545.1077 -4788.6934 -4794.3330 -4785.6511 var_l3_no var_l3_coAsExo var_l2_diff_co var_l2_diff_tr -4794.9611 -4788.6934 -4823.6754 -4786.0862 var_l2_diff_bo var_l2_diff_no var_l2_diff_coAsExo var_l2_adf_co -4817.8556 -4787.5574 -4823.6754 -4788.6934 var_l2_adf_tr var_l2_adf_bo var_l2_adf_no var_l2_adf_coAsExo -4794.3330 -4785.6511 -4794.9611 -4788.6934 > sapply(var_all, BIC, fitMeasure="LL") var_l1_co var_l1_tr var_l1_bo var_l1_no -2072.705 -2079.963 -2072.820 -2067.986 var_l1_coAsExo var_l0_co var_l0_tr var_l0_bo -2072.705 3806.758 3597.325 2213.309 var_l0_coAsExo var_l3_co var_l3_tr var_l3_bo 2213.309 -2055.818 -2061.457 -2052.775 var_l3_no var_l3_coAsExo var_l2_diff_co var_l2_diff_tr -2062.085 -2055.818 -2090.800 -2053.211 var_l2_diff_bo var_l2_diff_no var_l2_diff_coAsExo var_l2_adf_co -2084.980 -2054.682 -2090.800 -2055.818 var_l2_adf_tr var_l2_adf_bo var_l2_adf_no var_l2_adf_coAsExo -2061.457 -2052.775 -2062.085 -2055.818 > > ## Misc > sapply(var_all, df.residual) var_l1_co var_l1_tr var_l1_bo var_l1_no 319 319 318 320 var_l1_coAsExo var_l0_co var_l0_tr var_l0_bo 319 323 323 322 var_l0_coAsExo var_l3_co var_l3_tr var_l3_bo 322 311 311 310 var_l3_no var_l3_coAsExo var_l2_diff_co var_l2_diff_tr 312 311 314 314 var_l2_diff_bo var_l2_diff_no var_l2_diff_coAsExo var_l2_adf_co 313 315 314 311 var_l2_adf_tr var_l2_adf_bo var_l2_adf_no var_l2_adf_coAsExo 311 310 312 311 > > ## vcov > sapply(var_all, vcov) $var_l1_co dolcan:Intercept dolcan:dolcan-1 dolcan:cpiUSA-1 dolcan:Intercept 6.991108e-05 -7.475532e-05 8.432795e-07 dolcan:dolcan-1 -7.475532e-05 8.645960e-05 -1.279615e-06 dolcan:cpiUSA-1 8.432795e-07 -1.279615e-06 1.048464e-07 dolcan:cpiCAN-1 -5.260589e-07 8.352835e-07 -9.441887e-08 cpiUSA:Intercept -4.806331e-05 5.139368e-05 -5.797480e-07 cpiUSA:dolcan-1 5.139368e-05 -5.944028e-05 8.797252e-07 cpiUSA:cpiUSA-1 -5.797480e-07 8.797252e-07 -7.208105e-08 cpiUSA:cpiCAN-1 3.616613e-07 -5.742508e-07 6.491222e-08 cpiCAN:Intercept -8.210861e-05 8.779804e-05 -9.904083e-07 cpiCAN:dolcan-1 8.779804e-05 -1.015444e-04 1.502872e-06 cpiCAN:cpiUSA-1 -9.904083e-07 1.502872e-06 -1.231392e-07 cpiCAN:cpiCAN-1 6.178415e-07 -9.810173e-07 1.108923e-07 dolcan:cpiCAN-1 cpiUSA:Intercept cpiUSA:dolcan-1 dolcan:Intercept -5.260589e-07 -4.806331e-05 5.139368e-05 dolcan:dolcan-1 8.352835e-07 5.139368e-05 -5.944028e-05 dolcan:cpiUSA-1 -9.441887e-08 -5.797480e-07 8.797252e-07 dolcan:cpiCAN-1 8.721696e-08 3.616613e-07 -5.742508e-07 cpiUSA:Intercept 3.616613e-07 1.315483e-02 -1.406635e-02 cpiUSA:dolcan-1 -5.742508e-07 -1.406635e-02 1.626869e-02 cpiUSA:cpiUSA-1 6.491222e-08 1.586759e-04 -2.407791e-04 cpiUSA:cpiCAN-1 -5.996096e-08 -9.898598e-05 1.571713e-04 cpiCAN:Intercept 6.178415e-07 6.287405e-03 -6.723069e-03 cpiCAN:dolcan-1 -9.810173e-07 -6.723069e-03 7.775685e-03 cpiCAN:cpiUSA-1 1.108923e-07 7.583977e-05 -1.150813e-04 cpiCAN:cpiCAN-1 -1.024339e-07 -4.731075e-05 7.512066e-05 cpiUSA:cpiUSA-1 cpiUSA:cpiCAN-1 cpiCAN:Intercept dolcan:Intercept -5.797480e-07 3.616613e-07 -8.210861e-05 dolcan:dolcan-1 8.797252e-07 -5.742508e-07 8.779804e-05 dolcan:cpiUSA-1 -7.208105e-08 6.491222e-08 -9.904083e-07 dolcan:cpiCAN-1 6.491222e-08 -5.996096e-08 6.178415e-07 cpiUSA:Intercept 1.586759e-04 -9.898598e-05 6.287405e-03 cpiUSA:dolcan-1 -2.407791e-04 1.571713e-04 -6.723069e-03 cpiUSA:cpiUSA-1 1.972844e-05 -1.776635e-05 7.583977e-05 cpiUSA:cpiCAN-1 -1.776635e-05 1.641120e-05 -4.731075e-05 cpiCAN:Intercept 7.583977e-05 -4.731075e-05 2.532032e-02 cpiCAN:dolcan-1 -1.150813e-04 7.512066e-05 -2.707480e-02 cpiCAN:cpiUSA-1 9.429288e-06 -8.491497e-06 3.054181e-04 cpiCAN:cpiCAN-1 -8.491497e-06 7.843798e-06 -1.905275e-04 cpiCAN:dolcan-1 cpiCAN:cpiUSA-1 cpiCAN:cpiCAN-1 dolcan:Intercept 8.779804e-05 -9.904083e-07 6.178415e-07 dolcan:dolcan-1 -1.015444e-04 1.502872e-06 -9.810173e-07 dolcan:cpiUSA-1 1.502872e-06 -1.231392e-07 1.108923e-07 dolcan:cpiCAN-1 -9.810173e-07 1.108923e-07 -1.024339e-07 cpiUSA:Intercept -6.723069e-03 7.583977e-05 -4.731075e-05 cpiUSA:dolcan-1 7.775685e-03 -1.150813e-04 7.512066e-05 cpiUSA:cpiUSA-1 -1.150813e-04 9.429288e-06 -8.491497e-06 cpiUSA:cpiCAN-1 7.512066e-05 -8.491497e-06 7.843798e-06 cpiCAN:Intercept -2.707480e-02 3.054181e-04 -1.905275e-04 cpiCAN:dolcan-1 3.131385e-02 -4.634497e-04 3.025221e-04 cpiCAN:cpiUSA-1 -4.634497e-04 3.797315e-05 -3.419653e-05 cpiCAN:cpiCAN-1 3.025221e-04 -3.419653e-05 3.158815e-05 $var_l1_tr dolcan:Trend dolcan:dolcan-1 dolcan:cpiUSA-1 dolcan:cpiCAN-1 dolcan:Trend 3.807363e-09 4.435852e-07 -2.360798e-08 7.300580e-09 dolcan:dolcan-1 4.435852e-07 5.819454e-05 -3.127783e-06 1.122896e-06 dolcan:cpiUSA-1 -2.360798e-08 -3.127783e-06 2.409032e-07 -1.331970e-07 dolcan:cpiCAN-1 7.300580e-09 1.122896e-06 -1.331970e-07 9.712069e-08 cpiUSA:Trend -2.566649e-09 -2.990332e-07 1.591480e-08 -4.921525e-09 cpiUSA:dolcan-1 -2.990332e-07 -3.923057e-05 2.108526e-06 -7.569754e-07 cpiUSA:cpiUSA-1 1.591480e-08 2.108526e-06 -1.623995e-07 8.979181e-08 cpiUSA:cpiCAN-1 -4.921525e-09 -7.569754e-07 8.979181e-08 -6.547177e-08 cpiCAN:Trend -5.507756e-09 -6.416933e-07 3.415146e-08 -1.056107e-08 cpiCAN:dolcan-1 -6.416933e-07 -8.418462e-05 4.524672e-06 -1.624389e-06 cpiCAN:cpiUSA-1 3.415146e-08 4.524672e-06 -3.484921e-07 1.926837e-07 cpiCAN:cpiCAN-1 -1.056107e-08 -1.624389e-06 1.926837e-07 -1.404954e-07 cpiUSA:Trend cpiUSA:dolcan-1 cpiUSA:cpiUSA-1 cpiUSA:cpiCAN-1 dolcan:Trend -2.566649e-09 -2.990332e-07 1.591480e-08 -4.921525e-09 dolcan:dolcan-1 -2.990332e-07 -3.923057e-05 2.108526e-06 -7.569754e-07 dolcan:cpiUSA-1 1.591480e-08 2.108526e-06 -1.623995e-07 8.979181e-08 dolcan:cpiCAN-1 -4.921525e-09 -7.569754e-07 8.979181e-08 -6.547177e-08 cpiUSA:Trend 7.252297e-07 8.449449e-05 -4.496868e-06 1.390621e-06 cpiUSA:dolcan-1 8.449449e-05 1.108495e-02 -5.957829e-04 2.138902e-04 cpiUSA:cpiUSA-1 -4.496868e-06 -5.957829e-04 4.588744e-05 -2.537148e-05 cpiUSA:cpiCAN-1 1.390621e-06 2.138902e-04 -2.537148e-05 1.849963e-05 cpiCAN:Trend 3.218050e-07 3.749260e-05 -1.995388e-06 6.170579e-07 cpiCAN:dolcan-1 3.749260e-05 4.918705e-03 -2.643658e-04 9.490914e-05 cpiCAN:cpiUSA-1 -1.995388e-06 -2.643658e-04 2.036156e-05 -1.125804e-05 cpiCAN:cpiCAN-1 6.170579e-07 9.490914e-05 -1.125804e-05 8.208812e-06 cpiCAN:Trend cpiCAN:dolcan-1 cpiCAN:cpiUSA-1 cpiCAN:cpiCAN-1 dolcan:Trend -5.507756e-09 -6.416933e-07 3.415146e-08 -1.056107e-08 dolcan:dolcan-1 -6.416933e-07 -8.418462e-05 4.524672e-06 -1.624389e-06 dolcan:cpiUSA-1 3.415146e-08 4.524672e-06 -3.484921e-07 1.926837e-07 dolcan:cpiCAN-1 -1.056107e-08 -1.624389e-06 1.926837e-07 -1.404954e-07 cpiUSA:Trend 3.218050e-07 3.749260e-05 -1.995388e-06 6.170579e-07 cpiUSA:dolcan-1 3.749260e-05 4.918705e-03 -2.643658e-04 9.490914e-05 cpiUSA:cpiUSA-1 -1.995388e-06 -2.643658e-04 2.036156e-05 -1.125804e-05 cpiUSA:cpiCAN-1 6.170579e-07 9.490914e-05 -1.125804e-05 8.208812e-06 cpiCAN:Trend 1.324656e-06 1.543320e-04 -8.213681e-06 2.540016e-06 cpiCAN:dolcan-1 1.543320e-04 2.024703e-02 -1.088217e-03 3.906776e-04 cpiCAN:cpiUSA-1 -8.213681e-06 -1.088217e-03 8.381495e-05 -4.634186e-05 cpiCAN:cpiCAN-1 2.540016e-06 3.906776e-04 -4.634186e-05 3.379020e-05 $var_l1_bo dolcan:Intercept dolcan:Trend dolcan:dolcan-1 dolcan:cpiUSA-1 dolcan:Intercept 1.561197e-04 8.567020e-07 -6.712549e-05 -3.428934e-06 dolcan:Trend 8.567020e-07 8.516266e-09 7.614229e-08 -4.247238e-08 dolcan:dolcan-1 -6.712549e-05 7.614229e-08 8.717482e-05 -1.659862e-06 dolcan:cpiUSA-1 -3.428934e-06 -4.247238e-08 -1.659862e-06 3.167067e-07 dolcan:cpiCAN-1 4.679660e-07 9.883443e-09 9.239823e-07 -1.437473e-07 cpiUSA:Intercept -1.136203e-04 -6.234878e-07 4.885238e-05 2.495499e-06 cpiUSA:Trend -6.234878e-07 -6.197941e-09 -5.541459e-08 3.091041e-08 cpiUSA:dolcan-1 4.885238e-05 -5.541459e-08 -6.344381e-05 1.208009e-06 cpiUSA:cpiUSA-1 2.495499e-06 3.091041e-08 1.208009e-06 -2.304918e-07 cpiUSA:cpiCAN-1 -3.405748e-07 -7.192941e-09 -6.724528e-07 1.046159e-07 cpiCAN:Intercept -2.179360e-04 -1.195917e-06 9.370415e-05 4.786637e-06 cpiCAN:Trend -1.195917e-06 -1.188832e-08 -1.062912e-07 5.928952e-08 cpiCAN:dolcan-1 9.370415e-05 -1.062912e-07 -1.216921e-04 2.317093e-06 cpiCAN:cpiUSA-1 4.786637e-06 5.928952e-08 2.317093e-06 -4.421082e-07 cpiCAN:cpiCAN-1 -6.532594e-07 -1.379684e-08 -1.289837e-06 2.006647e-07 dolcan:cpiCAN-1 cpiUSA:Intercept cpiUSA:Trend cpiUSA:dolcan-1 dolcan:Intercept 4.679660e-07 -1.136203e-04 -6.234878e-07 4.885238e-05 dolcan:Trend 9.883443e-09 -6.234878e-07 -6.197941e-09 -5.541459e-08 dolcan:dolcan-1 9.239823e-07 4.885238e-05 -5.541459e-08 -6.344381e-05 dolcan:cpiUSA-1 -1.437473e-07 2.495499e-06 3.091041e-08 1.208009e-06 dolcan:cpiCAN-1 9.872181e-08 -3.405748e-07 -7.192941e-09 -6.724528e-07 cpiUSA:Intercept -3.405748e-07 2.937309e-02 1.611839e-04 -1.262930e-02 cpiUSA:Trend -7.192941e-09 1.611839e-04 1.602290e-06 1.432577e-05 cpiUSA:dolcan-1 -6.724528e-07 -1.262930e-02 1.432577e-05 1.640148e-02 cpiUSA:cpiUSA-1 1.046159e-07 -6.451357e-04 -7.990951e-06 -3.122942e-04 cpiUSA:cpiCAN-1 -7.184744e-08 8.804532e-05 1.859517e-06 1.738423e-04 cpiCAN:Intercept -6.532594e-07 1.360245e-02 7.464303e-05 -5.848533e-03 cpiCAN:Trend -1.379684e-08 7.464303e-05 7.420082e-07 6.634152e-06 cpiCAN:dolcan-1 -1.289837e-06 -5.848533e-03 6.634152e-06 7.595398e-03 cpiCAN:cpiUSA-1 2.006647e-07 -2.987574e-04 -3.700548e-06 -1.446211e-04 cpiCAN:cpiCAN-1 -1.378112e-07 4.077311e-05 8.611281e-07 8.050505e-05 cpiUSA:cpiUSA-1 cpiUSA:cpiCAN-1 cpiCAN:Intercept cpiCAN:Trend dolcan:Intercept 2.495499e-06 -3.405748e-07 -2.179360e-04 -1.195917e-06 dolcan:Trend 3.091041e-08 -7.192941e-09 -1.195917e-06 -1.188832e-08 dolcan:dolcan-1 1.208009e-06 -6.724528e-07 9.370415e-05 -1.062912e-07 dolcan:cpiUSA-1 -2.304918e-07 1.046159e-07 4.786637e-06 5.928952e-08 dolcan:cpiCAN-1 1.046159e-07 -7.184744e-08 -6.532594e-07 -1.379684e-08 cpiUSA:Intercept -6.451357e-04 8.804532e-05 1.360245e-02 7.464303e-05 cpiUSA:Trend -7.990951e-06 1.859517e-06 7.464303e-05 7.420082e-07 cpiUSA:dolcan-1 -3.122942e-04 1.738423e-04 -5.848533e-03 6.634152e-06 cpiUSA:cpiUSA-1 5.958667e-05 -2.704528e-05 -2.987574e-04 -3.700548e-06 cpiUSA:cpiCAN-1 -2.704528e-05 1.857398e-05 4.077311e-05 8.611281e-07 cpiCAN:Intercept -2.987574e-04 4.077311e-05 5.398934e-02 2.962649e-04 cpiCAN:Trend -3.700548e-06 8.611281e-07 2.962649e-04 2.945097e-06 cpiCAN:dolcan-1 -1.446211e-04 8.050505e-05 -2.321335e-02 2.633154e-05 cpiCAN:cpiUSA-1 2.759413e-05 -1.252446e-05 -1.185795e-03 -1.468781e-05 cpiCAN:cpiCAN-1 -1.252446e-05 8.601468e-06 1.618321e-04 3.417894e-06 cpiCAN:dolcan-1 cpiCAN:cpiUSA-1 cpiCAN:cpiCAN-1 dolcan:Intercept 9.370415e-05 4.786637e-06 -6.532594e-07 dolcan:Trend -1.062912e-07 5.928952e-08 -1.379684e-08 dolcan:dolcan-1 -1.216921e-04 2.317093e-06 -1.289837e-06 dolcan:cpiUSA-1 2.317093e-06 -4.421082e-07 2.006647e-07 dolcan:cpiCAN-1 -1.289837e-06 2.006647e-07 -1.378112e-07 cpiUSA:Intercept -5.848533e-03 -2.987574e-04 4.077311e-05 cpiUSA:Trend 6.634152e-06 -3.700548e-06 8.611281e-07 cpiUSA:dolcan-1 7.595398e-03 -1.446211e-04 8.050505e-05 cpiUSA:cpiUSA-1 -1.446211e-04 2.759413e-05 -1.252446e-05 cpiUSA:cpiCAN-1 8.050505e-05 -1.252446e-05 8.601468e-06 cpiCAN:Intercept -2.321335e-02 -1.185795e-03 1.618321e-04 cpiCAN:Trend 2.633154e-05 -1.468781e-05 3.417894e-06 cpiCAN:dolcan-1 3.014681e-02 -5.740139e-04 3.195317e-04 cpiCAN:cpiUSA-1 -5.740139e-04 1.095236e-04 -4.971071e-05 cpiCAN:cpiCAN-1 3.195317e-04 -4.971071e-05 3.414000e-05 $var_l1_no dolcan:dolcan-1 dolcan:cpiUSA-1 dolcan:cpiCAN-1 cpiUSA:dolcan-1 dolcan:dolcan-1 6.579228e-06 -3.810807e-07 2.750666e-07 -2.237834e-06 dolcan:cpiUSA-1 -3.810807e-07 9.547055e-08 -8.881392e-08 1.296193e-07 dolcan:cpiCAN-1 2.750666e-07 -8.881392e-08 8.395851e-08 -9.356009e-08 cpiUSA:dolcan-1 -2.237834e-06 1.296193e-07 -9.356009e-08 1.290131e-03 cpiUSA:cpiUSA-1 1.296193e-07 -3.247299e-08 3.020883e-08 -7.472669e-05 cpiUSA:cpiCAN-1 -9.356009e-08 3.020883e-08 -2.855733e-08 5.393821e-05 cpiCAN:dolcan-1 -6.052716e-06 3.505842e-07 -2.530540e-07 6.320146e-04 cpiCAN:cpiUSA-1 3.505842e-07 -8.783039e-08 8.170646e-08 -3.660742e-05 cpiCAN:cpiCAN-1 -2.530540e-07 8.170646e-08 -7.723961e-08 2.642348e-05 cpiUSA:cpiUSA-1 cpiUSA:cpiCAN-1 cpiCAN:dolcan-1 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-3.919765e-06 dolcan:cpiCAN-2 -1.117080e-06 2.228382e-06 -4.202629e-06 dolcan:dolcan-3 -2.693295e-06 -2.935893e-07 8.380589e-04 dolcan:cpiUSA-3 -2.140381e-06 -2.500863e-07 6.769226e-07 dolcan:cpiCAN-3 1.649407e-07 1.202469e-08 1.737101e-06 cpiUSA:Intercept -7.474102e-04 -1.483746e-04 3.442338e-03 cpiUSA:dolcan-1 6.700537e-04 1.223331e-03 -5.569109e-01 cpiUSA:cpiUSA-1 3.446965e-03 -6.317780e-04 -2.135548e-03 cpiUSA:cpiCAN-1 -6.317780e-04 1.488570e-03 -1.654699e-03 cpiUSA:dolcan-2 -2.135548e-03 -1.654699e-03 1.111856e+00 cpiUSA:cpiUSA-2 -4.874277e-03 4.717633e-04 2.609176e-03 cpiUSA:cpiCAN-2 7.435800e-04 -1.483314e-03 2.797464e-03 cpiUSA:dolcan-3 1.792781e-03 1.954266e-04 -5.578507e-01 cpiUSA:cpiUSA-3 1.424737e-03 1.664690e-04 -4.505909e-04 cpiUSA:cpiCAN-3 -1.097921e-04 -8.004187e-06 -1.156295e-03 cpiCAN:Intercept -2.996788e-04 -5.949173e-05 1.380227e-03 cpiCAN:dolcan-1 2.686622e-04 4.905021e-04 -2.232969e-01 cpiCAN:cpiUSA-1 1.382082e-03 -2.533153e-04 -8.562614e-04 cpiCAN:cpiCAN-1 -2.533153e-04 5.968515e-04 -6.634619e-04 cpiCAN:dolcan-2 -8.562614e-04 -6.634619e-04 4.458055e-01 cpiCAN:cpiUSA-2 -1.954372e-03 1.891564e-04 1.046166e-03 cpiCAN:cpiCAN-2 2.981430e-04 -5.947440e-04 1.121660e-03 cpiCAN:dolcan-3 7.188268e-04 7.835750e-05 -2.236737e-01 cpiCAN:cpiUSA-3 5.712570e-04 6.674678e-05 -1.806672e-04 cpiCAN:cpiCAN-3 -4.402184e-05 -3.209329e-06 -4.636236e-04 cpiUSA:cpiUSA-2 cpiUSA:cpiCAN-2 cpiUSA:dolcan-3 dolcan:Intercept 3.461942e-08 9.937161e-08 7.712215e-06 dolcan:dolcan-1 -9.016294e-07 1.646381e-06 -1.194330e-04 dolcan:cpiUSA-1 7.322625e-06 -1.117080e-06 -2.693295e-06 dolcan:cpiCAN-1 -7.087299e-07 2.228382e-06 -2.935893e-07 dolcan:dolcan-2 -3.919765e-06 -4.202629e-06 8.380589e-04 dolcan:cpiUSA-2 -1.485558e-05 2.008779e-06 4.513049e-06 dolcan:cpiCAN-2 2.008779e-06 -4.453511e-06 2.506300e-06 dolcan:dolcan-3 4.513049e-06 2.506300e-06 -7.281368e-04 dolcan:cpiUSA-3 7.554311e-06 -8.885097e-07 -1.937581e-06 dolcan:cpiCAN-3 -1.317724e-06 2.222252e-06 -2.055682e-06 cpiUSA:Intercept -2.304428e-05 -6.614633e-05 -5.133606e-03 cpiUSA:dolcan-1 6.001661e-04 -1.095907e-03 7.950014e-02 cpiUSA:cpiUSA-1 -4.874277e-03 7.435800e-04 1.792781e-03 cpiUSA:cpiCAN-1 4.717633e-04 -1.483314e-03 1.954266e-04 cpiUSA:dolcan-2 2.609176e-03 2.797464e-03 -5.578507e-01 cpiUSA:cpiUSA-2 9.888556e-03 -1.337136e-03 -3.004093e-03 cpiUSA:cpiCAN-2 -1.337136e-03 2.964463e-03 -1.668309e-03 cpiUSA:dolcan-3 -3.004093e-03 -1.668309e-03 4.846814e-01 cpiUSA:cpiUSA-3 -5.028498e-03 5.914331e-04 1.289743e-03 cpiUSA:cpiCAN-3 8.771380e-04 -1.479234e-03 1.368357e-03 cpiCAN:Intercept -9.239748e-06 -2.652178e-05 -2.058351e-03 cpiCAN:dolcan-1 2.406403e-04 -4.394107e-04 3.187608e-02 cpiCAN:cpiUSA-1 -1.954372e-03 2.981430e-04 7.188268e-04 cpiCAN:cpiCAN-1 1.891564e-04 -5.947440e-04 7.835750e-05 cpiCAN:dolcan-2 1.046166e-03 1.121660e-03 -2.236737e-01 cpiCAN:cpiUSA-2 3.964878e-03 -5.361329e-04 -1.204510e-03 cpiCAN:cpiCAN-2 -5.361329e-04 1.188620e-03 -6.689190e-04 cpiCAN:dolcan-3 -1.204510e-03 -6.689190e-04 1.943360e-01 cpiCAN:cpiUSA-3 -2.016208e-03 2.371388e-04 5.171307e-04 cpiCAN:cpiCAN-3 3.516939e-04 -5.931079e-04 5.486512e-04 cpiUSA:cpiUSA-3 cpiUSA:cpiCAN-3 cpiCAN:Intercept dolcan:Intercept -1.368017e-06 -1.844427e-07 -4.469612e-05 dolcan:dolcan-1 2.373386e-06 -1.936278e-07 3.876956e-05 dolcan:cpiUSA-1 -2.140381e-06 1.649407e-07 2.865445e-06 dolcan:cpiCAN-1 -2.500863e-07 1.202469e-08 5.688433e-07 dolcan:dolcan-2 6.769226e-07 1.737101e-06 -1.319734e-05 dolcan:cpiUSA-2 7.554311e-06 -1.317724e-06 8.834790e-08 dolcan:cpiCAN-2 -8.885097e-07 2.222252e-06 2.535939e-07 dolcan:dolcan-3 -1.937581e-06 -2.055682e-06 1.968138e-05 dolcan:cpiUSA-3 -5.464154e-06 1.181728e-06 -3.491145e-06 dolcan:cpiCAN-3 1.181728e-06 -2.256184e-06 -4.706933e-07 cpiUSA:Intercept 9.106150e-04 1.227736e-04 4.674485e-03 cpiUSA:dolcan-1 -1.579835e-03 1.288876e-04 -4.054663e-03 cpiUSA:cpiUSA-1 1.424737e-03 -1.097921e-04 -2.996788e-04 cpiUSA:cpiCAN-1 1.664690e-04 -8.004187e-06 -5.949173e-05 cpiUSA:dolcan-2 -4.505909e-04 -1.156295e-03 1.380227e-03 cpiUSA:cpiUSA-2 -5.028498e-03 8.771380e-04 -9.239748e-06 cpiUSA:cpiCAN-2 5.914331e-04 -1.479234e-03 -2.652178e-05 cpiUSA:dolcan-3 1.289743e-03 1.368357e-03 -2.058351e-03 cpiUSA:cpiUSA-3 3.637193e-03 -7.866125e-04 3.651168e-04 cpiUSA:cpiCAN-3 -7.866125e-04 1.501820e-03 4.922684e-05 cpiCAN:Intercept 3.651168e-04 4.922684e-05 2.642186e-02 cpiCAN:dolcan-1 -6.334447e-04 5.167829e-05 -2.291841e-02 cpiCAN:cpiUSA-1 5.712570e-04 -4.402184e-05 -1.693892e-03 cpiCAN:cpiCAN-1 6.674678e-05 -3.209329e-06 -3.362685e-04 cpiCAN:dolcan-2 -1.806672e-04 -4.636236e-04 7.801535e-03 cpiCAN:cpiUSA-2 -2.016208e-03 3.516939e-04 -5.222636e-05 cpiCAN:cpiCAN-2 2.371388e-04 -5.931079e-04 -1.499106e-04 cpiCAN:dolcan-3 5.171307e-04 5.486512e-04 -1.163454e-02 cpiCAN:cpiUSA-3 1.458355e-03 -3.153972e-04 2.063770e-03 cpiCAN:cpiCAN-3 -3.153972e-04 6.021641e-04 2.782477e-04 cpiCAN:dolcan-1 cpiCAN:cpiUSA-1 cpiCAN:cpiCAN-1 dolcan:Intercept 3.876956e-05 2.865445e-06 5.688433e-07 dolcan:dolcan-1 -1.869037e-03 -2.568873e-06 -4.690044e-06 dolcan:cpiUSA-1 -2.568873e-06 -1.321509e-05 2.422131e-06 dolcan:cpiCAN-1 -4.690044e-06 2.422131e-06 -5.706928e-06 dolcan:dolcan-2 2.135103e-03 8.187333e-06 6.343838e-06 dolcan:cpiUSA-2 -2.300936e-06 1.868716e-05 -1.808661e-06 dolcan:cpiCAN-2 4.201523e-06 -2.850761e-06 5.686776e-06 dolcan:dolcan-3 -3.047902e-04 -6.873222e-06 -7.492326e-07 dolcan:cpiUSA-3 6.056822e-06 -5.462201e-06 -6.382142e-07 dolcan:cpiCAN-3 -4.941334e-07 4.209245e-07 3.068671e-08 cpiUSA:Intercept -4.054663e-03 -2.996788e-04 -5.949173e-05 cpiUSA:dolcan-1 1.954707e-01 2.686622e-04 4.905021e-04 cpiUSA:cpiUSA-1 2.686622e-04 1.382082e-03 -2.533153e-04 cpiUSA:cpiCAN-1 4.905021e-04 -2.533153e-04 5.968515e-04 cpiUSA:dolcan-2 -2.232969e-01 -8.562614e-04 -6.634619e-04 cpiUSA:cpiUSA-2 2.406403e-04 -1.954372e-03 1.891564e-04 cpiUSA:cpiCAN-2 -4.394107e-04 2.981430e-04 -5.947440e-04 cpiUSA:dolcan-3 3.187608e-02 7.188268e-04 7.835750e-05 cpiUSA:cpiUSA-3 -6.334447e-04 5.712570e-04 6.674678e-05 cpiUSA:cpiCAN-3 5.167829e-05 -4.402184e-05 -3.209329e-06 cpiCAN:Intercept -2.291841e-02 -1.693892e-03 -3.362685e-04 cpiCAN:dolcan-1 1.104871e+00 1.518575e-03 2.772493e-03 cpiCAN:cpiUSA-1 1.518575e-03 7.812023e-03 -1.431829e-03 cpiCAN:cpiCAN-1 2.772493e-03 -1.431829e-03 3.373618e-03 cpiCAN:dolcan-2 -1.262154e+00 -4.839896e-03 -3.750124e-03 cpiCAN:cpiUSA-2 1.360185e-03 -1.104681e-02 1.069180e-03 cpiCAN:cpiCAN-2 -2.483707e-03 1.685211e-03 -3.361706e-03 cpiCAN:dolcan-3 1.801750e-01 4.063066e-03 4.429046e-04 cpiCAN:cpiUSA-3 -3.580456e-03 3.228949e-03 3.772767e-04 cpiCAN:cpiCAN-3 2.921042e-04 -2.488272e-04 -1.814027e-05 cpiCAN:dolcan-2 cpiCAN:cpiUSA-2 cpiCAN:cpiCAN-2 dolcan:Intercept -1.319734e-05 8.834790e-08 2.535939e-07 dolcan:dolcan-1 2.135103e-03 -2.300936e-06 4.201523e-06 dolcan:cpiUSA-1 8.187333e-06 1.868716e-05 -2.850761e-06 dolcan:cpiCAN-1 6.343838e-06 -1.808661e-06 5.686776e-06 dolcan:dolcan-2 -4.262668e-03 -1.000314e-05 -1.072500e-05 dolcan:cpiUSA-2 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1.685211e-03 cpiCAN:cpiCAN-1 -3.750124e-03 1.069180e-03 -3.361706e-03 cpiCAN:dolcan-2 2.519852e+00 5.913302e-03 6.340026e-03 cpiCAN:cpiUSA-2 5.913302e-03 2.241091e-02 -3.030415e-03 cpiCAN:cpiCAN-2 6.340026e-03 -3.030415e-03 6.718504e-03 cpiCAN:dolcan-3 -1.264284e+00 -6.808321e-03 -3.780969e-03 cpiCAN:cpiUSA-3 -1.021196e-03 -1.139633e-02 1.340393e-03 cpiCAN:cpiCAN-3 -2.620566e-03 1.987900e-03 -3.352458e-03 cpiCAN:dolcan-3 cpiCAN:cpiUSA-3 cpiCAN:cpiCAN-3 dolcan:Intercept 1.968138e-05 -3.491145e-06 -4.706933e-07 dolcan:dolcan-1 -3.047902e-04 6.056822e-06 -4.941334e-07 dolcan:cpiUSA-1 -6.873222e-06 -5.462201e-06 4.209245e-07 dolcan:cpiCAN-1 -7.492326e-07 -6.382142e-07 3.068671e-08 dolcan:dolcan-2 2.138706e-03 1.727490e-06 4.433040e-06 dolcan:cpiUSA-2 1.151719e-05 1.927842e-05 -3.362800e-06 dolcan:cpiCAN-2 6.396017e-06 -2.267455e-06 5.671133e-06 dolcan:dolcan-3 -1.858187e-03 -4.944659e-06 -5.246050e-06 dolcan:cpiUSA-3 -4.944659e-06 -1.394439e-05 3.015740e-06 dolcan:cpiCAN-3 -5.246050e-06 3.015740e-06 -5.757726e-06 cpiUSA:Intercept -2.058351e-03 3.651168e-04 4.922684e-05 cpiUSA:dolcan-1 3.187608e-02 -6.334447e-04 5.167829e-05 cpiUSA:cpiUSA-1 7.188268e-04 5.712570e-04 -4.402184e-05 cpiUSA:cpiCAN-1 7.835750e-05 6.674678e-05 -3.209329e-06 cpiUSA:dolcan-2 -2.236737e-01 -1.806672e-04 -4.636236e-04 cpiUSA:cpiUSA-2 -1.204510e-03 -2.016208e-03 3.516939e-04 cpiUSA:cpiCAN-2 -6.689190e-04 2.371388e-04 -5.931079e-04 cpiUSA:dolcan-3 1.943360e-01 5.171307e-04 5.486512e-04 cpiUSA:cpiUSA-3 5.171307e-04 1.458355e-03 -3.153972e-04 cpiUSA:cpiCAN-3 5.486512e-04 -3.153972e-04 6.021641e-04 cpiCAN:Intercept -1.163454e-02 2.063770e-03 2.782477e-04 cpiCAN:dolcan-1 1.801750e-01 -3.580456e-03 2.921042e-04 cpiCAN:cpiUSA-1 4.063066e-03 3.228949e-03 -2.488272e-04 cpiCAN:cpiCAN-1 4.429046e-04 3.772767e-04 -1.814027e-05 cpiCAN:dolcan-2 -1.264284e+00 -1.021196e-03 -2.620566e-03 cpiCAN:cpiUSA-2 -6.808321e-03 -1.139633e-02 1.987900e-03 cpiCAN:cpiCAN-2 -3.780969e-03 1.340393e-03 -3.352458e-03 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cpiUSA:dolcan-1 -2.201162e-01 2.966954e-04 -4.310926e-04 3.030566e-02 cpiUSA:cpiUSA-1 -7.828082e-04 -1.925237e-03 2.926754e-04 5.921890e-04 cpiUSA:cpiCAN-1 -7.190480e-04 1.908224e-04 -5.848181e-04 9.500263e-05 cpiUSA:dolcan-2 4.393255e-01 1.013234e-03 1.105665e-03 -2.200350e-01 cpiUSA:cpiUSA-2 1.013234e-03 3.908598e-03 -5.280153e-04 -1.180265e-03 cpiUSA:cpiCAN-2 1.105665e-03 -5.280153e-04 1.171418e-03 -6.667946e-04 cpiUSA:dolcan-3 -2.200350e-01 -1.180265e-03 -6.667946e-04 1.907345e-01 cpiUSA:cpiUSA-3 -1.771537e-04 -1.992185e-03 2.336044e-04 6.114737e-04 cpiUSA:cpiCAN-3 -4.001257e-04 3.428041e-04 -5.856714e-04 5.244944e-04 cpiCAN:Trend -5.577340e-05 3.055374e-06 1.115951e-06 2.947296e-05 cpiCAN:dolcan-1 -1.236462e+00 1.666631e-03 -2.421582e-03 1.702364e-01 cpiCAN:cpiUSA-1 -4.397278e-03 -1.081466e-02 1.644049e-03 3.326511e-03 cpiCAN:cpiCAN-1 -4.039117e-03 1.071909e-03 -3.285106e-03 5.336595e-04 cpiCAN:dolcan-2 2.467829e+00 5.691655e-03 6.210864e-03 -1.236006e+00 cpiCAN:cpiUSA-2 5.691655e-03 2.195582e-02 -2.966027e-03 -6.629917e-03 cpiCAN:cpiCAN-2 6.210864e-03 -2.966027e-03 6.580222e-03 -3.745594e-03 cpiCAN:dolcan-3 -1.236006e+00 -6.629917e-03 -3.745594e-03 1.071415e+00 cpiCAN:cpiUSA-3 -9.951278e-04 -1.119073e-02 1.312229e-03 3.434839e-03 cpiCAN:cpiCAN-3 -2.247631e-03 1.925638e-03 -3.289899e-03 2.946249e-03 cpiCAN:cpiUSA-3 cpiCAN:cpiCAN-3 dolcan:Trend 4.296947e-08 2.851880e-08 dolcan:dolcan-1 1.004071e-05 2.131431e-06 dolcan:cpiUSA-1 -8.735752e-06 6.832004e-07 dolcan:cpiCAN-1 -7.053319e-07 2.754006e-07 dolcan:dolcan-2 2.674848e-06 6.041507e-06 dolcan:cpiUSA-2 3.008005e-05 -5.176005e-06 dolcan:cpiCAN-2 -3.527197e-06 8.843064e-06 dolcan:dolcan-3 -9.232653e-06 -7.919351e-06 dolcan:cpiUSA-3 -2.174037e-05 4.442724e-06 dolcan:cpiCAN-3 4.442724e-06 -9.157041e-06 cpiUSA:Trend -2.845845e-06 -1.888785e-06 cpiUSA:dolcan-1 -6.649907e-04 -1.411636e-04 cpiUSA:cpiUSA-1 5.785642e-04 -4.524800e-05 cpiUSA:cpiCAN-1 4.671375e-05 -1.823964e-05 cpiUSA:dolcan-2 -1.771537e-04 -4.001257e-04 cpiUSA:cpiUSA-2 -1.992185e-03 3.428041e-04 cpiUSA:cpiCAN-2 2.336044e-04 -5.856714e-04 cpiUSA:dolcan-3 6.114737e-04 5.244944e-04 cpiUSA:cpiUSA-3 1.439853e-03 -2.942392e-04 cpiUSA:cpiCAN-3 -2.942392e-04 6.064659e-04 cpiCAN:Trend -1.598600e-05 -1.060990e-05 cpiCAN:dolcan-1 -3.735461e-03 -7.929598e-04 cpiCAN:cpiUSA-1 3.249976e-03 -2.541721e-04 cpiCAN:cpiCAN-1 2.624058e-04 -1.024577e-04 cpiCAN:dolcan-2 -9.951278e-04 -2.247631e-03 cpiCAN:cpiUSA-2 -1.119073e-02 1.925638e-03 cpiCAN:cpiCAN-2 1.312229e-03 -3.289899e-03 cpiCAN:dolcan-3 3.434839e-03 2.946249e-03 cpiCAN:cpiUSA-3 8.088104e-03 -1.652834e-03 cpiCAN:cpiCAN-3 -1.652834e-03 3.406709e-03 $var_l3_bo dolcan:Intercept dolcan:Trend dolcan:dolcan-1 dolcan:cpiUSA-1 dolcan:Intercept 1.619027e-04 8.948689e-07 -2.948724e-05 -8.023140e-06 dolcan:Trend 8.948689e-07 9.268013e-09 3.728550e-07 -3.296517e-08 dolcan:dolcan-1 -2.948724e-05 3.728550e-07 3.172107e-03 3.013045e-06 dolcan:cpiUSA-1 -8.023140e-06 -3.296517e-08 3.013045e-06 2.243968e-05 dolcan:cpiCAN-1 5.375078e-06 6.562038e-08 1.056218e-05 -4.324776e-06 dolcan:dolcan-2 1.411300e-05 -8.471336e-08 -3.609944e-03 -1.352842e-05 dolcan:cpiUSA-2 1.525674e-06 1.734676e-08 4.584520e-06 -3.162734e-05 dolcan:cpiCAN-2 -2.444667e-07 1.904567e-09 -7.020434e-06 4.808624e-06 dolcan:dolcan-3 -5.348775e-05 -2.096503e-07 5.064058e-04 1.235569e-05 dolcan:cpiUSA-3 2.989108e-06 -3.011771e-08 -1.144260e-05 9.333669e-06 dolcan:cpiCAN-3 -4.704257e-06 -5.695572e-08 -1.456675e-06 -5.084255e-07 cpiUSA:Intercept -3.181356e-05 -1.758400e-07 5.794185e-06 1.576531e-06 cpiUSA:Trend -1.758400e-07 -1.821147e-09 -7.326529e-08 6.477592e-09 cpiUSA:dolcan-1 5.794185e-06 -7.326529e-08 -6.233129e-04 -5.920576e-07 cpiUSA:cpiUSA-1 1.576531e-06 6.477592e-09 -5.920576e-07 -4.409354e-06 cpiUSA:cpiCAN-1 -1.056192e-06 -1.289428e-08 -2.075447e-06 8.498101e-07 cpiUSA:dolcan-2 -2.773176e-06 1.664601e-08 7.093469e-04 2.658309e-06 cpiUSA:cpiUSA-2 -2.997921e-07 -3.408604e-09 -9.008493e-07 6.214712e-06 cpiUSA:cpiCAN-2 4.803723e-08 -3.742437e-10 1.379502e-06 -9.448853e-07 cpiUSA:dolcan-3 1.051024e-05 4.119588e-08 -9.950776e-05 -2.427869e-06 cpiUSA:cpiUSA-3 -5.873540e-07 5.918072e-09 2.248449e-06 -1.834048e-06 cpiUSA:cpiCAN-3 9.243774e-07 1.119169e-08 2.862337e-07 9.990464e-08 cpiCAN:Intercept -1.415921e-04 -7.826079e-07 2.578807e-05 7.016640e-06 cpiCAN:Trend -7.826079e-07 -8.105344e-09 -3.260805e-07 2.882970e-08 cpiCAN:dolcan-1 2.578807e-05 -3.260805e-07 -2.774167e-03 -2.635060e-06 cpiCAN:cpiUSA-1 7.016640e-06 2.882970e-08 -2.635060e-06 -1.962463e-05 cpiCAN:cpiCAN-1 -4.700776e-06 -5.738833e-08 -9.237154e-06 3.782234e-06 cpiCAN:dolcan-2 -1.234253e-05 7.408610e-08 3.157078e-03 1.183129e-05 cpiCAN:cpiUSA-2 -1.334279e-06 -1.517061e-08 -4.009394e-06 2.765971e-05 cpiCAN:cpiCAN-2 2.137984e-07 -1.665640e-09 6.139723e-06 -4.205384e-06 cpiCAN:dolcan-3 4.677773e-05 1.833498e-07 -4.428774e-04 -1.080567e-05 cpiCAN:cpiUSA-3 -2.614126e-06 2.633945e-08 1.000713e-05 -8.162764e-06 cpiCAN:cpiCAN-3 4.114110e-06 4.981065e-08 1.273935e-06 4.446437e-07 dolcan:cpiCAN-1 dolcan:dolcan-2 dolcan:cpiUSA-2 dolcan:Intercept 5.375078e-06 1.411300e-05 1.525674e-06 dolcan:Trend 6.562038e-08 -8.471336e-08 1.734676e-08 dolcan:dolcan-1 1.056218e-05 -3.609944e-03 4.584520e-06 dolcan:cpiUSA-1 -4.324776e-06 -1.352842e-05 -3.162734e-05 dolcan:cpiCAN-1 1.010454e-05 -1.131557e-05 3.177943e-06 dolcan:dolcan-2 -1.131557e-05 7.201114e-03 1.673838e-05 dolcan:cpiUSA-2 3.177943e-06 1.673838e-05 6.407041e-05 dolcan:cpiCAN-2 -9.592404e-06 1.809887e-05 -8.655679e-06 dolcan:dolcan-3 -2.188131e-07 -3.610705e-03 -1.984680e-05 dolcan:cpiUSA-3 8.648048e-07 -2.642723e-06 -3.262075e-05 dolcan:cpiCAN-3 -4.550988e-07 -6.967526e-06 5.573712e-06 cpiUSA:Intercept -1.056192e-06 -2.773176e-06 -2.997921e-07 cpiUSA:Trend -1.289428e-08 1.664601e-08 -3.408604e-09 cpiUSA:dolcan-1 -2.075447e-06 7.093469e-04 -9.008493e-07 cpiUSA:cpiUSA-1 8.498101e-07 2.658309e-06 6.214712e-06 cpiUSA:cpiCAN-1 -1.985523e-06 2.223488e-06 -6.244596e-07 cpiUSA:dolcan-2 2.223488e-06 -1.415005e-03 -3.289059e-06 cpiUSA:cpiUSA-2 -6.244596e-07 -3.289059e-06 -1.258971e-05 cpiUSA:cpiCAN-2 1.884889e-06 -3.556392e-06 1.700824e-06 cpiUSA:dolcan-3 4.299636e-08 7.094966e-04 3.899858e-06 cpiUSA:cpiUSA-3 -1.699325e-07 5.192900e-07 6.409914e-06 cpiUSA:cpiCAN-3 8.942604e-08 1.369105e-06 -1.095224e-06 cpiCAN:Intercept -4.700776e-06 -1.234253e-05 -1.334279e-06 cpiCAN:Trend -5.738833e-08 7.408610e-08 -1.517061e-08 cpiCAN:dolcan-1 -9.237154e-06 3.157078e-03 -4.009394e-06 cpiCAN:cpiUSA-1 3.782234e-06 1.183129e-05 2.765971e-05 cpiCAN:cpiCAN-1 -8.836930e-06 9.896036e-06 -2.779271e-06 cpiCAN:dolcan-2 9.896036e-06 -6.297737e-03 -1.463856e-05 cpiCAN:cpiUSA-2 -2.779271e-06 -1.463856e-05 -5.603280e-05 cpiCAN:cpiCAN-2 8.389040e-06 -1.582837e-05 7.569827e-06 cpiCAN:dolcan-3 1.913631e-07 3.157744e-03 1.735703e-05 cpiCAN:cpiUSA-3 -7.563153e-07 2.311194e-06 2.852849e-05 cpiCAN:cpiCAN-3 3.980068e-07 6.093453e-06 -4.874492e-06 dolcan:cpiCAN-2 dolcan:dolcan-3 dolcan:cpiUSA-3 dolcan:Intercept -2.444667e-07 -5.348775e-05 2.989108e-06 dolcan:Trend 1.904567e-09 -2.096503e-07 -3.011771e-08 dolcan:dolcan-1 -7.020434e-06 5.064058e-04 -1.144260e-05 dolcan:cpiUSA-1 4.808624e-06 1.235569e-05 9.333669e-06 dolcan:cpiCAN-1 -9.592404e-06 -2.188131e-07 8.648048e-07 dolcan:dolcan-2 1.809887e-05 -3.610705e-03 -2.642723e-06 dolcan:cpiUSA-2 -8.655679e-06 -1.984680e-05 -3.262075e-05 dolcan:cpiCAN-2 1.919815e-05 -1.084699e-05 3.823911e-06 dolcan:dolcan-3 -1.084699e-05 3.143522e-03 9.033621e-06 dolcan:cpiUSA-3 3.823911e-06 9.033621e-06 2.365221e-05 dolcan:cpiCAN-3 -9.591168e-06 1.014982e-05 -4.908989e-06 cpiUSA:Intercept 4.803723e-08 1.051024e-05 -5.873540e-07 cpiUSA:Trend -3.742437e-10 4.119588e-08 5.918072e-09 cpiUSA:dolcan-1 1.379502e-06 -9.950776e-05 2.248449e-06 cpiUSA:cpiUSA-1 -9.448853e-07 -2.427869e-06 -1.834048e-06 cpiUSA:cpiCAN-1 1.884889e-06 4.299636e-08 -1.699325e-07 cpiUSA:dolcan-2 -3.556392e-06 7.094966e-04 5.192900e-07 cpiUSA:cpiUSA-2 1.700824e-06 3.899858e-06 6.409914e-06 cpiUSA:cpiCAN-2 -3.772399e-06 2.131413e-06 -7.513910e-07 cpiUSA:dolcan-3 2.131413e-06 -6.176960e-04 -1.775089e-06 cpiUSA:cpiUSA-3 -7.513910e-07 -1.775089e-06 -4.647613e-06 cpiUSA:cpiCAN-3 1.884646e-06 -1.994419e-06 9.646068e-07 cpiCAN:Intercept 2.137984e-07 4.677773e-05 -2.614126e-06 cpiCAN:Trend -1.665640e-09 1.833498e-07 2.633945e-08 cpiCAN:dolcan-1 6.139723e-06 -4.428774e-04 1.000713e-05 cpiCAN:cpiUSA-1 -4.205384e-06 -1.080567e-05 -8.162764e-06 cpiCAN:cpiCAN-1 8.389040e-06 1.913631e-07 -7.563153e-07 cpiCAN:dolcan-2 -1.582837e-05 3.157744e-03 2.311194e-06 cpiCAN:cpiUSA-2 7.569827e-06 1.735703e-05 2.852849e-05 cpiCAN:cpiCAN-2 -1.678975e-05 9.486243e-06 -3.344202e-06 cpiCAN:dolcan-3 9.486243e-06 -2.749169e-03 -7.900357e-06 cpiCAN:cpiUSA-3 -3.344202e-06 -7.900357e-06 -2.068505e-05 cpiCAN:cpiCAN-3 8.387960e-06 -8.876526e-06 4.293158e-06 dolcan:cpiCAN-3 cpiUSA:Intercept cpiUSA:Trend cpiUSA:dolcan-1 dolcan:Intercept -4.704257e-06 -3.181356e-05 -1.758400e-07 5.794185e-06 dolcan:Trend -5.695572e-08 -1.758400e-07 -1.821147e-09 -7.326529e-08 dolcan:dolcan-1 -1.456675e-06 5.794185e-06 -7.326529e-08 -6.233129e-04 dolcan:cpiUSA-1 -5.084255e-07 1.576531e-06 6.477592e-09 -5.920576e-07 dolcan:cpiCAN-1 -4.550988e-07 -1.056192e-06 -1.289428e-08 -2.075447e-06 dolcan:dolcan-2 -6.967526e-06 -2.773176e-06 1.664601e-08 7.093469e-04 dolcan:cpiUSA-2 5.573712e-06 -2.997921e-07 -3.408604e-09 -9.008493e-07 dolcan:cpiCAN-2 -9.591168e-06 4.803723e-08 -3.742437e-10 1.379502e-06 dolcan:dolcan-3 1.014982e-05 1.051024e-05 4.119588e-08 -9.950776e-05 dolcan:cpiUSA-3 -4.908989e-06 -5.873540e-07 5.918072e-09 2.248449e-06 dolcan:cpiCAN-3 1.007575e-05 9.243774e-07 1.119169e-08 2.862337e-07 cpiUSA:Intercept 9.243774e-07 2.505435e-02 1.384804e-04 -4.563133e-03 cpiUSA:Trend 1.119169e-08 1.384804e-04 1.434220e-06 5.769910e-05 cpiUSA:dolcan-1 2.862337e-07 -4.563133e-03 5.769910e-05 4.908817e-01 cpiUSA:cpiUSA-1 9.990464e-08 -1.241576e-03 -5.101341e-06 4.662670e-04 cpiUSA:cpiCAN-1 8.942604e-08 8.317902e-04 1.015472e-05 1.634490e-03 cpiUSA:dolcan-2 1.369105e-06 2.183978e-03 -1.310934e-05 -5.586367e-01 cpiUSA:cpiUSA-2 -1.095224e-06 2.360972e-04 2.684400e-06 7.094518e-04 cpiUSA:cpiCAN-2 1.884646e-06 -3.783108e-05 2.947306e-07 -1.086408e-03 cpiUSA:dolcan-3 -1.994419e-06 -8.277198e-03 -3.244327e-05 7.836600e-02 cpiUSA:cpiUSA-3 9.646068e-07 4.625628e-04 -4.660698e-06 -1.770736e-03 cpiUSA:cpiCAN-3 -1.979865e-06 -7.279810e-04 -8.813865e-06 -2.254195e-04 cpiCAN:Intercept 4.114110e-06 1.026444e-02 5.673363e-05 -1.869456e-03 cpiCAN:Trend 4.981065e-08 5.673363e-05 5.875811e-07 2.363857e-05 cpiCAN:dolcan-1 1.273935e-06 -1.869456e-03 2.363857e-05 2.011078e-01 cpiCAN:cpiUSA-1 4.446437e-07 -5.086576e-04 -2.089953e-06 1.910235e-04 cpiCAN:cpiCAN-1 3.980068e-07 3.407736e-04 4.160254e-06 6.696294e-04 cpiCAN:dolcan-2 6.093453e-06 8.947473e-04 -5.370727e-06 -2.288662e-01 cpiCAN:cpiUSA-2 -4.874492e-06 9.672595e-05 1.099764e-06 2.906532e-04 cpiCAN:cpiCAN-2 8.387960e-06 -1.549890e-05 1.207473e-07 -4.450872e-04 cpiCAN:dolcan-3 -8.876526e-06 -3.391060e-03 -1.329158e-05 3.210553e-02 cpiCAN:cpiUSA-3 4.293158e-06 1.895059e-04 -1.909427e-06 -7.254473e-04 cpiCAN:cpiCAN-3 -8.811751e-06 -2.982443e-04 -3.610925e-06 -9.235144e-05 cpiUSA:cpiUSA-1 cpiUSA:cpiCAN-1 cpiUSA:dolcan-2 dolcan:Intercept 1.576531e-06 -1.056192e-06 -2.773176e-06 dolcan:Trend 6.477592e-09 -1.289428e-08 1.664601e-08 dolcan:dolcan-1 -5.920576e-07 -2.075447e-06 7.093469e-04 dolcan:cpiUSA-1 -4.409354e-06 8.498101e-07 2.658309e-06 dolcan:cpiCAN-1 8.498101e-07 -1.985523e-06 2.223488e-06 dolcan:dolcan-2 2.658309e-06 2.223488e-06 -1.415005e-03 dolcan:cpiUSA-2 6.214712e-06 -6.244596e-07 -3.289059e-06 dolcan:cpiCAN-2 -9.448853e-07 1.884889e-06 -3.556392e-06 dolcan:dolcan-3 -2.427869e-06 4.299636e-08 7.094966e-04 dolcan:cpiUSA-3 -1.834048e-06 -1.699325e-07 5.192900e-07 dolcan:cpiCAN-3 9.990464e-08 8.942604e-08 1.369105e-06 cpiUSA:Intercept -1.241576e-03 8.317902e-04 2.183978e-03 cpiUSA:Trend -5.101341e-06 1.015472e-05 -1.310934e-05 cpiUSA:dolcan-1 4.662670e-04 1.634490e-03 -5.586367e-01 cpiUSA:cpiUSA-1 3.472527e-03 -6.692566e-04 -2.093515e-03 cpiUSA:cpiCAN-1 -6.692566e-04 1.563672e-03 -1.751078e-03 cpiUSA:dolcan-2 -2.093515e-03 -1.751078e-03 1.114368e+00 cpiUSA:cpiUSA-2 -4.894313e-03 4.917848e-04 2.590254e-03 cpiUSA:cpiCAN-2 7.441317e-04 -1.484419e-03 2.800789e-03 cpiUSA:dolcan-3 1.912036e-03 -3.386121e-05 -5.587545e-01 cpiUSA:cpiUSA-3 1.444380e-03 1.338280e-04 -4.089599e-04 cpiUSA:cpiCAN-3 -7.867856e-05 -7.042628e-05 -1.078221e-03 cpiCAN:Intercept -5.086576e-04 3.407736e-04 8.947473e-04 cpiCAN:Trend -2.089953e-06 4.160254e-06 -5.370727e-06 cpiCAN:dolcan-1 1.910235e-04 6.696294e-04 -2.288662e-01 cpiCAN:cpiUSA-1 1.422649e-03 -2.741857e-04 -8.576859e-04 cpiCAN:cpiCAN-1 -2.741857e-04 6.406160e-04 -7.173937e-04 cpiCAN:dolcan-2 -8.576859e-04 -7.173937e-04 4.565421e-01 cpiCAN:cpiUSA-2 -2.005136e-03 2.014778e-04 1.061193e-03 cpiCAN:cpiCAN-2 3.048611e-04 -6.081471e-04 1.147447e-03 cpiCAN:dolcan-3 7.833360e-04 -1.387249e-05 -2.289144e-01 cpiCAN:cpiUSA-3 5.917436e-04 5.482760e-05 -1.675455e-04 cpiCAN:cpiCAN-3 -3.223358e-05 -2.885273e-05 -4.417329e-04 cpiUSA:cpiUSA-2 cpiUSA:cpiCAN-2 cpiUSA:dolcan-3 dolcan:Intercept -2.997921e-07 4.803723e-08 1.051024e-05 dolcan:Trend -3.408604e-09 -3.742437e-10 4.119588e-08 dolcan:dolcan-1 -9.008493e-07 1.379502e-06 -9.950776e-05 dolcan:cpiUSA-1 6.214712e-06 -9.448853e-07 -2.427869e-06 dolcan:cpiCAN-1 -6.244596e-07 1.884889e-06 4.299636e-08 dolcan:dolcan-2 -3.289059e-06 -3.556392e-06 7.094966e-04 dolcan:cpiUSA-2 -1.258971e-05 1.700824e-06 3.899858e-06 dolcan:cpiCAN-2 1.700824e-06 -3.772399e-06 2.131413e-06 dolcan:dolcan-3 3.899858e-06 2.131413e-06 -6.176960e-04 dolcan:cpiUSA-3 6.409914e-06 -7.513910e-07 -1.775089e-06 dolcan:cpiCAN-3 -1.095224e-06 1.884646e-06 -1.994419e-06 cpiUSA:Intercept 2.360972e-04 -3.783108e-05 -8.277198e-03 cpiUSA:Trend 2.684400e-06 2.947306e-07 -3.244327e-05 cpiUSA:dolcan-1 7.094518e-04 -1.086408e-03 7.836600e-02 cpiUSA:cpiUSA-1 -4.894313e-03 7.441317e-04 1.912036e-03 cpiUSA:cpiCAN-1 4.917848e-04 -1.484419e-03 -3.386121e-05 cpiUSA:dolcan-2 2.590254e-03 2.800789e-03 -5.587545e-01 cpiUSA:cpiUSA-2 9.914859e-03 -1.339461e-03 -3.071281e-03 cpiUSA:cpiCAN-2 -1.339461e-03 2.970902e-03 -1.678566e-03 cpiUSA:dolcan-3 -3.071281e-03 -1.678566e-03 4.864583e-01 cpiUSA:cpiUSA-3 -5.048042e-03 5.917480e-04 1.397948e-03 cpiUSA:cpiCAN-3 8.625287e-04 -1.484228e-03 1.570678e-03 cpiCAN:Intercept 9.672595e-05 -1.549890e-05 -3.391060e-03 cpiCAN:Trend 1.099764e-06 1.207473e-07 -1.329158e-05 cpiCAN:dolcan-1 2.906532e-04 -4.450872e-04 3.210553e-02 cpiCAN:cpiUSA-1 -2.005136e-03 3.048611e-04 7.833360e-04 cpiCAN:cpiCAN-1 2.014778e-04 -6.081471e-04 -1.387249e-05 cpiCAN:dolcan-2 1.061193e-03 1.147447e-03 -2.289144e-01 cpiCAN:cpiUSA-2 4.061988e-03 -5.487598e-04 -1.258264e-03 cpiCAN:cpiCAN-2 -5.487598e-04 1.217140e-03 -6.876866e-04 cpiCAN:dolcan-3 -1.258264e-03 -6.876866e-04 1.992956e-01 cpiCAN:cpiUSA-3 -2.068117e-03 2.424314e-04 5.727209e-04 cpiCAN:cpiCAN-3 3.533667e-04 -6.080687e-04 6.434864e-04 cpiUSA:cpiUSA-3 cpiUSA:cpiCAN-3 cpiCAN:Intercept cpiCAN:Trend dolcan:Intercept -5.873540e-07 9.243774e-07 -1.415921e-04 -7.826079e-07 dolcan:Trend 5.918072e-09 1.119169e-08 -7.826079e-07 -8.105344e-09 dolcan:dolcan-1 2.248449e-06 2.862337e-07 2.578807e-05 -3.260805e-07 dolcan:cpiUSA-1 -1.834048e-06 9.990464e-08 7.016640e-06 2.882970e-08 dolcan:cpiCAN-1 -1.699325e-07 8.942604e-08 -4.700776e-06 -5.738833e-08 dolcan:dolcan-2 5.192900e-07 1.369105e-06 -1.234253e-05 7.408610e-08 dolcan:cpiUSA-2 6.409914e-06 -1.095224e-06 -1.334279e-06 -1.517061e-08 dolcan:cpiCAN-2 -7.513910e-07 1.884646e-06 2.137984e-07 -1.665640e-09 dolcan:dolcan-3 -1.775089e-06 -1.994419e-06 4.677773e-05 1.833498e-07 dolcan:cpiUSA-3 -4.647613e-06 9.646068e-07 -2.614126e-06 2.633945e-08 dolcan:cpiCAN-3 9.646068e-07 -1.979865e-06 4.114110e-06 4.981065e-08 cpiUSA:Intercept 4.625628e-04 -7.279810e-04 1.026444e-02 5.673363e-05 cpiUSA:Trend -4.660698e-06 -8.813865e-06 5.673363e-05 5.875811e-07 cpiUSA:dolcan-1 -1.770736e-03 -2.254195e-04 -1.869456e-03 2.363857e-05 cpiUSA:cpiUSA-1 1.444380e-03 -7.867856e-05 -5.086576e-04 -2.089953e-06 cpiUSA:cpiCAN-1 1.338280e-04 -7.042628e-05 3.407736e-04 4.160254e-06 cpiUSA:dolcan-2 -4.089599e-04 -1.078221e-03 8.947473e-04 -5.370727e-06 cpiUSA:cpiUSA-2 -5.048042e-03 8.625287e-04 9.672595e-05 1.099764e-06 cpiUSA:cpiCAN-2 5.917480e-04 -1.484228e-03 -1.549890e-05 1.207473e-07 cpiUSA:dolcan-3 1.397948e-03 1.570678e-03 -3.391060e-03 -1.329158e-05 cpiUSA:cpiUSA-3 3.660165e-03 -7.596632e-04 1.895059e-04 -1.909427e-06 cpiUSA:cpiCAN-3 -7.596632e-04 1.559216e-03 -2.982443e-04 -3.610925e-06 cpiCAN:Intercept 1.895059e-04 -2.982443e-04 5.523182e-02 3.052774e-04 cpiCAN:Trend -1.909427e-06 -3.610925e-06 3.052774e-04 3.161709e-06 cpiCAN:dolcan-1 -7.254473e-04 -9.235144e-05 -1.005934e-02 1.271965e-04 cpiCAN:cpiUSA-1 5.917436e-04 -3.223358e-05 -2.737031e-03 -1.124581e-05 cpiCAN:cpiCAN-1 5.482760e-05 -2.885273e-05 1.833665e-03 2.238587e-05 cpiCAN:dolcan-2 -1.675455e-04 -4.417329e-04 4.814537e-03 -2.889929e-05 cpiCAN:cpiUSA-2 -2.068117e-03 3.533667e-04 5.204717e-04 5.917708e-06 cpiCAN:cpiCAN-2 2.424314e-04 -6.080687e-04 -8.339788e-05 6.497279e-07 cpiCAN:dolcan-3 5.727209e-04 6.434864e-04 -1.824692e-02 -7.152055e-05 cpiCAN:cpiUSA-3 1.499522e-03 -3.112241e-04 1.019711e-03 -1.027442e-05 cpiCAN:cpiCAN-3 -3.112241e-04 6.387906e-04 -1.604820e-03 -1.942999e-05 cpiCAN:dolcan-1 cpiCAN:cpiUSA-1 cpiCAN:cpiCAN-1 dolcan:Intercept 2.578807e-05 7.016640e-06 -4.700776e-06 dolcan:Trend -3.260805e-07 2.882970e-08 -5.738833e-08 dolcan:dolcan-1 -2.774167e-03 -2.635060e-06 -9.237154e-06 dolcan:cpiUSA-1 -2.635060e-06 -1.962463e-05 3.782234e-06 dolcan:cpiCAN-1 -9.237154e-06 3.782234e-06 -8.836930e-06 dolcan:dolcan-2 3.157078e-03 1.183129e-05 9.896036e-06 dolcan:cpiUSA-2 -4.009394e-06 2.765971e-05 -2.779271e-06 dolcan:cpiCAN-2 6.139723e-06 -4.205384e-06 8.389040e-06 dolcan:dolcan-3 -4.428774e-04 -1.080567e-05 1.913631e-07 dolcan:cpiUSA-3 1.000713e-05 -8.162764e-06 -7.563153e-07 dolcan:cpiCAN-3 1.273935e-06 4.446437e-07 3.980068e-07 cpiUSA:Intercept -1.869456e-03 -5.086576e-04 3.407736e-04 cpiUSA:Trend 2.363857e-05 -2.089953e-06 4.160254e-06 cpiUSA:dolcan-1 2.011078e-01 1.910235e-04 6.696294e-04 cpiUSA:cpiUSA-1 1.910235e-04 1.422649e-03 -2.741857e-04 cpiUSA:cpiCAN-1 6.696294e-04 -2.741857e-04 6.406160e-04 cpiUSA:dolcan-2 -2.288662e-01 -8.576859e-04 -7.173937e-04 cpiUSA:cpiUSA-2 2.906532e-04 -2.005136e-03 2.014778e-04 cpiUSA:cpiCAN-2 -4.450872e-04 3.048611e-04 -6.081471e-04 cpiUSA:dolcan-3 3.210553e-02 7.833360e-04 -1.387249e-05 cpiUSA:cpiUSA-3 -7.254473e-04 5.917436e-04 5.482760e-05 cpiUSA:cpiCAN-3 -9.235144e-05 -3.223358e-05 -2.885273e-05 cpiCAN:Intercept -1.005934e-02 -2.737031e-03 1.833665e-03 cpiCAN:Trend 1.271965e-04 -1.124581e-05 2.238587e-05 cpiCAN:dolcan-1 1.082139e+00 1.027877e-03 3.603202e-03 cpiCAN:cpiUSA-1 1.027877e-03 7.655119e-03 -1.475363e-03 cpiCAN:cpiCAN-1 3.603202e-03 -1.475363e-03 3.447084e-03 cpiCAN:dolcan-2 -1.231504e+00 -4.615114e-03 -3.860217e-03 cpiCAN:cpiUSA-2 1.563973e-03 -1.078942e-02 1.084130e-03 cpiCAN:cpiCAN-2 -2.394966e-03 1.640424e-03 -3.272373e-03 cpiCAN:dolcan-3 1.727563e-01 4.215045e-03 -7.464637e-05 cpiCAN:cpiUSA-3 -3.903553e-03 3.184107e-03 2.950213e-04 cpiCAN:cpiCAN-3 -4.969330e-04 -1.734454e-04 -1.552534e-04 cpiCAN:dolcan-2 cpiCAN:cpiUSA-2 cpiCAN:cpiCAN-2 dolcan:Intercept -1.234253e-05 -1.334279e-06 2.137984e-07 dolcan:Trend 7.408610e-08 -1.517061e-08 -1.665640e-09 dolcan:dolcan-1 3.157078e-03 -4.009394e-06 6.139723e-06 dolcan:cpiUSA-1 1.183129e-05 2.765971e-05 -4.205384e-06 dolcan:cpiCAN-1 9.896036e-06 -2.779271e-06 8.389040e-06 dolcan:dolcan-2 -6.297737e-03 -1.463856e-05 -1.582837e-05 dolcan:cpiUSA-2 -1.463856e-05 -5.603280e-05 7.569827e-06 dolcan:cpiCAN-2 -1.582837e-05 7.569827e-06 -1.678975e-05 dolcan:dolcan-3 3.157744e-03 1.735703e-05 9.486243e-06 dolcan:cpiUSA-3 2.311194e-06 2.852849e-05 -3.344202e-06 dolcan:cpiCAN-3 6.093453e-06 -4.874492e-06 8.387960e-06 cpiUSA:Intercept 8.947473e-04 9.672595e-05 -1.549890e-05 cpiUSA:Trend -5.370727e-06 1.099764e-06 1.207473e-07 cpiUSA:dolcan-1 -2.288662e-01 2.906532e-04 -4.450872e-04 cpiUSA:cpiUSA-1 -8.576859e-04 -2.005136e-03 3.048611e-04 cpiUSA:cpiCAN-1 -7.173937e-04 2.014778e-04 -6.081471e-04 cpiUSA:dolcan-2 4.565421e-01 1.061193e-03 1.147447e-03 cpiUSA:cpiUSA-2 1.061193e-03 4.061988e-03 -5.487598e-04 cpiUSA:cpiCAN-2 1.147447e-03 -5.487598e-04 1.217140e-03 cpiUSA:dolcan-3 -2.289144e-01 -1.258264e-03 -6.876866e-04 cpiUSA:cpiUSA-3 -1.675455e-04 -2.068117e-03 2.424314e-04 cpiUSA:cpiCAN-3 -4.417329e-04 3.533667e-04 -6.080687e-04 cpiCAN:Intercept 4.814537e-03 5.204717e-04 -8.339788e-05 cpiCAN:Trend -2.889929e-05 5.917708e-06 6.497279e-07 cpiCAN:dolcan-1 -1.231504e+00 1.563973e-03 -2.394966e-03 cpiCAN:cpiUSA-1 -4.615114e-03 -1.078942e-02 1.640424e-03 cpiCAN:cpiCAN-1 -3.860217e-03 1.084130e-03 -3.272373e-03 cpiCAN:dolcan-2 2.456603e+00 5.710165e-03 6.174285e-03 cpiCAN:cpiUSA-2 5.710165e-03 2.185711e-02 -2.952816e-03 cpiCAN:cpiCAN-2 6.174285e-03 -2.952816e-03 6.549296e-03 cpiCAN:dolcan-3 -1.231764e+00 -6.770579e-03 -3.700366e-03 cpiCAN:cpiUSA-3 -9.015441e-04 -1.112831e-02 1.304497e-03 cpiCAN:cpiCAN-3 -2.376917e-03 1.901428e-03 -3.271951e-03 cpiCAN:dolcan-3 cpiCAN:cpiUSA-3 cpiCAN:cpiCAN-3 dolcan:Intercept 4.677773e-05 -2.614126e-06 4.114110e-06 dolcan:Trend 1.833498e-07 2.633945e-08 4.981065e-08 dolcan:dolcan-1 -4.428774e-04 1.000713e-05 1.273935e-06 dolcan:cpiUSA-1 -1.080567e-05 -8.162764e-06 4.446437e-07 dolcan:cpiCAN-1 1.913631e-07 -7.563153e-07 3.980068e-07 dolcan:dolcan-2 3.157744e-03 2.311194e-06 6.093453e-06 dolcan:cpiUSA-2 1.735703e-05 2.852849e-05 -4.874492e-06 dolcan:cpiCAN-2 9.486243e-06 -3.344202e-06 8.387960e-06 dolcan:dolcan-3 -2.749169e-03 -7.900357e-06 -8.876526e-06 dolcan:cpiUSA-3 -7.900357e-06 -2.068505e-05 4.293158e-06 dolcan:cpiCAN-3 -8.876526e-06 4.293158e-06 -8.811751e-06 cpiUSA:Intercept 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-7.492326e-07 2.138706e-03 dolcan:cpiUSA-3 6.056822e-06 -5.462201e-06 -6.382142e-07 1.727490e-06 dolcan:cpiCAN-3 -4.941334e-07 4.209245e-07 3.068671e-08 4.433040e-06 dolcan:exo_1 3.876956e-05 2.865445e-06 5.688433e-07 -1.319734e-05 cpiUSA:dolcan-1 1.954707e-01 2.686622e-04 4.905021e-04 -2.232969e-01 cpiUSA:cpiUSA-1 2.686622e-04 1.382082e-03 -2.533153e-04 -8.562614e-04 cpiUSA:cpiCAN-1 4.905021e-04 -2.533153e-04 5.968515e-04 -6.634619e-04 cpiUSA:dolcan-2 -2.232969e-01 -8.562614e-04 -6.634619e-04 4.458055e-01 cpiUSA:cpiUSA-2 2.406403e-04 -1.954372e-03 1.891564e-04 1.046166e-03 cpiUSA:cpiCAN-2 -4.394107e-04 2.981430e-04 -5.947440e-04 1.121660e-03 cpiUSA:dolcan-3 3.187608e-02 7.188268e-04 7.835750e-05 -2.236737e-01 cpiUSA:cpiUSA-3 -6.334447e-04 5.712570e-04 6.674678e-05 -1.806672e-04 cpiUSA:cpiCAN-3 5.167829e-05 -4.402184e-05 -3.209329e-06 -4.636236e-04 cpiUSA:exo_1 -4.054663e-03 -2.996788e-04 -5.949173e-05 1.380227e-03 cpiCAN:dolcan-1 1.104871e+00 1.518575e-03 2.772493e-03 -1.262154e+00 cpiCAN:cpiUSA-1 1.518575e-03 7.812023e-03 -1.431829e-03 -4.839896e-03 cpiCAN:cpiCAN-1 2.772493e-03 -1.431829e-03 3.373618e-03 -3.750124e-03 cpiCAN:dolcan-2 -1.262154e+00 -4.839896e-03 -3.750124e-03 2.519852e+00 cpiCAN:cpiUSA-2 1.360185e-03 -1.104681e-02 1.069180e-03 5.913302e-03 cpiCAN:cpiCAN-2 -2.483707e-03 1.685211e-03 -3.361706e-03 6.340026e-03 cpiCAN:dolcan-3 1.801750e-01 4.063066e-03 4.429046e-04 -1.264284e+00 cpiCAN:cpiUSA-3 -3.580456e-03 3.228949e-03 3.772767e-04 -1.021196e-03 cpiCAN:cpiCAN-3 2.921042e-04 -2.488272e-04 -1.814027e-05 -2.620566e-03 cpiCAN:exo_1 -2.291841e-02 -1.693892e-03 -3.362685e-04 7.801535e-03 cpiCAN:cpiUSA-2 cpiCAN:cpiCAN-2 cpiCAN:dolcan-3 cpiCAN:cpiUSA-3 dolcan:dolcan-1 -2.300936e-06 4.201523e-06 -3.047902e-04 6.056822e-06 dolcan:cpiUSA-1 1.868716e-05 -2.850761e-06 -6.873222e-06 -5.462201e-06 dolcan:cpiCAN-1 -1.808661e-06 5.686776e-06 -7.492326e-07 -6.382142e-07 dolcan:dolcan-2 -1.000314e-05 -1.072500e-05 2.138706e-03 1.727490e-06 dolcan:cpiUSA-2 -3.791106e-05 5.126353e-06 1.151719e-05 1.927842e-05 dolcan:cpiCAN-2 5.126353e-06 -1.136525e-05 6.396017e-06 -2.267455e-06 dolcan:dolcan-3 1.151719e-05 6.396017e-06 -1.858187e-03 -4.944659e-06 dolcan:cpiUSA-3 1.927842e-05 -2.267455e-06 -4.944659e-06 -1.394439e-05 dolcan:cpiCAN-3 -3.362800e-06 5.671133e-06 -5.246050e-06 3.015740e-06 dolcan:exo_1 8.834790e-08 2.535939e-07 1.968138e-05 -3.491145e-06 cpiUSA:dolcan-1 2.406403e-04 -4.394107e-04 3.187608e-02 -6.334447e-04 cpiUSA:cpiUSA-1 -1.954372e-03 2.981430e-04 7.188268e-04 5.712570e-04 cpiUSA:cpiCAN-1 1.891564e-04 -5.947440e-04 7.835750e-05 6.674678e-05 cpiUSA:dolcan-2 1.046166e-03 1.121660e-03 -2.236737e-01 -1.806672e-04 cpiUSA:cpiUSA-2 3.964878e-03 -5.361329e-04 -1.204510e-03 -2.016208e-03 cpiUSA:cpiCAN-2 -5.361329e-04 1.188620e-03 -6.689190e-04 2.371388e-04 cpiUSA:dolcan-3 -1.204510e-03 -6.689190e-04 1.943360e-01 5.171307e-04 cpiUSA:cpiUSA-3 -2.016208e-03 2.371388e-04 5.171307e-04 1.458355e-03 cpiUSA:cpiCAN-3 3.516939e-04 -5.931079e-04 5.486512e-04 -3.153972e-04 cpiUSA:exo_1 -9.239748e-06 -2.652178e-05 -2.058351e-03 3.651168e-04 cpiCAN:dolcan-1 1.360185e-03 -2.483707e-03 1.801750e-01 -3.580456e-03 cpiCAN:cpiUSA-1 -1.104681e-02 1.685211e-03 4.063066e-03 3.228949e-03 cpiCAN:cpiCAN-1 1.069180e-03 -3.361706e-03 4.429046e-04 3.772767e-04 cpiCAN:dolcan-2 5.913302e-03 6.340026e-03 -1.264284e+00 -1.021196e-03 cpiCAN:cpiUSA-2 2.241091e-02 -3.030415e-03 -6.808321e-03 -1.139633e-02 cpiCAN:cpiCAN-2 -3.030415e-03 6.718504e-03 -3.780969e-03 1.340393e-03 cpiCAN:dolcan-3 -6.808321e-03 -3.780969e-03 1.098457e+00 2.923007e-03 cpiCAN:cpiUSA-3 -1.139633e-02 1.340393e-03 2.923007e-03 8.243145e-03 cpiCAN:cpiCAN-3 1.987900e-03 -3.352458e-03 3.101173e-03 -1.782738e-03 cpiCAN:exo_1 -5.222636e-05 -1.499106e-04 -1.163454e-02 2.063770e-03 cpiCAN:cpiCAN-3 cpiCAN:exo_1 dolcan:dolcan-1 -4.941334e-07 3.876956e-05 dolcan:cpiUSA-1 4.209245e-07 2.865445e-06 dolcan:cpiCAN-1 3.068671e-08 5.688433e-07 dolcan:dolcan-2 4.433040e-06 -1.319734e-05 dolcan:cpiUSA-2 -3.362800e-06 8.834790e-08 dolcan:cpiCAN-2 5.671133e-06 2.535939e-07 dolcan:dolcan-3 -5.246050e-06 1.968138e-05 dolcan:cpiUSA-3 3.015740e-06 -3.491145e-06 dolcan:cpiCAN-3 -5.757726e-06 -4.706933e-07 dolcan:exo_1 -4.706933e-07 -4.469612e-05 cpiUSA:dolcan-1 5.167829e-05 -4.054663e-03 cpiUSA:cpiUSA-1 -4.402184e-05 -2.996788e-04 cpiUSA:cpiCAN-1 -3.209329e-06 -5.949173e-05 cpiUSA:dolcan-2 -4.636236e-04 1.380227e-03 cpiUSA:cpiUSA-2 3.516939e-04 -9.239748e-06 cpiUSA:cpiCAN-2 -5.931079e-04 -2.652178e-05 cpiUSA:dolcan-3 5.486512e-04 -2.058351e-03 cpiUSA:cpiUSA-3 -3.153972e-04 3.651168e-04 cpiUSA:cpiCAN-3 6.021641e-04 4.922684e-05 cpiUSA:exo_1 4.922684e-05 4.674485e-03 cpiCAN:dolcan-1 2.921042e-04 -2.291841e-02 cpiCAN:cpiUSA-1 -2.488272e-04 -1.693892e-03 cpiCAN:cpiCAN-1 -1.814027e-05 -3.362685e-04 cpiCAN:dolcan-2 -2.620566e-03 7.801535e-03 cpiCAN:cpiUSA-2 1.987900e-03 -5.222636e-05 cpiCAN:cpiCAN-2 -3.352458e-03 -1.499106e-04 cpiCAN:dolcan-3 3.101173e-03 -1.163454e-02 cpiCAN:cpiUSA-3 -1.782738e-03 2.063770e-03 cpiCAN:cpiCAN-3 3.403647e-03 2.782477e-04 cpiCAN:exo_1 2.782477e-04 2.642186e-02 $var_l2_diff_co dolcan:Intercept dolcan:dolcan-1 dolcan:cpiUSA-1 dolcan:Intercept 2.254359e-06 -8.316691e-06 -2.429535e-06 dolcan:dolcan-1 -8.316691e-06 3.138072e-03 2.663875e-06 dolcan:cpiUSA-1 -2.429535e-06 2.663875e-06 2.252617e-05 dolcan:cpiCAN-1 -9.815905e-07 8.665191e-06 -4.236673e-06 dolcan:dolcan-2 -5.261298e-06 -5.047265e-04 -1.063741e-05 dolcan:cpiUSA-2 -2.107559e-06 5.038924e-06 -9.453412e-06 dolcan:cpiCAN-2 -1.236311e-06 1.172308e-06 6.404535e-07 cpiUSA:Intercept -3.372419e-07 1.244139e-06 3.634473e-07 cpiUSA:dolcan-1 1.244139e-06 -4.694413e-04 -3.985035e-07 cpiUSA:cpiUSA-1 3.634473e-07 -3.985035e-07 -3.369812e-06 cpiUSA:cpiCAN-1 1.468415e-07 -1.296273e-06 6.337870e-07 cpiUSA:dolcan-2 7.870662e-07 7.550479e-05 1.591308e-06 cpiUSA:cpiUSA-2 3.152813e-07 -7.538001e-07 1.414187e-06 cpiUSA:cpiCAN-2 1.849465e-07 -1.753719e-07 -9.580893e-08 cpiCAN:Intercept -1.297191e-06 4.785545e-06 1.397990e-06 cpiCAN:dolcan-1 4.785545e-06 -1.805692e-03 -1.532832e-06 cpiCAN:cpiUSA-1 1.397990e-06 -1.532832e-06 -1.296189e-05 cpiCAN:cpiCAN-1 5.648215e-07 -4.986077e-06 2.437843e-06 cpiCAN:dolcan-2 3.027427e-06 2.904270e-04 6.120918e-06 cpiCAN:cpiUSA-2 1.212720e-06 -2.899470e-06 5.439630e-06 cpiCAN:cpiCAN-2 7.113915e-07 -6.745631e-07 -3.685262e-07 dolcan:cpiCAN-1 dolcan:dolcan-2 dolcan:cpiUSA-2 dolcan:Intercept -9.815905e-07 -5.261298e-06 -2.107559e-06 dolcan:dolcan-1 8.665191e-06 -5.047265e-04 5.038924e-06 dolcan:cpiUSA-1 -4.236673e-06 -1.063741e-05 -9.453412e-06 dolcan:cpiCAN-1 9.458467e-06 -1.959072e-06 -9.942556e-07 dolcan:dolcan-2 -1.959072e-06 3.147840e-03 8.840350e-06 dolcan:cpiUSA-2 -9.942556e-07 8.840350e-06 2.337821e-05 dolcan:cpiCAN-2 -2.801397e-07 8.955935e-06 -4.907337e-06 cpiUSA:Intercept 1.468415e-07 7.870662e-07 3.152813e-07 cpiUSA:dolcan-1 -1.296273e-06 7.550479e-05 -7.538001e-07 cpiUSA:cpiUSA-1 6.337870e-07 1.591308e-06 1.414187e-06 cpiUSA:cpiCAN-1 -1.414944e-06 2.930682e-07 1.487361e-07 cpiUSA:dolcan-2 2.930682e-07 -4.709025e-04 -1.322476e-06 cpiUSA:cpiUSA-2 1.487361e-07 -1.322476e-06 -3.497273e-06 cpiUSA:cpiCAN-2 4.190763e-08 -1.339767e-06 7.341153e-07 cpiCAN:Intercept 5.648215e-07 3.027427e-06 1.212720e-06 cpiCAN:dolcan-1 -4.986077e-06 2.904270e-04 -2.899470e-06 cpiCAN:cpiUSA-1 2.437843e-06 6.120918e-06 5.439630e-06 cpiCAN:cpiCAN-1 -5.442539e-06 1.127278e-06 5.721091e-07 cpiCAN:dolcan-2 1.127278e-06 -1.811313e-03 -5.086866e-06 cpiCAN:cpiUSA-2 5.721091e-07 -5.086866e-06 -1.345216e-05 cpiCAN:cpiCAN-2 1.611965e-07 -5.153375e-06 2.823753e-06 dolcan:cpiCAN-2 cpiUSA:Intercept cpiUSA:dolcan-1 dolcan:Intercept -1.236311e-06 -3.372419e-07 1.244139e-06 dolcan:dolcan-1 1.172308e-06 1.244139e-06 -4.694413e-04 dolcan:cpiUSA-1 6.404535e-07 3.634473e-07 -3.985035e-07 dolcan:cpiCAN-1 -2.801397e-07 1.468415e-07 -1.296273e-06 dolcan:dolcan-2 8.955935e-06 7.870662e-07 7.550479e-05 dolcan:cpiUSA-2 -4.907337e-06 3.152813e-07 -7.538001e-07 dolcan:cpiCAN-2 9.444794e-06 1.849465e-07 -1.753719e-07 cpiUSA:Intercept 1.849465e-07 3.428281e-04 -1.264747e-03 cpiUSA:dolcan-1 -1.753719e-07 -1.264747e-03 4.772173e-01 cpiUSA:cpiUSA-1 -9.580893e-08 -3.694676e-04 4.051044e-04 cpiUSA:cpiCAN-1 4.190763e-08 -1.492738e-04 1.317745e-03 cpiUSA:dolcan-2 -1.339767e-06 -8.001034e-04 -7.675546e-02 cpiUSA:cpiUSA-2 7.341153e-07 -3.205037e-04 7.662862e-04 cpiUSA:cpiCAN-2 -1.412898e-06 -1.880100e-04 1.782769e-04 cpiCAN:Intercept 7.113915e-07 1.428672e-04 -5.270600e-04 cpiCAN:dolcan-1 -6.745631e-07 -5.270600e-04 1.988714e-01 cpiCAN:cpiUSA-1 -3.685262e-07 -1.539687e-04 1.688197e-04 cpiCAN:cpiCAN-1 1.611965e-07 -6.220708e-05 5.491457e-04 cpiCAN:dolcan-2 -5.153375e-06 -3.334282e-04 -3.198641e-02 cpiCAN:cpiUSA-2 2.823753e-06 -1.335639e-04 3.193355e-04 cpiCAN:cpiCAN-2 -5.434672e-06 -7.834969e-05 7.429357e-05 cpiUSA:cpiUSA-1 cpiUSA:cpiCAN-1 cpiUSA:dolcan-2 dolcan:Intercept 3.634473e-07 1.468415e-07 7.870662e-07 dolcan:dolcan-1 -3.985035e-07 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-5.345919e-07 cpiUSA:cpiUSA-1 5.089315e-07 -3.031181e-10 -5.345919e-07 -4.151769e-06 cpiUSA:cpiCAN-1 3.619361e-07 -8.871275e-10 -1.724429e-06 7.572398e-07 cpiUSA:dolcan-2 9.872160e-07 -9.433244e-11 9.284174e-05 1.954627e-06 cpiUSA:cpiUSA-2 3.843883e-07 1.635715e-11 -9.246194e-07 1.739573e-06 cpiUSA:cpiCAN-2 4.105481e-07 -8.956904e-10 -3.472052e-07 -1.402295e-07 cpiCAN:Intercept -3.471492e-06 9.335966e-09 7.137116e-06 1.917963e-06 cpiCAN:Trend 9.335966e-09 -4.566945e-11 -6.706614e-09 -1.142333e-09 cpiCAN:dolcan-1 7.137116e-06 -6.706614e-09 -2.176669e-03 -2.014667e-06 cpiCAN:cpiUSA-1 1.917963e-06 -1.142333e-09 -2.014667e-06 -1.564639e-05 cpiCAN:cpiCAN-1 1.363995e-06 -3.343236e-09 -6.498698e-06 2.853740e-06 cpiCAN:dolcan-2 3.720430e-06 -3.555020e-10 3.498841e-04 7.366221e-06 cpiCAN:cpiUSA-2 1.448609e-06 6.164367e-11 -3.484528e-06 6.555770e-06 cpiCAN:cpiCAN-2 1.547195e-06 -3.375506e-09 -1.308480e-06 -5.284702e-07 dolcan:cpiCAN-1 dolcan:dolcan-2 dolcan:cpiUSA-2 dolcan:Intercept -1.971325e-06 -5.376980e-06 -2.093613e-06 dolcan:Trend 4.831837e-09 5.137920e-10 -8.909099e-11 dolcan:dolcan-1 9.392293e-06 -5.056728e-04 5.036041e-06 dolcan:cpiUSA-1 -4.124390e-06 -1.064609e-05 -9.474777e-06 dolcan:cpiCAN-1 9.831329e-06 -1.925425e-06 -1.002790e-06 dolcan:dolcan-2 -1.925425e-06 3.154216e-03 8.857552e-06 dolcan:cpiUSA-2 -1.002790e-06 8.857552e-06 2.342565e-05 dolcan:cpiCAN-2 7.642242e-08 9.012040e-06 -4.923856e-06 cpiUSA:Intercept 3.619361e-07 9.872160e-07 3.843883e-07 cpiUSA:Trend -8.871275e-10 -9.433244e-11 1.635715e-11 cpiUSA:dolcan-1 -1.724429e-06 9.284174e-05 -9.246194e-07 cpiUSA:cpiUSA-1 7.572398e-07 1.954627e-06 1.739573e-06 cpiUSA:cpiCAN-1 -1.805036e-06 3.535089e-07 1.841127e-07 cpiUSA:dolcan-2 3.535089e-07 -5.791155e-04 -1.626250e-06 cpiUSA:cpiUSA-2 1.841127e-07 -1.626250e-06 -4.300960e-06 cpiUSA:cpiCAN-2 -1.403119e-08 -1.654615e-06 9.040222e-07 cpiCAN:Intercept 1.363995e-06 3.720430e-06 1.448609e-06 cpiCAN:Trend -3.343236e-09 -3.555020e-10 6.164367e-11 cpiCAN:dolcan-1 -6.498698e-06 3.498841e-04 -3.484528e-06 cpiCAN:cpiUSA-1 2.853740e-06 7.366221e-06 6.555770e-06 cpiCAN:cpiCAN-1 -6.802474e-06 1.332237e-06 6.938487e-07 cpiCAN:dolcan-2 1.332237e-06 -2.182459e-03 -6.128700e-06 cpiCAN:cpiUSA-2 6.938487e-07 -6.128700e-06 -1.620863e-05 cpiCAN:cpiCAN-2 -5.287806e-08 -6.235594e-06 3.406905e-06 dolcan:cpiCAN-2 cpiUSA:Intercept cpiUSA:Trend cpiUSA:dolcan-1 dolcan:Intercept -2.236095e-06 -9.211604e-07 2.477298e-09 1.893833e-06 dolcan:Trend 4.878476e-09 2.477298e-09 -1.211839e-11 -1.779600e-09 dolcan:dolcan-1 1.891091e-06 1.893833e-06 -1.779600e-09 -5.775791e-04 dolcan:cpiUSA-1 7.637756e-07 5.089315e-07 -3.031181e-10 -5.345919e-07 dolcan:cpiCAN-1 7.642242e-08 3.619361e-07 -8.871275e-10 -1.724429e-06 dolcan:dolcan-2 9.012040e-06 9.872160e-07 -9.433244e-11 9.284174e-05 dolcan:cpiUSA-2 -4.923856e-06 3.843883e-07 1.635715e-11 -9.246194e-07 dolcan:cpiCAN-2 9.824490e-06 4.105481e-07 -8.956904e-10 -3.472052e-07 cpiUSA:Intercept 4.105481e-07 7.589588e-04 -2.041086e-06 -1.560360e-03 cpiUSA:Trend -8.956904e-10 -2.041086e-06 9.984534e-09 1.466241e-06 cpiUSA:dolcan-1 -3.472052e-07 -1.560360e-03 1.466241e-06 4.758767e-01 cpiUSA:cpiUSA-1 -1.402295e-07 -4.193168e-04 2.497439e-07 4.404589e-04 cpiUSA:cpiCAN-1 -1.403119e-08 -2.982050e-04 7.309186e-07 1.420785e-03 cpiUSA:dolcan-2 -1.654615e-06 -8.133831e-04 7.772202e-08 -7.649381e-02 cpiUSA:cpiUSA-2 9.040222e-07 -3.167037e-04 -1.347691e-08 7.618088e-04 cpiUSA:cpiCAN-2 -1.803781e-06 -3.382572e-04 7.379737e-07 2.860679e-04 cpiCAN:Intercept 1.547195e-06 3.015010e-04 -8.108339e-07 -6.198625e-04 cpiCAN:Trend -3.375506e-09 -8.108339e-07 3.966417e-09 5.824732e-07 cpiCAN:dolcan-1 -1.308480e-06 -6.198625e-04 5.824732e-07 1.890449e-01 cpiCAN:cpiUSA-1 -5.284702e-07 -1.665762e-04 9.921230e-08 1.749750e-04 cpiCAN:cpiCAN-1 -5.287806e-08 -1.184637e-04 2.903619e-07 5.644155e-04 cpiCAN:dolcan-2 -6.235594e-06 -3.231214e-04 3.087555e-08 -3.038763e-02 cpiCAN:cpiUSA-2 3.406905e-06 -1.258125e-04 -5.353787e-09 3.026332e-04 cpiCAN:cpiCAN-2 -6.797742e-06 -1.343747e-04 2.931646e-07 1.136422e-04 cpiUSA:cpiUSA-1 cpiUSA:cpiCAN-1 cpiUSA:dolcan-2 dolcan:Intercept 5.089315e-07 3.619361e-07 9.872160e-07 dolcan:Trend -3.031181e-10 -8.871275e-10 -9.433244e-11 dolcan:dolcan-1 -5.345919e-07 -1.724429e-06 9.284174e-05 dolcan:cpiUSA-1 -4.151769e-06 7.572398e-07 1.954627e-06 dolcan:cpiCAN-1 7.572398e-07 -1.805036e-06 3.535089e-07 dolcan:dolcan-2 1.954627e-06 3.535089e-07 -5.791155e-04 dolcan:cpiUSA-2 1.739573e-06 1.841127e-07 -1.626250e-06 dolcan:cpiCAN-2 -1.402295e-07 -1.403119e-08 -1.654615e-06 cpiUSA:Intercept -4.193168e-04 -2.982050e-04 -8.133831e-04 cpiUSA:Trend 2.497439e-07 7.309186e-07 7.772202e-08 cpiUSA:dolcan-1 4.404589e-04 1.420785e-03 -7.649381e-02 cpiUSA:cpiUSA-1 3.420709e-03 -6.239021e-04 -1.610448e-03 cpiUSA:cpiCAN-1 -6.239021e-04 1.487198e-03 -2.912617e-04 cpiUSA:dolcan-2 -1.610448e-03 -2.912617e-04 4.771426e-01 cpiUSA:cpiUSA-2 -1.433262e-03 -1.516934e-04 1.339894e-03 cpiUSA:cpiCAN-2 1.155374e-04 1.156052e-05 1.363264e-03 cpiCAN:Intercept -1.665762e-04 -1.184637e-04 -3.231214e-04 cpiCAN:Trend 9.921230e-08 2.903619e-07 3.087555e-08 cpiCAN:dolcan-1 1.749750e-04 5.644155e-04 -3.038763e-02 cpiCAN:cpiUSA-1 1.358898e-03 -2.478489e-04 -6.397604e-04 cpiCAN:cpiCAN-1 -2.478489e-04 5.907987e-04 -1.157055e-04 cpiCAN:dolcan-2 -6.397604e-04 -1.157055e-04 1.895478e-01 cpiCAN:cpiUSA-2 -5.693722e-04 -6.026114e-05 5.322810e-04 cpiCAN:cpiCAN-2 4.589793e-05 4.592489e-06 5.415648e-04 cpiUSA:cpiUSA-2 cpiUSA:cpiCAN-2 cpiCAN:Intercept cpiCAN:Trend dolcan:Intercept 3.843883e-07 4.105481e-07 -3.471492e-06 9.335966e-09 dolcan:Trend 1.635715e-11 -8.956904e-10 9.335966e-09 -4.566945e-11 dolcan:dolcan-1 -9.246194e-07 -3.472052e-07 7.137116e-06 -6.706614e-09 dolcan:cpiUSA-1 1.739573e-06 -1.402295e-07 1.917963e-06 -1.142333e-09 dolcan:cpiCAN-1 1.841127e-07 -1.403119e-08 1.363995e-06 -3.343236e-09 dolcan:dolcan-2 -1.626250e-06 -1.654615e-06 3.720430e-06 -3.555020e-10 dolcan:cpiUSA-2 -4.300960e-06 9.040222e-07 1.448609e-06 6.164367e-11 dolcan:cpiCAN-2 9.040222e-07 -1.803781e-06 1.547195e-06 -3.375506e-09 cpiUSA:Intercept -3.167037e-04 -3.382572e-04 3.015010e-04 -8.108339e-07 cpiUSA:Trend -1.347691e-08 7.379737e-07 -8.108339e-07 3.966417e-09 cpiUSA:dolcan-1 7.618088e-04 2.860679e-04 -6.198625e-04 5.824732e-07 cpiUSA:cpiUSA-1 -1.433262e-03 1.155374e-04 -1.665762e-04 9.921230e-08 cpiUSA:cpiCAN-1 -1.516934e-04 1.156052e-05 -1.184637e-04 2.903619e-07 cpiUSA:dolcan-2 1.339894e-03 1.363264e-03 -3.231214e-04 3.087555e-08 cpiUSA:cpiUSA-2 3.543630e-03 -7.448384e-04 -1.258125e-04 -5.353787e-09 cpiUSA:cpiCAN-2 -7.448384e-04 1.486164e-03 -1.343747e-04 2.931646e-07 cpiCAN:Intercept -1.258125e-04 -1.343747e-04 1.711988e-03 -4.604091e-06 cpiCAN:Trend -5.353787e-09 2.931646e-07 -4.604091e-06 2.252218e-08 cpiCAN:dolcan-1 3.026332e-04 1.136422e-04 -3.519714e-03 3.307409e-06 cpiCAN:cpiUSA-1 -5.693722e-04 4.589793e-05 -9.458557e-04 5.633490e-07 cpiCAN:cpiCAN-1 -6.026114e-05 4.592489e-06 -6.726629e-04 1.648738e-06 cpiCAN:dolcan-2 5.322810e-04 5.415648e-04 -1.834754e-03 1.753181e-07 cpiCAN:cpiUSA-2 1.407729e-03 -2.958916e-04 -7.143906e-04 -3.039996e-08 cpiCAN:cpiCAN-2 -2.958916e-04 5.903877e-04 -7.630089e-04 1.664652e-06 cpiCAN:dolcan-1 cpiCAN:cpiUSA-1 cpiCAN:cpiCAN-1 dolcan:Intercept 7.137116e-06 1.917963e-06 1.363995e-06 dolcan:Trend -6.706614e-09 -1.142333e-09 -3.343236e-09 dolcan:dolcan-1 -2.176669e-03 -2.014667e-06 -6.498698e-06 dolcan:cpiUSA-1 -2.014667e-06 -1.564639e-05 2.853740e-06 dolcan:cpiCAN-1 -6.498698e-06 2.853740e-06 -6.802474e-06 dolcan:dolcan-2 3.498841e-04 7.366221e-06 1.332237e-06 dolcan:cpiUSA-2 -3.484528e-06 6.555770e-06 6.938487e-07 dolcan:cpiCAN-2 -1.308480e-06 -5.284702e-07 -5.287806e-08 cpiUSA:Intercept -6.198625e-04 -1.665762e-04 -1.184637e-04 cpiUSA:Trend 5.824732e-07 9.921230e-08 2.903619e-07 cpiUSA:dolcan-1 1.890449e-01 1.749750e-04 5.644155e-04 cpiUSA:cpiUSA-1 1.749750e-04 1.358898e-03 -2.478489e-04 cpiUSA:cpiCAN-1 5.644155e-04 -2.478489e-04 5.907987e-04 cpiUSA:dolcan-2 -3.038763e-02 -6.397604e-04 -1.157055e-04 cpiUSA:cpiUSA-2 3.026332e-04 -5.693722e-04 -6.026114e-05 cpiUSA:cpiCAN-2 1.136422e-04 4.589793e-05 4.592489e-06 cpiCAN:Intercept -3.519714e-03 -9.458557e-04 -6.726629e-04 cpiCAN:Trend 3.307409e-06 5.633490e-07 1.648738e-06 cpiCAN:dolcan-1 1.073438e+00 9.935459e-04 3.204874e-03 cpiCAN:cpiUSA-1 9.935459e-04 7.716116e-03 -1.407340e-03 cpiCAN:cpiCAN-1 3.204874e-03 -1.407340e-03 3.354683e-03 cpiCAN:dolcan-2 -1.725476e-01 -3.632698e-03 -6.570009e-04 cpiCAN:cpiUSA-2 1.718417e-03 -3.233019e-03 -3.421759e-04 cpiCAN:cpiCAN-2 6.452853e-04 2.606184e-04 2.607715e-05 cpiCAN:dolcan-2 cpiCAN:cpiUSA-2 cpiCAN:cpiCAN-2 dolcan:Intercept 3.720430e-06 1.448609e-06 1.547195e-06 dolcan:Trend -3.555020e-10 6.164367e-11 -3.375506e-09 dolcan:dolcan-1 3.498841e-04 -3.484528e-06 -1.308480e-06 dolcan:cpiUSA-1 7.366221e-06 6.555770e-06 -5.284702e-07 dolcan:cpiCAN-1 1.332237e-06 6.938487e-07 -5.287806e-08 dolcan:dolcan-2 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7.429357e-05 cpiUSA:cpiUSA-1 -2.684939e-04 -6.741324e-04 -5.990982e-04 4.058794e-05 cpiUSA:cpiCAN-1 5.994186e-04 -1.241537e-04 -6.300971e-05 -1.775351e-05 cpiUSA:dolcan-2 -1.241537e-04 1.994905e-01 5.602462e-04 5.675713e-04 cpiUSA:cpiUSA-2 -6.300971e-05 5.602462e-04 1.481565e-03 -3.109964e-04 cpiUSA:cpiCAN-2 -1.775351e-05 5.675713e-04 -3.109964e-04 5.985521e-04 cpiUSA:exo_1 -6.220708e-05 -3.334282e-04 -1.335639e-04 -7.834969e-05 cpiCAN:dolcan-1 3.052722e-03 -1.778137e-01 1.775198e-03 4.130007e-04 cpiCAN:cpiUSA-1 -1.492567e-03 -3.747527e-03 -3.330409e-03 2.256299e-04 cpiCAN:cpiCAN-1 3.332190e-03 -6.901753e-04 -3.502733e-04 -9.869241e-05 cpiCAN:dolcan-2 -6.901753e-04 1.108975e+00 3.114429e-03 3.155150e-03 cpiCAN:cpiUSA-2 -3.502733e-04 3.114429e-03 8.236074e-03 -1.728841e-03 cpiCAN:cpiCAN-2 -9.869241e-05 3.155150e-03 -1.728841e-03 3.327373e-03 cpiCAN:exo_1 -3.458115e-04 -1.853540e-03 -7.424869e-04 -4.355489e-04 cpiCAN:exo_1 dolcan:dolcan-1 4.785545e-06 dolcan:cpiUSA-1 1.397990e-06 dolcan:cpiCAN-1 5.648215e-07 dolcan:dolcan-2 3.027427e-06 dolcan:cpiUSA-2 1.212720e-06 dolcan:cpiCAN-2 7.113915e-07 dolcan:exo_1 -1.297191e-06 cpiUSA:dolcan-1 -5.270600e-04 cpiUSA:cpiUSA-1 -1.539687e-04 cpiUSA:cpiCAN-1 -6.220708e-05 cpiUSA:dolcan-2 -3.334282e-04 cpiUSA:cpiUSA-2 -1.335639e-04 cpiUSA:cpiCAN-2 -7.834969e-05 cpiUSA:exo_1 1.428672e-04 cpiCAN:dolcan-1 -2.929946e-03 cpiCAN:cpiUSA-1 -8.559180e-04 cpiCAN:cpiCAN-1 -3.458115e-04 cpiCAN:dolcan-2 -1.853540e-03 cpiCAN:cpiUSA-2 -7.424869e-04 cpiCAN:cpiCAN-2 -4.355489e-04 cpiCAN:exo_1 7.942043e-04 $var_l2_adf_co dolcan:Intercept dolcan:dolcan-1 dolcan:cpiUSA-1 dolcan:Intercept 7.585191e-05 -7.679799e-05 9.119170e-07 dolcan:dolcan-1 -7.679799e-05 8.800137e-05 -1.354251e-06 dolcan:cpiUSA-1 9.119170e-07 -1.354251e-06 1.082521e-07 dolcan:cpiCAN-1 -5.969298e-07 8.995205e-07 -9.716973e-08 dolcan:D_dolcan-1 1.100379e-05 -2.228424e-05 -6.601778e-07 dolcan:D_cpiUSA-1 -5.774744e-06 3.483654e-06 -1.250038e-07 dolcan:D_cpiCAN-1 -3.684303e-07 -2.434613e-06 1.391628e-07 dolcan:D_dolcan-2 3.340045e-05 -4.119005e-05 -5.102927e-07 dolcan:D_cpiUSA-2 -5.924675e-06 4.819054e-06 -2.175135e-07 dolcan:D_cpiCAN-2 -7.987939e-07 -2.218298e-06 1.253529e-07 cpiUSA:Intercept -1.751432e-05 1.773277e-05 -2.105631e-07 cpiUSA:dolcan-1 1.773277e-05 -2.031965e-05 3.126986e-07 cpiUSA:cpiUSA-1 -2.105631e-07 3.126986e-07 -2.499558e-08 cpiUSA:cpiCAN-1 1.378320e-07 -2.077007e-07 2.243664e-08 cpiUSA:D_dolcan-1 -2.540792e-06 5.145465e-06 1.524361e-07 cpiUSA:D_cpiUSA-1 1.333397e-06 -8.043812e-07 2.886356e-08 cpiUSA:D_cpiCAN-1 8.507113e-08 5.621560e-07 -3.213290e-08 cpiUSA:D_dolcan-2 -7.712215e-06 9.510847e-06 1.178274e-07 cpiUSA:D_cpiUSA-2 1.368017e-06 -1.112727e-06 5.022420e-08 cpiUSA:D_cpiCAN-2 1.844427e-07 5.122084e-07 -2.894417e-08 cpiCAN:Intercept -4.469612e-05 4.525360e-05 -5.373517e-07 cpiCAN:dolcan-1 4.525360e-05 -5.185525e-05 7.979992e-07 cpiCAN:cpiUSA-1 -5.373517e-07 7.979992e-07 -6.378809e-08 cpiCAN:cpiCAN-1 3.517439e-07 -5.300470e-07 5.725775e-08 cpiCAN:D_dolcan-1 -6.484040e-06 1.313110e-05 3.890131e-07 cpiCAN:D_cpiUSA-1 3.402797e-06 -2.052761e-06 7.365910e-08 cpiCAN:D_cpiCAN-1 2.170994e-07 1.434608e-06 -8.200237e-08 cpiCAN:D_dolcan-2 -1.968138e-05 2.427145e-05 3.006925e-07 cpiCAN:D_cpiUSA-2 3.491145e-06 -2.839652e-06 1.281709e-07 cpiCAN:D_cpiCAN-2 4.706933e-07 1.307143e-06 -7.386482e-08 dolcan:cpiCAN-1 dolcan:D_dolcan-1 dolcan:D_cpiUSA-1 dolcan:Intercept -5.969298e-07 1.100379e-05 -5.774744e-06 dolcan:dolcan-1 8.995205e-07 -2.228424e-05 3.483654e-06 dolcan:cpiUSA-1 -9.716973e-08 -6.601778e-07 -1.250038e-07 dolcan:cpiCAN-1 8.945971e-08 7.681013e-07 1.102463e-07 dolcan:D_dolcan-1 7.681013e-07 3.128431e-03 2.890301e-06 dolcan:D_cpiUSA-1 1.102463e-07 2.890301e-06 2.256852e-05 dolcan:D_cpiCAN-1 -1.073376e-07 8.726269e-06 -4.262736e-06 dolcan:D_dolcan-2 6.800697e-07 -4.760565e-04 -1.115396e-05 dolcan:D_cpiUSA-2 1.867964e-07 5.459723e-06 -9.052158e-06 dolcan:D_cpiCAN-2 -9.487622e-08 1.379725e-06 5.889805e-07 cpiUSA:Intercept 1.378320e-07 -2.540792e-06 1.333397e-06 cpiUSA:dolcan-1 -2.077007e-07 5.145465e-06 -8.043812e-07 cpiUSA:cpiUSA-1 2.243664e-08 1.524361e-07 2.886356e-08 cpiUSA:cpiCAN-1 -2.065639e-08 -1.773558e-07 -2.545605e-08 cpiUSA:D_dolcan-1 -1.773558e-07 -7.223596e-04 -6.673750e-07 cpiUSA:D_cpiUSA-1 -2.545605e-08 -6.673750e-07 -5.211107e-06 cpiUSA:D_cpiCAN-1 2.478442e-08 -2.014909e-06 9.842723e-07 cpiUSA:D_dolcan-2 -1.570292e-07 1.099222e-04 2.575467e-06 cpiUSA:D_cpiUSA-2 -4.313159e-08 -1.260659e-06 2.090157e-06 cpiUSA:D_cpiCAN-2 2.190707e-08 -3.185806e-07 -1.359965e-07 cpiCAN:Intercept 3.517439e-07 -6.484040e-06 3.402797e-06 cpiCAN:dolcan-1 -5.300470e-07 1.313110e-05 -2.052761e-06 cpiCAN:cpiUSA-1 5.725775e-08 3.890131e-07 7.365910e-08 cpiCAN:cpiCAN-1 -5.271459e-08 -4.526076e-07 -6.496321e-08 cpiCAN:D_dolcan-1 -4.526076e-07 -1.843444e-03 -1.703125e-06 cpiCAN:D_cpiUSA-1 -6.496321e-08 -1.703125e-06 -1.329862e-05 cpiCAN:D_cpiCAN-1 6.324922e-08 -5.141998e-06 2.511839e-06 cpiCAN:D_dolcan-2 -4.007345e-07 2.805187e-04 6.572529e-06 cpiCAN:D_cpiUSA-2 -1.100707e-07 -3.217170e-06 5.334030e-06 cpiCAN:D_cpiCAN-2 5.590629e-08 -8.130099e-07 -3.470597e-07 dolcan:D_cpiCAN-1 dolcan:D_dolcan-2 dolcan:D_cpiUSA-2 dolcan:Intercept -3.684303e-07 3.340045e-05 -5.924675e-06 dolcan:dolcan-1 -2.434613e-06 -4.119005e-05 4.819054e-06 dolcan:cpiUSA-1 1.391628e-07 -5.102927e-07 -2.175135e-07 dolcan:cpiCAN-1 -1.073376e-07 6.800697e-07 1.867964e-07 dolcan:D_dolcan-1 8.726269e-06 -4.760565e-04 5.459723e-06 dolcan:D_cpiUSA-1 -4.262736e-06 -1.115396e-05 -9.052158e-06 dolcan:D_cpiCAN-1 9.810204e-06 -1.951561e-06 -1.269883e-06 dolcan:D_dolcan-2 -1.951561e-06 3.153451e-03 8.391374e-06 dolcan:D_cpiUSA-2 -1.269883e-06 8.391374e-06 2.366443e-05 dolcan:D_cpiCAN-2 1.469533e-07 8.902851e-06 -5.117885e-06 cpiUSA:Intercept 8.507113e-08 -7.712215e-06 1.368017e-06 cpiUSA:dolcan-1 5.621560e-07 9.510847e-06 -1.112727e-06 cpiUSA:cpiUSA-1 -3.213290e-08 1.178274e-07 5.022420e-08 cpiUSA:cpiCAN-1 2.478442e-08 -1.570292e-07 -4.313159e-08 cpiUSA:D_dolcan-1 -2.014909e-06 1.099222e-04 -1.260659e-06 cpiUSA:D_cpiUSA-1 9.842723e-07 2.575467e-06 2.090157e-06 cpiUSA:D_cpiCAN-1 -2.265191e-06 4.506184e-07 2.932179e-07 cpiUSA:D_dolcan-2 4.506184e-07 -7.281368e-04 -1.937581e-06 cpiUSA:D_cpiUSA-2 2.932179e-07 -1.937581e-06 -5.464154e-06 cpiUSA:D_cpiCAN-2 -3.393175e-08 -2.055682e-06 1.181728e-06 cpiCAN:Intercept 2.170994e-07 -1.968138e-05 3.491145e-06 cpiCAN:dolcan-1 1.434608e-06 2.427145e-05 -2.839652e-06 cpiCAN:cpiUSA-1 -8.200237e-08 3.006925e-07 1.281709e-07 cpiCAN:cpiCAN-1 6.324922e-08 -4.007345e-07 -1.100707e-07 cpiCAN:D_dolcan-1 -5.141998e-06 2.805187e-04 -3.217170e-06 cpiCAN:D_cpiUSA-1 2.511839e-06 6.572529e-06 5.334030e-06 cpiCAN:D_cpiCAN-1 -5.780712e-06 1.149967e-06 7.482849e-07 cpiCAN:D_dolcan-2 1.149967e-06 -1.858187e-03 -4.944659e-06 cpiCAN:D_cpiUSA-2 7.482849e-07 -4.944659e-06 -1.394439e-05 cpiCAN:D_cpiCAN-2 -8.659300e-08 -5.246050e-06 3.015740e-06 dolcan:D_cpiCAN-2 cpiUSA:Intercept cpiUSA:dolcan-1 dolcan:Intercept -7.987939e-07 -1.751432e-05 1.773277e-05 dolcan:dolcan-1 -2.218298e-06 1.773277e-05 -2.031965e-05 dolcan:cpiUSA-1 1.253529e-07 -2.105631e-07 3.126986e-07 dolcan:cpiCAN-1 -9.487622e-08 1.378320e-07 -2.077007e-07 dolcan:D_dolcan-1 1.379725e-06 -2.540792e-06 5.145465e-06 dolcan:D_cpiUSA-1 5.889805e-07 1.333397e-06 -8.043812e-07 dolcan:D_cpiCAN-1 1.469533e-07 8.507113e-08 5.621560e-07 dolcan:D_dolcan-2 8.902851e-06 -7.712215e-06 9.510847e-06 dolcan:D_cpiUSA-2 -5.117885e-06 1.368017e-06 -1.112727e-06 dolcan:D_cpiCAN-2 9.771194e-06 1.844427e-07 5.122084e-07 cpiUSA:Intercept 1.844427e-07 1.165834e-02 -1.180375e-02 cpiUSA:dolcan-1 5.122084e-07 -1.180375e-02 1.352570e-02 cpiUSA:cpiUSA-1 -2.894417e-08 1.401605e-04 -2.081466e-04 cpiUSA:cpiCAN-1 2.190707e-08 -9.174735e-05 1.382552e-04 cpiUSA:D_dolcan-1 -3.185806e-07 1.691269e-03 -3.425059e-03 cpiUSA:D_cpiUSA-1 -1.359965e-07 -8.875707e-04 5.354332e-04 cpiUSA:D_cpiCAN-1 -3.393175e-08 -5.662727e-05 -3.741969e-04 cpiUSA:D_dolcan-2 -2.055682e-06 5.133606e-03 -6.330858e-03 cpiUSA:D_cpiUSA-2 1.181728e-06 -9.106150e-04 7.406825e-04 cpiUSA:D_cpiCAN-2 -2.256184e-06 -1.227736e-04 -3.409496e-04 cpiCAN:Intercept 4.706933e-07 4.674485e-03 -4.732788e-03 cpiCAN:dolcan-1 1.307143e-06 -4.732788e-03 5.423213e-03 cpiCAN:cpiUSA-1 -7.386482e-08 5.619822e-05 -8.345769e-05 cpiCAN:cpiCAN-1 5.590629e-08 -3.678667e-05 5.543427e-05 cpiCAN:D_dolcan-1 -8.130099e-07 6.781247e-04 -1.373299e-03 cpiCAN:D_cpiUSA-1 -3.470597e-07 -3.558770e-04 2.146853e-04 cpiCAN:D_cpiCAN-1 -8.659300e-08 -2.270506e-05 -1.500366e-04 cpiCAN:D_dolcan-2 -5.246050e-06 2.058351e-03 -2.538397e-03 cpiCAN:D_cpiUSA-2 3.015740e-06 -3.651168e-04 2.969812e-04 cpiCAN:D_cpiCAN-2 -5.757726e-06 -4.922684e-05 -1.367059e-04 cpiUSA:cpiUSA-1 cpiUSA:cpiCAN-1 cpiUSA:D_dolcan-1 dolcan:Intercept -2.105631e-07 1.378320e-07 -2.540792e-06 dolcan:dolcan-1 3.126986e-07 -2.077007e-07 5.145465e-06 dolcan:cpiUSA-1 -2.499558e-08 2.243664e-08 1.524361e-07 dolcan:cpiCAN-1 2.243664e-08 -2.065639e-08 -1.773558e-07 dolcan:D_dolcan-1 1.524361e-07 -1.773558e-07 -7.223596e-04 dolcan:D_cpiUSA-1 2.886356e-08 -2.545605e-08 -6.673750e-07 dolcan:D_cpiCAN-1 -3.213290e-08 2.478442e-08 -2.014909e-06 dolcan:D_dolcan-2 1.178274e-07 -1.570292e-07 1.099222e-04 dolcan:D_cpiUSA-2 5.022420e-08 -4.313159e-08 -1.260659e-06 dolcan:D_cpiCAN-2 -2.894417e-08 2.190707e-08 -3.185806e-07 cpiUSA:Intercept 1.401605e-04 -9.174735e-05 1.691269e-03 cpiUSA:dolcan-1 -2.081466e-04 1.382552e-04 -3.425059e-03 cpiUSA:cpiUSA-1 1.663821e-05 -1.493486e-05 -1.014685e-04 cpiUSA:cpiCAN-1 -1.493486e-05 1.374984e-05 1.180562e-04 cpiUSA:D_dolcan-1 -1.014685e-04 1.180562e-04 4.808359e-01 cpiUSA:D_cpiUSA-1 -1.921292e-05 1.694472e-05 4.442356e-04 cpiUSA:D_cpiCAN-1 2.138914e-05 -1.649765e-05 1.341216e-03 cpiUSA:D_dolcan-2 -7.843133e-05 1.045259e-04 -7.316928e-02 cpiUSA:D_cpiUSA-2 -3.343155e-05 2.871038e-05 8.391525e-04 cpiUSA:D_cpiCAN-2 1.926658e-05 -1.458235e-05 2.120620e-04 cpiCAN:Intercept 5.619822e-05 -3.678667e-05 6.781247e-04 cpiCAN:dolcan-1 -8.345769e-05 5.543427e-05 -1.373299e-03 cpiCAN:cpiUSA-1 6.671193e-06 -5.988226e-06 -4.068442e-05 cpiCAN:cpiCAN-1 -5.988226e-06 5.513085e-06 4.733537e-05 cpiCAN:D_dolcan-1 -4.068442e-05 4.733537e-05 1.927941e-01 cpiCAN:D_cpiUSA-1 -7.703540e-06 6.794091e-06 1.781190e-04 cpiCAN:D_cpiCAN-1 8.576110e-06 -6.614836e-06 5.377691e-04 cpiCAN:D_dolcan-2 -3.144753e-05 4.191029e-05 -2.933768e-02 cpiCAN:D_cpiUSA-2 -1.340459e-05 1.151160e-05 3.364634e-04 cpiCAN:D_cpiCAN-2 7.725055e-06 -5.846886e-06 8.502756e-05 cpiUSA:D_cpiUSA-1 cpiUSA:D_cpiCAN-1 cpiUSA:D_dolcan-2 dolcan:Intercept 1.333397e-06 8.507113e-08 -7.712215e-06 dolcan:dolcan-1 -8.043812e-07 5.621560e-07 9.510847e-06 dolcan:cpiUSA-1 2.886356e-08 -3.213290e-08 1.178274e-07 dolcan:cpiCAN-1 -2.545605e-08 2.478442e-08 -1.570292e-07 dolcan:D_dolcan-1 -6.673750e-07 -2.014909e-06 1.099222e-04 dolcan:D_cpiUSA-1 -5.211107e-06 9.842723e-07 2.575467e-06 dolcan:D_cpiCAN-1 9.842723e-07 -2.265191e-06 4.506184e-07 dolcan:D_dolcan-2 2.575467e-06 4.506184e-07 -7.281368e-04 dolcan:D_cpiUSA-2 2.090157e-06 2.932179e-07 -1.937581e-06 dolcan:D_cpiCAN-2 -1.359965e-07 -3.393175e-08 -2.055682e-06 cpiUSA:Intercept -8.875707e-04 -5.662727e-05 5.133606e-03 cpiUSA:dolcan-1 5.354332e-04 -3.741969e-04 -6.330858e-03 cpiUSA:cpiUSA-1 -1.921292e-05 2.138914e-05 -7.843133e-05 cpiUSA:cpiCAN-1 1.694472e-05 -1.649765e-05 1.045259e-04 cpiUSA:D_dolcan-1 4.442356e-04 1.341216e-03 -7.316928e-02 cpiUSA:D_cpiUSA-1 3.468753e-03 -6.551770e-04 -1.714350e-03 cpiUSA:D_cpiCAN-1 -6.551770e-04 1.507816e-03 -2.999524e-04 cpiUSA:D_dolcan-2 -1.714350e-03 -2.999524e-04 4.846814e-01 cpiUSA:D_cpiUSA-2 -1.391305e-03 -1.951794e-04 1.289743e-03 cpiUSA:D_cpiCAN-2 9.052555e-05 2.258654e-05 1.368357e-03 cpiCAN:Intercept -3.558770e-04 -2.270506e-05 2.058351e-03 cpiCAN:dolcan-1 2.146853e-04 -1.500366e-04 -2.538397e-03 cpiCAN:cpiUSA-1 -7.703540e-06 8.576110e-06 -3.144753e-05 cpiCAN:cpiCAN-1 6.794091e-06 -6.614836e-06 4.191029e-05 cpiCAN:D_dolcan-1 1.781190e-04 5.377691e-04 -2.933768e-02 cpiCAN:D_cpiUSA-1 1.390818e-03 -2.626973e-04 -6.873793e-04 cpiCAN:D_cpiCAN-1 -2.626973e-04 6.045681e-04 -1.202678e-04 cpiCAN:D_dolcan-2 -6.873793e-04 -1.202678e-04 1.943360e-01 cpiCAN:D_cpiUSA-2 -5.578524e-04 -7.825839e-05 5.171307e-04 cpiCAN:D_cpiCAN-2 3.629678e-05 9.056214e-06 5.486512e-04 cpiUSA:D_cpiUSA-2 cpiUSA:D_cpiCAN-2 cpiCAN:Intercept dolcan:Intercept 1.368017e-06 1.844427e-07 -4.469612e-05 dolcan:dolcan-1 -1.112727e-06 5.122084e-07 4.525360e-05 dolcan:cpiUSA-1 5.022420e-08 -2.894417e-08 -5.373517e-07 dolcan:cpiCAN-1 -4.313159e-08 2.190707e-08 3.517439e-07 dolcan:D_dolcan-1 -1.260659e-06 -3.185806e-07 -6.484040e-06 dolcan:D_cpiUSA-1 2.090157e-06 -1.359965e-07 3.402797e-06 dolcan:D_cpiCAN-1 2.932179e-07 -3.393175e-08 2.170994e-07 dolcan:D_dolcan-2 -1.937581e-06 -2.055682e-06 -1.968138e-05 dolcan:D_cpiUSA-2 -5.464154e-06 1.181728e-06 3.491145e-06 dolcan:D_cpiCAN-2 1.181728e-06 -2.256184e-06 4.706933e-07 cpiUSA:Intercept -9.106150e-04 -1.227736e-04 4.674485e-03 cpiUSA:dolcan-1 7.406825e-04 -3.409496e-04 -4.732788e-03 cpiUSA:cpiUSA-1 -3.343155e-05 1.926658e-05 5.619822e-05 cpiUSA:cpiCAN-1 2.871038e-05 -1.458235e-05 -3.678667e-05 cpiUSA:D_dolcan-1 8.391525e-04 2.120620e-04 6.781247e-04 cpiUSA:D_cpiUSA-1 -1.391305e-03 9.052555e-05 -3.558770e-04 cpiUSA:D_cpiCAN-1 -1.951794e-04 2.258654e-05 -2.270506e-05 cpiUSA:D_dolcan-2 1.289743e-03 1.368357e-03 2.058351e-03 cpiUSA:D_cpiUSA-2 3.637193e-03 -7.866125e-04 -3.651168e-04 cpiUSA:D_cpiCAN-2 -7.866125e-04 1.501820e-03 -4.922684e-05 cpiCAN:Intercept -3.651168e-04 -4.922684e-05 2.642186e-02 cpiCAN:dolcan-1 2.969812e-04 -1.367059e-04 -2.675141e-02 cpiCAN:cpiUSA-1 -1.340459e-05 7.725055e-06 3.176524e-04 cpiCAN:cpiCAN-1 1.151160e-05 -5.846886e-06 -2.079314e-04 cpiCAN:D_dolcan-1 3.364634e-04 8.502756e-05 3.833003e-03 cpiCAN:D_cpiUSA-1 -5.578524e-04 3.629678e-05 -2.011544e-03 cpiCAN:D_cpiCAN-1 -7.825839e-05 9.056214e-06 -1.283371e-04 cpiCAN:D_dolcan-2 5.171307e-04 5.486512e-04 1.163454e-02 cpiCAN:D_cpiUSA-2 1.458355e-03 -3.153972e-04 -2.063770e-03 cpiCAN:D_cpiCAN-2 -3.153972e-04 6.021641e-04 -2.782477e-04 cpiCAN:dolcan-1 cpiCAN:cpiUSA-1 cpiCAN:cpiCAN-1 dolcan:Intercept 4.525360e-05 -5.373517e-07 3.517439e-07 dolcan:dolcan-1 -5.185525e-05 7.979992e-07 -5.300470e-07 dolcan:cpiUSA-1 7.979992e-07 -6.378809e-08 5.725775e-08 dolcan:cpiCAN-1 -5.300470e-07 5.725775e-08 -5.271459e-08 dolcan:D_dolcan-1 1.313110e-05 3.890131e-07 -4.526076e-07 dolcan:D_cpiUSA-1 -2.052761e-06 7.365910e-08 -6.496321e-08 dolcan:D_cpiCAN-1 1.434608e-06 -8.200237e-08 6.324922e-08 dolcan:D_dolcan-2 2.427145e-05 3.006925e-07 -4.007345e-07 dolcan:D_cpiUSA-2 -2.839652e-06 1.281709e-07 -1.100707e-07 dolcan:D_cpiCAN-2 1.307143e-06 -7.386482e-08 5.590629e-08 cpiUSA:Intercept -4.732788e-03 5.619822e-05 -3.678667e-05 cpiUSA:dolcan-1 5.423213e-03 -8.345769e-05 5.543427e-05 cpiUSA:cpiUSA-1 -8.345769e-05 6.671193e-06 -5.988226e-06 cpiUSA:cpiCAN-1 5.543427e-05 -5.988226e-06 5.513085e-06 cpiUSA:D_dolcan-1 -1.373299e-03 -4.068442e-05 4.733537e-05 cpiUSA:D_cpiUSA-1 2.146853e-04 -7.703540e-06 6.794091e-06 cpiUSA:D_cpiCAN-1 -1.500366e-04 8.576110e-06 -6.614836e-06 cpiUSA:D_dolcan-2 -2.538397e-03 -3.144753e-05 4.191029e-05 cpiUSA:D_cpiUSA-2 2.969812e-04 -1.340459e-05 1.151160e-05 cpiUSA:D_cpiCAN-2 -1.367059e-04 7.725055e-06 -5.846886e-06 cpiCAN:Intercept -2.675141e-02 3.176524e-04 -2.079314e-04 cpiCAN:dolcan-1 3.065394e-02 -4.717327e-04 3.133343e-04 cpiCAN:cpiUSA-1 -4.717327e-04 3.770797e-05 -3.384760e-05 cpiCAN:cpiCAN-1 3.133343e-04 -3.384760e-05 3.116193e-05 cpiCAN:D_dolcan-1 -7.762376e-03 -2.299629e-04 2.675564e-04 cpiCAN:D_cpiUSA-1 1.213478e-03 -4.354316e-05 3.840263e-05 cpiCAN:D_cpiCAN-1 -8.480605e-04 4.847524e-05 -3.738942e-05 cpiCAN:D_dolcan-2 -1.434793e-02 -1.777527e-04 2.368920e-04 cpiCAN:D_cpiUSA-2 1.678644e-03 -7.576751e-05 6.506770e-05 cpiCAN:D_cpiCAN-2 -7.727103e-04 4.366477e-05 -3.304869e-05 cpiCAN:D_dolcan-1 cpiCAN:D_cpiUSA-1 cpiCAN:D_cpiCAN-1 dolcan:Intercept -6.484040e-06 3.402797e-06 2.170994e-07 dolcan:dolcan-1 1.313110e-05 -2.052761e-06 1.434608e-06 dolcan:cpiUSA-1 3.890131e-07 7.365910e-08 -8.200237e-08 dolcan:cpiCAN-1 -4.526076e-07 -6.496321e-08 6.324922e-08 dolcan:D_dolcan-1 -1.843444e-03 -1.703125e-06 -5.141998e-06 dolcan:D_cpiUSA-1 -1.703125e-06 -1.329862e-05 2.511839e-06 dolcan:D_cpiCAN-1 -5.141998e-06 2.511839e-06 -5.780712e-06 dolcan:D_dolcan-2 2.805187e-04 6.572529e-06 1.149967e-06 dolcan:D_cpiUSA-2 -3.217170e-06 5.334030e-06 7.482849e-07 dolcan:D_cpiCAN-2 -8.130099e-07 -3.470597e-07 -8.659300e-08 cpiUSA:Intercept 6.781247e-04 -3.558770e-04 -2.270506e-05 cpiUSA:dolcan-1 -1.373299e-03 2.146853e-04 -1.500366e-04 cpiUSA:cpiUSA-1 -4.068442e-05 -7.703540e-06 8.576110e-06 cpiUSA:cpiCAN-1 4.733537e-05 6.794091e-06 -6.614836e-06 cpiUSA:D_dolcan-1 1.927941e-01 1.781190e-04 5.377691e-04 cpiUSA:D_cpiUSA-1 1.781190e-04 1.390818e-03 -2.626973e-04 cpiUSA:D_cpiCAN-1 5.377691e-04 -2.626973e-04 6.045681e-04 cpiUSA:D_dolcan-2 -2.933768e-02 -6.873793e-04 -1.202678e-04 cpiUSA:D_cpiUSA-2 3.364634e-04 -5.578524e-04 -7.825839e-05 cpiUSA:D_cpiCAN-2 8.502756e-05 3.629678e-05 9.056214e-06 cpiCAN:Intercept 3.833003e-03 -2.011544e-03 -1.283371e-04 cpiCAN:dolcan-1 -7.762376e-03 1.213478e-03 -8.480605e-04 cpiCAN:cpiUSA-1 -2.299629e-04 -4.354316e-05 4.847524e-05 cpiCAN:cpiCAN-1 2.675564e-04 3.840263e-05 -3.738942e-05 cpiCAN:D_dolcan-1 1.089741e+00 1.006792e-03 3.039663e-03 cpiCAN:D_cpiUSA-1 1.006792e-03 7.861401e-03 -1.484859e-03 cpiCAN:D_cpiCAN-1 3.039663e-03 -1.484859e-03 3.417235e-03 cpiCAN:D_dolcan-2 -1.658270e-01 -3.885313e-03 -6.797965e-04 cpiCAN:D_cpiUSA-2 1.901812e-03 -3.153182e-03 -4.423444e-04 cpiCAN:D_cpiCAN-2 4.806062e-04 2.051624e-04 5.118896e-05 cpiCAN:D_dolcan-2 cpiCAN:D_cpiUSA-2 cpiCAN:D_cpiCAN-2 dolcan:Intercept -1.968138e-05 3.491145e-06 4.706933e-07 dolcan:dolcan-1 2.427145e-05 -2.839652e-06 1.307143e-06 dolcan:cpiUSA-1 3.006925e-07 1.281709e-07 -7.386482e-08 dolcan:cpiCAN-1 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-2.063770e-03 -2.782477e-04 cpiCAN:dolcan-1 -1.434793e-02 1.678644e-03 -7.727103e-04 cpiCAN:cpiUSA-1 -1.777527e-04 -7.576751e-05 4.366477e-05 cpiCAN:cpiCAN-1 2.368920e-04 6.506770e-05 -3.304869e-05 cpiCAN:D_dolcan-1 -1.658270e-01 1.901812e-03 4.806062e-04 cpiCAN:D_cpiUSA-1 -3.885313e-03 -3.153182e-03 2.051624e-04 cpiCAN:D_cpiCAN-1 -6.797965e-04 -4.423444e-04 5.118896e-05 cpiCAN:D_dolcan-2 1.098457e+00 2.923007e-03 3.101173e-03 cpiCAN:D_cpiUSA-2 2.923007e-03 8.243145e-03 -1.782738e-03 cpiCAN:D_cpiCAN-2 3.101173e-03 -1.782738e-03 3.403647e-03 $var_l2_adf_tr dolcan:Trend dolcan:dolcan-1 dolcan:cpiUSA-1 dolcan:cpiCAN-1 dolcan:Trend 4.311909e-09 4.580450e-07 -2.628387e-08 8.193709e-09 dolcan:dolcan-1 4.580450e-07 5.883145e-05 -3.220045e-06 1.163494e-06 dolcan:cpiUSA-1 -2.628387e-08 -3.220045e-06 2.568296e-07 -1.393136e-07 dolcan:cpiCAN-1 8.193709e-09 1.163494e-06 -1.393136e-07 9.974295e-08 dolcan:D_dolcan-1 7.655423e-08 -2.933545e-06 -1.253608e-06 9.942284e-07 dolcan:D_cpiUSA-1 3.763793e-08 1.651511e-06 -2.846191e-07 1.358720e-07 dolcan:D_cpiCAN-1 2.763458e-08 1.474419e-07 -2.585665e-08 -5.695806e-08 dolcan:D_dolcan-2 -8.578867e-08 -1.643491e-05 -3.825678e-07 7.733456e-07 dolcan:D_cpiUSA-2 4.653139e-08 3.771614e-06 -4.289071e-07 2.276181e-07 dolcan:D_cpiCAN-2 3.088284e-08 2.746073e-07 -5.423280e-08 -4.177407e-08 cpiUSA:Trend -6.746913e-10 -7.167105e-08 4.112680e-09 -1.282083e-09 cpiUSA:dolcan-1 -7.167105e-08 -9.205452e-06 5.038456e-07 -1.820538e-07 cpiUSA:cpiUSA-1 4.112680e-09 5.038456e-07 -4.018655e-08 2.179863e-08 cpiUSA:cpiCAN-1 -1.282083e-09 -1.820538e-07 2.179863e-08 -1.560694e-08 cpiUSA:D_dolcan-1 -1.197856e-08 4.590165e-07 1.961540e-07 -1.555685e-07 cpiUSA:D_cpiUSA-1 -5.889268e-09 -2.584146e-07 4.453481e-08 -2.126012e-08 cpiUSA:D_cpiCAN-1 -4.324027e-09 -2.307047e-08 4.045832e-09 8.912320e-09 cpiUSA:D_dolcan-2 1.342349e-08 2.571597e-06 5.986101e-08 -1.210066e-07 cpiUSA:D_cpiUSA-2 -7.280842e-09 -5.901506e-07 6.711178e-08 -3.561577e-08 cpiUSA:D_cpiCAN-2 -4.832288e-09 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-1.794147e-04 1.010059e-04 9.017500e-06 cpiUSA:cpiUSA-1 -7.667026e-05 -1.740721e-05 -1.581385e-06 cpiUSA:cpiCAN-1 6.080670e-05 8.309892e-06 -3.483537e-06 cpiUSA:D_dolcan-1 1.899900e-01 2.672894e-04 5.632387e-04 cpiUSA:D_cpiUSA-1 2.672894e-04 1.364080e-03 -2.458460e-04 cpiUSA:D_cpiCAN-1 5.632387e-04 -2.458460e-04 6.065413e-04 cpiUSA:D_dolcan-2 -2.930051e-02 -5.687913e-04 -1.423002e-04 cpiUSA:D_cpiUSA-2 4.343200e-04 -5.523324e-04 -6.063481e-05 cpiUSA:D_cpiCAN-2 1.243687e-04 4.856486e-05 2.079452e-05 cpiCAN:Trend 2.630044e-05 1.293063e-05 9.493945e-06 cpiCAN:dolcan-1 -1.007828e-03 5.673817e-04 5.065412e-05 cpiCAN:cpiUSA-1 -4.306808e-04 -9.778177e-05 -8.883131e-06 cpiCAN:cpiCAN-1 3.415702e-04 4.667926e-05 -1.956812e-05 cpiCAN:D_dolcan-1 1.067233e+00 1.501448e-03 3.163888e-03 cpiCAN:D_cpiUSA-1 1.501448e-03 7.662466e-03 -1.380994e-03 cpiCAN:D_cpiCAN-1 3.163888e-03 -1.380994e-03 3.407132e-03 cpiCAN:D_dolcan-2 -1.645901e-01 -3.195078e-03 -7.993447e-04 cpiCAN:D_cpiUSA-2 2.439711e-03 -3.102624e-03 -3.406047e-04 cpiCAN:D_cpiCAN-2 6.986176e-04 2.728040e-04 1.168093e-04 cpiCAN:D_dolcan-2 cpiCAN:D_cpiUSA-2 cpiCAN:D_cpiCAN-2 dolcan:Trend 7.922166e-08 -4.296947e-08 -2.851880e-08 dolcan:dolcan-1 1.517684e-05 -3.482902e-06 -2.535865e-07 dolcan:cpiUSA-1 3.532828e-07 3.960748e-07 5.008136e-08 dolcan:cpiCAN-1 -7.141470e-07 -2.101942e-07 3.857633e-08 dolcan:D_dolcan-1 4.424089e-04 -6.557806e-06 -1.877845e-06 dolcan:D_cpiUSA-1 8.588191e-06 8.339678e-06 -7.332818e-07 dolcan:D_cpiCAN-1 2.148594e-06 9.155262e-07 -3.139769e-07 dolcan:D_dolcan-2 -2.879904e-03 -9.232653e-06 -7.919351e-06 dolcan:D_cpiUSA-2 -9.232653e-06 -2.174037e-05 4.442724e-06 dolcan:D_cpiCAN-2 -7.919351e-06 4.442724e-06 -9.157041e-06 cpiUSA:Trend -5.246808e-06 2.845845e-06 1.888785e-06 cpiUSA:dolcan-1 -1.005154e-03 2.306708e-04 1.679490e-05 cpiUSA:cpiUSA-1 -2.339773e-05 -2.623182e-05 -3.316861e-06 cpiUSA:cpiCAN-1 4.729758e-05 1.392105e-05 -2.554889e-06 cpiUSA:D_dolcan-1 -2.930051e-02 4.343200e-04 1.243687e-04 cpiUSA:D_cpiUSA-1 -5.687913e-04 -5.523324e-04 4.856486e-05 cpiUSA:D_cpiCAN-1 -1.423002e-04 -6.063481e-05 2.079452e-05 cpiUSA:D_dolcan-2 1.907345e-01 6.114737e-04 5.244944e-04 cpiUSA:D_cpiUSA-2 6.114737e-04 1.439853e-03 -2.942392e-04 cpiUSA:D_cpiCAN-2 5.244944e-04 -2.942392e-04 6.064659e-04 cpiCAN:Trend -2.947296e-05 1.598600e-05 1.060990e-05 cpiCAN:dolcan-1 -5.646264e-03 1.295750e-03 9.434220e-05 cpiCAN:cpiUSA-1 -1.314324e-04 -1.473524e-04 -1.863185e-05 cpiCAN:cpiCAN-1 2.656853e-04 7.819890e-05 -1.435161e-05 cpiCAN:D_dolcan-1 -1.645901e-01 2.439711e-03 6.986176e-04 cpiCAN:D_cpiUSA-1 -3.195078e-03 -3.102624e-03 2.728040e-04 cpiCAN:D_cpiCAN-1 -7.993447e-04 -3.406047e-04 1.168093e-04 cpiCAN:D_dolcan-2 1.071415e+00 3.434839e-03 2.946249e-03 cpiCAN:D_cpiUSA-2 3.434839e-03 8.088104e-03 -1.652834e-03 cpiCAN:D_cpiCAN-2 2.946249e-03 -1.652834e-03 3.406709e-03 $var_l2_adf_bo dolcan:Intercept dolcan:Trend dolcan:dolcan-1 dolcan:Intercept 1.619027e-04 8.948689e-07 -6.886199e-05 dolcan:Trend 8.948689e-07 9.268013e-09 7.849133e-08 dolcan:dolcan-1 -6.886199e-05 7.849133e-08 8.825669e-05 dolcan:cpiUSA-1 -3.508357e-06 -4.573612e-08 -1.735292e-06 dolcan:cpiCAN-1 4.263543e-07 1.056923e-08 9.848469e-07 dolcan:D_dolcan-1 3.937475e-05 2.943637e-07 -1.968758e-05 dolcan:D_cpiUSA-1 -4.514783e-06 1.277095e-08 3.575605e-06 dolcan:D_cpiCAN-1 4.948723e-06 5.505115e-08 -1.957055e-06 dolcan:D_dolcan-2 5.348775e-05 2.096503e-07 -3.922287e-05 dolcan:D_cpiUSA-2 -2.989108e-06 3.011771e-08 5.051702e-06 dolcan:D_cpiCAN-2 4.704257e-06 5.695572e-08 -1.725616e-06 cpiUSA:Intercept -3.181356e-05 -1.758400e-07 1.353125e-05 cpiUSA:Trend -1.758400e-07 -1.821147e-09 -1.542340e-08 cpiUSA:dolcan-1 1.353125e-05 -1.542340e-08 -1.734227e-05 cpiUSA:cpiUSA-1 6.893853e-07 8.987060e-09 3.409815e-07 cpiUSA:cpiCAN-1 -8.377780e-08 -2.076832e-09 -1.935205e-07 cpiUSA:D_dolcan-1 -7.737062e-06 -5.784189e-08 3.868571e-06 cpiUSA:D_cpiUSA-1 8.871461e-07 -2.509468e-09 -7.025994e-07 cpiUSA:D_cpiCAN-1 -9.724146e-07 -1.081744e-08 3.845575e-07 cpiUSA:D_dolcan-2 -1.051024e-05 -4.119588e-08 7.707219e-06 cpiUSA:D_cpiUSA-2 5.873540e-07 -5.918072e-09 -9.926497e-07 cpiUSA:D_cpiCAN-2 -9.243774e-07 -1.119169e-08 3.390802e-07 cpiCAN:Intercept -1.415921e-04 -7.826079e-07 6.022328e-05 cpiCAN:Trend -7.826079e-07 -8.105344e-09 -6.864463e-08 cpiCAN:dolcan-1 6.022328e-05 -6.864463e-08 -7.718492e-05 cpiCAN:cpiUSA-1 3.068235e-06 3.999854e-08 1.517600e-06 cpiCAN:cpiCAN-1 -3.728684e-07 -9.243321e-09 -8.612982e-07 cpiCAN:D_dolcan-1 -3.443520e-05 -2.574359e-07 1.721778e-05 cpiCAN:D_cpiUSA-1 3.948405e-06 -1.116884e-08 -3.127046e-06 cpiCAN:D_cpiCAN-1 -4.327908e-06 -4.814501e-08 1.711543e-06 cpiCAN:D_dolcan-2 -4.677773e-05 -1.833498e-07 3.430238e-05 cpiCAN:D_cpiUSA-2 2.614126e-06 -2.633945e-08 -4.417968e-06 cpiCAN:D_cpiCAN-2 -4.114110e-06 -4.981065e-08 1.509138e-06 dolcan:cpiUSA-1 dolcan:cpiCAN-1 dolcan:D_dolcan-1 dolcan:Intercept -3.508357e-06 4.263543e-07 3.937475e-05 dolcan:Trend -4.573612e-08 1.056923e-08 2.943637e-07 dolcan:dolcan-1 -1.735292e-06 9.848469e-07 -1.968758e-05 dolcan:cpiUSA-1 3.334487e-07 -1.488750e-07 -2.109743e-06 dolcan:cpiCAN-1 -1.488750e-07 1.010966e-07 1.100220e-06 dolcan:D_dolcan-1 -2.109743e-06 1.100220e-06 3.123225e-03 dolcan:D_cpiUSA-1 -1.874448e-07 1.242974e-07 3.282476e-06 dolcan:D_cpiCAN-1 -1.331531e-07 -4.405796e-08 1.043416e-05 dolcan:D_dolcan-2 -1.542508e-06 9.159906e-07 -4.671829e-04 dolcan:D_cpiUSA-2 -3.651275e-07 2.202736e-07 6.390898e-06 dolcan:D_cpiCAN-2 -1.562974e-07 -2.948260e-08 3.182291e-06 cpiUSA:Intercept 6.893853e-07 -8.377780e-08 -7.737062e-06 cpiUSA:Trend 8.987060e-09 -2.076832e-09 -5.784189e-08 cpiUSA:dolcan-1 3.409815e-07 -1.935205e-07 3.868571e-06 cpiUSA:cpiUSA-1 -6.552203e-08 2.925366e-08 4.145604e-07 cpiUSA:cpiCAN-1 2.925366e-08 -1.986529e-08 -2.161910e-07 cpiUSA:D_dolcan-1 4.145604e-07 -2.161910e-07 -6.137077e-04 cpiUSA:D_cpiUSA-1 3.683253e-08 -2.442420e-08 -6.450001e-07 cpiUSA:D_cpiCAN-1 2.616432e-08 8.657305e-09 -2.050293e-06 cpiUSA:D_dolcan-2 3.030999e-07 -1.799904e-07 9.180054e-05 cpiUSA:D_cpiUSA-2 7.174684e-08 -4.328333e-08 -1.255799e-06 cpiUSA:D_cpiCAN-2 3.071215e-08 5.793275e-09 -6.253140e-07 cpiCAN:Intercept 3.068235e-06 -3.728684e-07 -3.443520e-05 cpiCAN:Trend 3.999854e-08 -9.243321e-09 -2.574359e-07 cpiCAN:dolcan-1 1.517600e-06 -8.612982e-07 1.721778e-05 cpiCAN:cpiUSA-1 -2.916177e-07 1.301987e-07 1.845076e-06 cpiCAN:cpiCAN-1 1.301987e-07 -8.841410e-08 -9.621975e-07 cpiCAN:D_dolcan-1 1.845076e-06 -9.621975e-07 -2.731418e-03 cpiCAN:D_cpiUSA-1 1.639299e-07 -1.087043e-07 -2.870690e-06 cpiCAN:D_cpiCAN-1 1.164491e-07 3.853091e-08 -9.125202e-06 cpiCAN:D_dolcan-2 1.349001e-06 -8.010799e-07 4.085750e-04 cpiCAN:D_cpiUSA-2 3.193224e-07 -1.926403e-07 -5.589162e-06 cpiCAN:D_cpiCAN-2 1.366900e-07 2.578402e-08 -2.783073e-06 dolcan:D_cpiUSA-1 dolcan:D_cpiCAN-1 dolcan:D_dolcan-2 dolcan:Intercept -4.514783e-06 4.948723e-06 5.348775e-05 dolcan:Trend 1.277095e-08 5.505115e-08 2.096503e-07 dolcan:dolcan-1 3.575605e-06 -1.957055e-06 -3.922287e-05 dolcan:cpiUSA-1 -1.874448e-07 -1.331531e-07 -1.542508e-06 dolcan:cpiCAN-1 1.242974e-07 -4.405796e-08 9.159906e-07 dolcan:D_dolcan-1 3.282476e-06 1.043416e-05 -4.671829e-04 dolcan:D_cpiUSA-1 2.248112e-05 -4.167045e-06 -1.081318e-05 dolcan:D_cpiCAN-1 -4.167045e-06 1.009156e-05 -6.971775e-07 dolcan:D_dolcan-2 -1.081318e-05 -6.971775e-07 3.143522e-03 dolcan:D_cpiUSA-2 -8.968542e-06 -1.085078e-06 9.033621e-06 dolcan:D_cpiCAN-2 6.647230e-07 4.845814e-07 1.014982e-05 cpiUSA:Intercept 8.871461e-07 -9.724146e-07 -1.051024e-05 cpiUSA:Trend -2.509468e-09 -1.081744e-08 -4.119588e-08 cpiUSA:dolcan-1 -7.025994e-07 3.845575e-07 7.707219e-06 cpiUSA:cpiUSA-1 3.683253e-08 2.616432e-08 3.030999e-07 cpiUSA:cpiCAN-1 -2.442420e-08 8.657305e-09 -1.799904e-07 cpiUSA:D_dolcan-1 -6.450001e-07 -2.050293e-06 9.180054e-05 cpiUSA:D_cpiUSA-1 -4.417497e-06 8.188163e-07 2.124769e-06 cpiUSA:D_cpiCAN-1 8.188163e-07 -1.982972e-06 1.369940e-07 cpiUSA:D_dolcan-2 2.124769e-06 1.369940e-07 -6.176960e-04 cpiUSA:D_cpiUSA-2 1.762301e-06 2.132158e-07 -1.775089e-06 cpiUSA:D_cpiCAN-2 -1.306168e-07 -9.521931e-08 -1.994419e-06 cpiCAN:Intercept 3.948405e-06 -4.327908e-06 -4.677773e-05 cpiCAN:Trend -1.116884e-08 -4.814501e-08 -1.833498e-07 cpiCAN:dolcan-1 -3.127046e-06 1.711543e-06 3.430238e-05 cpiCAN:cpiUSA-1 1.639299e-07 1.164491e-07 1.349001e-06 cpiCAN:cpiCAN-1 -1.087043e-07 3.853091e-08 -8.010799e-07 cpiCAN:D_dolcan-1 -2.870690e-06 -9.125202e-06 4.085750e-04 cpiCAN:D_cpiUSA-1 -1.966087e-05 3.644291e-06 9.456670e-06 cpiCAN:D_cpiCAN-1 3.644291e-06 -8.825578e-06 6.097168e-07 cpiCAN:D_dolcan-2 9.456670e-06 6.097168e-07 -2.749169e-03 cpiCAN:D_cpiUSA-2 7.843442e-06 9.489557e-07 -7.900357e-06 cpiCAN:D_cpiCAN-2 -5.813337e-07 -4.237909e-07 -8.876526e-06 dolcan:D_cpiUSA-2 dolcan:D_cpiCAN-2 cpiUSA:Intercept dolcan:Intercept -2.989108e-06 4.704257e-06 -3.181356e-05 dolcan:Trend 3.011771e-08 5.695572e-08 -1.758400e-07 dolcan:dolcan-1 5.051702e-06 -1.725616e-06 1.353125e-05 dolcan:cpiUSA-1 -3.651275e-07 -1.562974e-07 6.893853e-07 dolcan:cpiCAN-1 2.202736e-07 -2.948260e-08 -8.377780e-08 dolcan:D_dolcan-1 6.390898e-06 3.182291e-06 -7.737062e-06 dolcan:D_cpiUSA-1 -8.968542e-06 6.647230e-07 8.871461e-07 dolcan:D_cpiCAN-1 -1.085078e-06 4.845814e-07 -9.724146e-07 dolcan:D_dolcan-2 9.033621e-06 1.014982e-05 -1.051024e-05 dolcan:D_cpiUSA-2 2.365221e-05 -4.908989e-06 5.873540e-07 dolcan:D_cpiCAN-2 -4.908989e-06 1.007575e-05 -9.243774e-07 cpiUSA:Intercept 5.873540e-07 -9.243774e-07 2.505435e-02 cpiUSA:Trend -5.918072e-09 -1.119169e-08 1.384804e-04 cpiUSA:dolcan-1 -9.926497e-07 3.390802e-07 -1.065635e-02 cpiUSA:cpiUSA-1 7.174684e-08 3.071215e-08 -5.429162e-04 cpiUSA:cpiCAN-1 -4.328333e-08 5.793275e-09 6.597809e-05 cpiUSA:D_dolcan-1 -1.255799e-06 -6.253140e-07 6.093220e-03 cpiUSA:D_cpiUSA-1 1.762301e-06 -1.306168e-07 -6.986600e-04 cpiUSA:D_cpiCAN-1 2.132158e-07 -9.521931e-08 7.658121e-04 cpiUSA:D_dolcan-2 -1.775089e-06 -1.994419e-06 8.277198e-03 cpiUSA:D_cpiUSA-2 -4.647613e-06 9.646068e-07 -4.625628e-04 cpiUSA:D_cpiCAN-2 9.646068e-07 -1.979865e-06 7.279810e-04 cpiCAN:Intercept 2.614126e-06 -4.114110e-06 1.026444e-02 cpiCAN:Trend -2.633945e-08 -4.981065e-08 5.673363e-05 cpiCAN:dolcan-1 -4.417968e-06 1.509138e-06 -4.365769e-03 cpiCAN:cpiUSA-1 3.193224e-07 1.366900e-07 -2.224257e-04 cpiCAN:cpiCAN-1 -1.926403e-07 2.578402e-08 2.703036e-05 cpiCAN:D_dolcan-1 -5.589162e-06 -2.783073e-06 2.496313e-03 cpiCAN:D_cpiUSA-1 7.843442e-06 -5.813337e-07 -2.862319e-04 cpiCAN:D_cpiCAN-1 9.489557e-07 -4.237909e-07 3.137432e-04 cpiCAN:D_dolcan-2 -7.900357e-06 -8.876526e-06 3.391060e-03 cpiCAN:D_cpiUSA-2 -2.068505e-05 4.293158e-06 -1.895059e-04 cpiCAN:D_cpiCAN-2 4.293158e-06 -8.811751e-06 2.982443e-04 cpiUSA:Trend cpiUSA:dolcan-1 cpiUSA:cpiUSA-1 cpiUSA:cpiCAN-1 dolcan:Intercept -1.758400e-07 1.353125e-05 6.893853e-07 -8.377780e-08 dolcan:Trend -1.821147e-09 -1.542340e-08 8.987060e-09 -2.076832e-09 dolcan:dolcan-1 -1.542340e-08 -1.734227e-05 3.409815e-07 -1.935205e-07 dolcan:cpiUSA-1 8.987060e-09 3.409815e-07 -6.552203e-08 2.925366e-08 dolcan:cpiCAN-1 -2.076832e-09 -1.935205e-07 2.925366e-08 -1.986529e-08 dolcan:D_dolcan-1 -5.784189e-08 3.868571e-06 4.145604e-07 -2.161910e-07 dolcan:D_cpiUSA-1 -2.509468e-09 -7.025994e-07 3.683253e-08 -2.442420e-08 dolcan:D_cpiCAN-1 -1.081744e-08 3.845575e-07 2.616432e-08 8.657305e-09 dolcan:D_dolcan-2 -4.119588e-08 7.707219e-06 3.030999e-07 -1.799904e-07 dolcan:D_cpiUSA-2 -5.918072e-09 -9.926497e-07 7.174684e-08 -4.328333e-08 dolcan:D_cpiCAN-2 -1.119169e-08 3.390802e-07 3.071215e-08 5.793275e-09 cpiUSA:Intercept 1.384804e-04 -1.065635e-02 -5.429162e-04 6.597809e-05 cpiUSA:Trend 1.434220e-06 1.214649e-05 -7.077639e-06 1.635582e-06 cpiUSA:dolcan-1 1.214649e-05 1.365767e-02 -2.685354e-04 1.524045e-04 cpiUSA:cpiUSA-1 -7.077639e-06 -2.685354e-04 5.160100e-05 -2.303833e-05 cpiUSA:cpiCAN-1 1.635582e-06 1.524045e-04 -2.303833e-05 1.564464e-05 cpiUSA:D_dolcan-1 4.555261e-05 -3.046642e-03 -3.264815e-04 1.702583e-04 cpiUSA:D_cpiUSA-1 1.976298e-06 5.533228e-04 -2.900697e-05 1.923495e-05 cpiUSA:D_cpiCAN-1 8.519134e-06 -3.028531e-04 -2.060536e-05 -6.817945e-06 cpiUSA:D_dolcan-2 3.244327e-05 -6.069717e-03 -2.387023e-04 1.417490e-04 cpiUSA:D_cpiUSA-2 4.660698e-06 7.817480e-04 -5.650326e-05 3.408721e-05 cpiUSA:D_cpiCAN-2 8.813865e-06 -2.670381e-04 -2.418694e-05 -4.562416e-06 cpiCAN:Intercept 5.673363e-05 -4.365769e-03 -2.224257e-04 2.703036e-05 cpiCAN:Trend 5.875811e-07 4.976258e-06 -2.899616e-06 6.700764e-07 cpiCAN:dolcan-1 4.976258e-06 5.595370e-03 -1.100155e-04 6.243813e-05 cpiCAN:cpiUSA-1 -2.899616e-06 -1.100155e-04 2.114025e-05 -9.438502e-06 cpiCAN:cpiCAN-1 6.700764e-07 6.243813e-05 -9.438502e-06 6.409407e-06 cpiCAN:D_dolcan-1 1.866231e-05 -1.248169e-03 -1.337552e-04 6.975262e-05 cpiCAN:D_cpiUSA-1 8.096634e-07 2.266891e-04 -1.188378e-05 7.880307e-06 cpiCAN:D_cpiCAN-1 3.490178e-06 -1.240750e-04 -8.441747e-06 -2.793223e-06 cpiCAN:D_dolcan-2 1.329158e-05 -2.486684e-03 -9.779321e-05 5.807272e-05 cpiCAN:D_cpiUSA-2 1.909427e-06 3.202719e-04 -2.314865e-05 1.396508e-05 cpiCAN:D_cpiCAN-2 3.610925e-06 -1.094020e-04 -9.909073e-06 -1.869162e-06 cpiUSA:D_dolcan-1 cpiUSA:D_cpiUSA-1 cpiUSA:D_cpiCAN-1 dolcan:Intercept -7.737062e-06 8.871461e-07 -9.724146e-07 dolcan:Trend -5.784189e-08 -2.509468e-09 -1.081744e-08 dolcan:dolcan-1 3.868571e-06 -7.025994e-07 3.845575e-07 dolcan:cpiUSA-1 4.145604e-07 3.683253e-08 2.616432e-08 dolcan:cpiCAN-1 -2.161910e-07 -2.442420e-08 8.657305e-09 dolcan:D_dolcan-1 -6.137077e-04 -6.450001e-07 -2.050293e-06 dolcan:D_cpiUSA-1 -6.450001e-07 -4.417497e-06 8.188163e-07 dolcan:D_cpiCAN-1 -2.050293e-06 8.188163e-07 -1.982972e-06 dolcan:D_dolcan-2 9.180054e-05 2.124769e-06 1.369940e-07 dolcan:D_cpiUSA-2 -1.255799e-06 1.762301e-06 2.132158e-07 dolcan:D_cpiCAN-2 -6.253140e-07 -1.306168e-07 -9.521931e-08 cpiUSA:Intercept 6.093220e-03 -6.986600e-04 7.658121e-04 cpiUSA:Trend 4.555261e-05 1.976298e-06 8.519134e-06 cpiUSA:dolcan-1 -3.046642e-03 5.533228e-04 -3.028531e-04 cpiUSA:cpiUSA-1 -3.264815e-04 -2.900697e-05 -2.060536e-05 cpiUSA:cpiCAN-1 1.702583e-04 1.923495e-05 -6.817945e-06 cpiUSA:D_dolcan-1 4.833173e-01 5.079612e-04 1.614681e-03 cpiUSA:D_cpiUSA-1 5.079612e-04 3.478940e-03 -6.448478e-04 cpiUSA:D_cpiCAN-1 1.614681e-03 -6.448478e-04 1.561663e-03 cpiUSA:D_dolcan-2 -7.229629e-02 -1.673333e-03 -1.078878e-04 cpiUSA:D_cpiUSA-2 9.889878e-04 -1.387877e-03 -1.679152e-04 cpiUSA:D_cpiCAN-2 4.924576e-04 1.028655e-04 7.498869e-05 cpiCAN:Intercept 2.496313e-03 -2.862319e-04 3.137432e-04 cpiCAN:Trend 1.866231e-05 8.096634e-07 3.490178e-06 cpiCAN:dolcan-1 -1.248169e-03 2.266891e-04 -1.240750e-04 cpiCAN:cpiUSA-1 -1.337552e-04 -1.188378e-05 -8.441747e-06 cpiCAN:cpiCAN-1 6.975262e-05 7.880307e-06 -2.793223e-06 cpiCAN:D_dolcan-1 1.980088e-01 2.081051e-04 6.615136e-04 cpiCAN:D_cpiUSA-1 2.081051e-04 1.425276e-03 -2.641857e-04 cpiCAN:D_cpiCAN-1 6.615136e-04 -2.641857e-04 6.397930e-04 cpiCAN:D_dolcan-2 -2.961884e-02 -6.855428e-04 -4.420023e-05 cpiCAN:D_cpiUSA-2 4.051754e-04 -5.685949e-04 -6.879268e-05 cpiCAN:D_cpiCAN-2 2.017535e-04 4.214265e-05 3.072189e-05 cpiUSA:D_dolcan-2 cpiUSA:D_cpiUSA-2 cpiUSA:D_cpiCAN-2 dolcan:Intercept -1.051024e-05 5.873540e-07 -9.243774e-07 dolcan:Trend -4.119588e-08 -5.918072e-09 -1.119169e-08 dolcan:dolcan-1 7.707219e-06 -9.926497e-07 3.390802e-07 dolcan:cpiUSA-1 3.030999e-07 7.174684e-08 3.071215e-08 dolcan:cpiCAN-1 -1.799904e-07 -4.328333e-08 5.793275e-09 dolcan:D_dolcan-1 9.180054e-05 -1.255799e-06 -6.253140e-07 dolcan:D_cpiUSA-1 2.124769e-06 1.762301e-06 -1.306168e-07 dolcan:D_cpiCAN-1 1.369940e-07 2.132158e-07 -9.521931e-08 dolcan:D_dolcan-2 -6.176960e-04 -1.775089e-06 -1.994419e-06 dolcan:D_cpiUSA-2 -1.775089e-06 -4.647613e-06 9.646068e-07 dolcan:D_cpiCAN-2 -1.994419e-06 9.646068e-07 -1.979865e-06 cpiUSA:Intercept 8.277198e-03 -4.625628e-04 7.279810e-04 cpiUSA:Trend 3.244327e-05 4.660698e-06 8.813865e-06 cpiUSA:dolcan-1 -6.069717e-03 7.817480e-04 -2.670381e-04 cpiUSA:cpiUSA-1 -2.387023e-04 -5.650326e-05 -2.418694e-05 cpiUSA:cpiCAN-1 1.417490e-04 3.408721e-05 -4.562416e-06 cpiUSA:D_dolcan-1 -7.229629e-02 9.889878e-04 4.924576e-04 cpiUSA:D_cpiUSA-1 -1.673333e-03 -1.387877e-03 1.028655e-04 cpiUSA:D_cpiCAN-1 -1.078878e-04 -1.679152e-04 7.498869e-05 cpiUSA:D_dolcan-2 4.864583e-01 1.397948e-03 1.570678e-03 cpiUSA:D_cpiUSA-2 1.397948e-03 3.660165e-03 -7.596632e-04 cpiUSA:D_cpiCAN-2 1.570678e-03 -7.596632e-04 1.559216e-03 cpiCAN:Intercept 3.391060e-03 -1.895059e-04 2.982443e-04 cpiCAN:Trend 1.329158e-05 1.909427e-06 3.610925e-06 cpiCAN:dolcan-1 -2.486684e-03 3.202719e-04 -1.094020e-04 cpiCAN:cpiUSA-1 -9.779321e-05 -2.314865e-05 -9.909073e-06 cpiCAN:cpiCAN-1 5.807272e-05 1.396508e-05 -1.869162e-06 cpiCAN:D_dolcan-1 -2.961884e-02 4.051754e-04 2.017535e-04 cpiCAN:D_cpiUSA-1 -6.855428e-04 -5.685949e-04 4.214265e-05 cpiCAN:D_cpiCAN-1 -4.420023e-05 -6.879268e-05 3.072189e-05 cpiCAN:D_dolcan-2 1.992956e-01 5.727209e-04 6.434864e-04 cpiCAN:D_cpiUSA-2 5.727209e-04 1.499522e-03 -3.112241e-04 cpiCAN:D_cpiCAN-2 6.434864e-04 -3.112241e-04 6.387906e-04 cpiCAN:Intercept cpiCAN:Trend cpiCAN:dolcan-1 dolcan:Intercept -1.415921e-04 -7.826079e-07 6.022328e-05 dolcan:Trend -7.826079e-07 -8.105344e-09 -6.864463e-08 dolcan:dolcan-1 6.022328e-05 -6.864463e-08 -7.718492e-05 dolcan:cpiUSA-1 3.068235e-06 3.999854e-08 1.517600e-06 dolcan:cpiCAN-1 -3.728684e-07 -9.243321e-09 -8.612982e-07 dolcan:D_dolcan-1 -3.443520e-05 -2.574359e-07 1.721778e-05 dolcan:D_cpiUSA-1 3.948405e-06 -1.116884e-08 -3.127046e-06 dolcan:D_cpiCAN-1 -4.327908e-06 -4.814501e-08 1.711543e-06 dolcan:D_dolcan-2 -4.677773e-05 -1.833498e-07 3.430238e-05 dolcan:D_cpiUSA-2 2.614126e-06 -2.633945e-08 -4.417968e-06 dolcan:D_cpiCAN-2 -4.114110e-06 -4.981065e-08 1.509138e-06 cpiUSA:Intercept 1.026444e-02 5.673363e-05 -4.365769e-03 cpiUSA:Trend 5.673363e-05 5.875811e-07 4.976258e-06 cpiUSA:dolcan-1 -4.365769e-03 4.976258e-06 5.595370e-03 cpiUSA:cpiUSA-1 -2.224257e-04 -2.899616e-06 -1.100155e-04 cpiUSA:cpiCAN-1 2.703036e-05 6.700764e-07 6.243813e-05 cpiUSA:D_dolcan-1 2.496313e-03 1.866231e-05 -1.248169e-03 cpiUSA:D_cpiUSA-1 -2.862319e-04 8.096634e-07 2.266891e-04 cpiUSA:D_cpiCAN-1 3.137432e-04 3.490178e-06 -1.240750e-04 cpiUSA:D_dolcan-2 3.391060e-03 1.329158e-05 -2.486684e-03 cpiUSA:D_cpiUSA-2 -1.895059e-04 1.909427e-06 3.202719e-04 cpiUSA:D_cpiCAN-2 2.982443e-04 3.610925e-06 -1.094020e-04 cpiCAN:Intercept 5.523182e-02 3.052774e-04 -2.349172e-02 cpiCAN:Trend 3.052774e-04 3.161709e-06 2.677670e-05 cpiCAN:dolcan-1 -2.349172e-02 2.677670e-05 3.010807e-02 cpiCAN:cpiUSA-1 -1.196848e-03 -1.560252e-05 -5.919812e-04 cpiCAN:cpiCAN-1 1.454474e-04 3.605608e-06 3.359727e-04 cpiCAN:D_dolcan-1 1.343238e-02 1.004198e-04 -6.716262e-03 cpiCAN:D_cpiUSA-1 -1.540182e-03 4.356710e-06 1.219789e-03 cpiCAN:D_cpiCAN-1 1.688218e-03 1.878027e-05 -6.676338e-04 cpiCAN:D_dolcan-2 1.824692e-02 7.152055e-05 -1.338057e-02 cpiCAN:D_cpiUSA-2 -1.019711e-03 1.027442e-05 1.723348e-03 cpiCAN:D_cpiCAN-2 1.604820e-03 1.942999e-05 -5.886803e-04 cpiCAN:cpiUSA-1 cpiCAN:cpiCAN-1 cpiCAN:D_dolcan-1 dolcan:Intercept 3.068235e-06 -3.728684e-07 -3.443520e-05 dolcan:Trend 3.999854e-08 -9.243321e-09 -2.574359e-07 dolcan:dolcan-1 1.517600e-06 -8.612982e-07 1.721778e-05 dolcan:cpiUSA-1 -2.916177e-07 1.301987e-07 1.845076e-06 dolcan:cpiCAN-1 1.301987e-07 -8.841410e-08 -9.621975e-07 dolcan:D_dolcan-1 1.845076e-06 -9.621975e-07 -2.731418e-03 dolcan:D_cpiUSA-1 1.639299e-07 -1.087043e-07 -2.870690e-06 dolcan:D_cpiCAN-1 1.164491e-07 3.853091e-08 -9.125202e-06 dolcan:D_dolcan-2 1.349001e-06 -8.010799e-07 4.085750e-04 dolcan:D_cpiUSA-2 3.193224e-07 -1.926403e-07 -5.589162e-06 dolcan:D_cpiCAN-2 1.366900e-07 2.578402e-08 -2.783073e-06 cpiUSA:Intercept -2.224257e-04 2.703036e-05 2.496313e-03 cpiUSA:Trend -2.899616e-06 6.700764e-07 1.866231e-05 cpiUSA:dolcan-1 -1.100155e-04 6.243813e-05 -1.248169e-03 cpiUSA:cpiUSA-1 2.114025e-05 -9.438502e-06 -1.337552e-04 cpiUSA:cpiCAN-1 -9.438502e-06 6.409407e-06 6.975262e-05 cpiUSA:D_dolcan-1 -1.337552e-04 6.975262e-05 1.980088e-01 cpiUSA:D_cpiUSA-1 -1.188378e-05 7.880307e-06 2.081051e-04 cpiUSA:D_cpiCAN-1 -8.441747e-06 -2.793223e-06 6.615136e-04 cpiUSA:D_dolcan-2 -9.779321e-05 5.807272e-05 -2.961884e-02 cpiUSA:D_cpiUSA-2 -2.314865e-05 1.396508e-05 4.051754e-04 cpiUSA:D_cpiCAN-2 -9.909073e-06 -1.869162e-06 2.017535e-04 cpiCAN:Intercept -1.196848e-03 1.454474e-04 1.343238e-02 cpiCAN:Trend -1.560252e-05 3.605608e-06 1.004198e-04 cpiCAN:dolcan-1 -5.919812e-04 3.359727e-04 -6.716262e-03 cpiCAN:cpiUSA-1 1.137534e-04 -5.078754e-05 -7.197221e-04 cpiCAN:cpiCAN-1 -5.078754e-05 3.448832e-05 3.753312e-04 cpiCAN:D_dolcan-1 -7.197221e-04 3.753312e-04 1.065464e+00 cpiCAN:D_cpiUSA-1 -6.394529e-05 4.240307e-05 1.119791e-03 cpiCAN:D_cpiCAN-1 -4.542412e-05 -1.503003e-05 3.559532e-03 cpiCAN:D_dolcan-2 -5.262146e-04 3.124829e-04 -1.593758e-01 cpiCAN:D_cpiUSA-2 -1.245603e-04 7.514458e-05 2.180204e-03 cpiCAN:D_cpiCAN-2 -5.331964e-05 -1.005776e-05 1.085613e-03 cpiCAN:D_cpiUSA-1 cpiCAN:D_cpiCAN-1 cpiCAN:D_dolcan-2 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-5.373517e-07 dolcan:cpiCAN-1 3.517439e-07 dolcan:D_dolcan-1 -6.484040e-06 dolcan:D_cpiUSA-1 3.402797e-06 dolcan:D_cpiCAN-1 2.170994e-07 dolcan:D_dolcan-2 -1.968138e-05 dolcan:D_cpiUSA-2 3.491145e-06 dolcan:D_cpiCAN-2 4.706933e-07 dolcan:exo_1 -4.469612e-05 cpiUSA:dolcan-1 -4.732788e-03 cpiUSA:cpiUSA-1 5.619822e-05 cpiUSA:cpiCAN-1 -3.678667e-05 cpiUSA:D_dolcan-1 6.781247e-04 cpiUSA:D_cpiUSA-1 -3.558770e-04 cpiUSA:D_cpiCAN-1 -2.270506e-05 cpiUSA:D_dolcan-2 2.058351e-03 cpiUSA:D_cpiUSA-2 -3.651168e-04 cpiUSA:D_cpiCAN-2 -4.922684e-05 cpiUSA:exo_1 4.674485e-03 cpiCAN:dolcan-1 -2.675141e-02 cpiCAN:cpiUSA-1 3.176524e-04 cpiCAN:cpiCAN-1 -2.079314e-04 cpiCAN:D_dolcan-1 3.833003e-03 cpiCAN:D_cpiUSA-1 -2.011544e-03 cpiCAN:D_cpiCAN-1 -1.283371e-04 cpiCAN:D_dolcan-2 1.163454e-02 cpiCAN:D_cpiUSA-2 -2.063770e-03 cpiCAN:D_cpiCAN-2 -2.782477e-04 cpiCAN:exo_1 2.642186e-02 > all(sapply(var_all, function(x) all.equal(summary(x)$coefMat[,2], sqrt(diag(vcov(x)))))) [1] TRUE > var_all_withInt <- var_all[-grep("no|l0|diff", names(var_all))] > all(sapply(var_all_withInt, function(x) all.equal(vcov(tsDyn:::toMlm.nlVar(summary(x))), vcov(x), check.attributes=FALSE))) [1] TRUE > > ### VARrep > var_all_noADF <- var_all[-grep("adf", names(var_all))] > lapply(var_all_noADF, VARrep) $var_l1_co Intercept dolcan -1 cpiUSA -1 cpiCAN -1 Equation dolcan 0.01606226 0.98184934 0.0006535181 -0.0005441472 Equation cpiUSA 0.47682275 -0.17515457 1.0034816358 -0.0035567095 Equation cpiCAN 0.33858157 0.07511337 -0.0023545869 0.9998414195 $var_l1_tr Trend dolcan -1 cpiUSA -1 cpiCAN -1 Equation dolcan -0.0001267674 0.9842553 0.001245808 -0.0006663591 Equation cpiUSA -0.0031568297 -0.0330855 1.017304394 -0.0060219580 Equation cpiCAN -0.0049290069 -0.1371091 0.024124244 0.9929378172 $var_l1_bo Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.007388597 -8.622274e-05 0.98107844 0.001083529 Equation cpiUSA 0.355501243 -1.206028e-03 -0.18593743 1.009496344 Equation cpiCAN -0.351032771 -6.855288e-03 0.01382157 0.031834151 cpiCAN -1 Equation dolcan -0.0006442119 Equation cpiUSA -0.0049563493 Equation cpiCAN 0.9918856026 $var_l1_no dolcan -1 cpiUSA -1 cpiCAN -1 Equation dolcan 0.9990246 0.0004597724 -4.232838e-04 Equation cpiUSA 0.3347079 0.9977301171 3.123187e-05 Equation cpiCAN 0.4371558 -0.0064386166 1.002389e+00 $var_l1_coAsExo dolcan -1 cpiUSA -1 cpiCAN -1 exo_1 Equation dolcan 0.98184934 0.0006535181 -0.0005441472 0.01606226 Equation cpiUSA -0.17515457 1.0034816358 -0.0035567095 0.47682275 Equation cpiCAN 0.07511337 -0.0023545869 0.9998414195 0.33858157 $var_l0_co Intercept Equation dolcan 1.231588 Equation cpiUSA 71.664414 Equation cpiCAN 71.804784 $var_l0_tr Trend Equation dolcan 0.006009626 Equation cpiUSA 0.397201333 Equation cpiCAN 0.400004285 $var_l0_bo Intercept Trend Equation dolcan 1.024833 0.001272341 Equation cpiUSA 28.609033 0.264956187 Equation cpiCAN 27.342742 0.273612566 $var_l0_coAsExo Trend exo_1 Equation dolcan 0.001272341 1.024833 Equation cpiUSA 0.264956187 28.609033 Equation cpiCAN 0.273612566 27.342742 $var_l3_co Intercept dolcan -1 cpiUSA -1 cpiCAN -1 dolcan -2 Equation dolcan 0.0213132 1.1426667 -0.002923395 -5.319548e-05 -0.1947679 Equation cpiUSA 0.2297914 0.6115380 1.473715592 -3.413037e-02 -1.2214788 Equation cpiCAN 0.1465491 0.4721442 0.279405971 9.752629e-01 -0.6781416 cpiUSA -2 cpiCAN -2 dolcan -3 cpiUSA -3 cpiCAN -3 Equation dolcan 0.003242556 -0.007019863 0.03224004 0.0002842096 0.006567983 Equation cpiUSA -0.497252953 0.109356758 0.54022104 0.0237898926 -0.075679565 Equation cpiCAN -0.269165141 0.196158934 0.33685344 -0.0136459464 -0.170361820 $var_l3_tr Trend dolcan -1 cpiUSA -1 cpiCAN -1 dolcan -2 Equation dolcan -0.0001881242 1.1378299 -0.002052383 -0.001345096 -0.1939782 Equation cpiUSA -0.0009482088 0.6932990 1.485950589 -0.039084647 -1.2536289 Equation cpiCAN -0.0033032731 0.1897148 0.280103019 0.949680615 -0.5970450 cpiUSA -2 cpiCAN -2 dolcan -3 cpiUSA -3 cpiCAN -3 Equation dolcan 0.002896672 -0.007040656 0.03788217 0.0006495858 0.007690921 Equation cpiUSA -0.498754452 0.109946225 0.62254152 0.0160737108 -0.071308210 Equation cpiCAN -0.275688578 0.194501980 0.33566340 0.0105541670 -0.148246352 $var_l3_bo Intercept Trend dolcan -1 cpiUSA -1 cpiCAN -1 Equation dolcan 0.006752721 -0.0001508005 1.1366000 -0.002387016 -0.00112091 Equation cpiUSA 0.296441336 0.0006902825 0.6393083 1.471260344 -0.02924296 Equation cpiCAN -0.369694108 -0.0053466472 0.2570470 0.298423330 0.93740698 dolcan -2 cpiUSA -2 cpiCAN -2 dolcan -3 cpiUSA -3 Equation dolcan -0.1933896 0.002960306 -0.007050852 0.03565128 0.0007742571 Equation cpiUSA -1.2277882 -0.495960965 0.109498610 0.52460627 0.0215467227 Equation cpiCAN -0.6292711 -0.279172354 0.195060204 0.45779914 0.0037287348 cpiCAN -3 Equation dolcan 0.007494714 Equation cpiUSA -0.079921633 Equation cpiCAN -0.137504492 $var_l3_no dolcan -1 cpiUSA -1 cpiCAN -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1611539 -0.001557016 0.0002180556 -0.2010610 0.003284684 Equation cpiUSA 0.8108598 1.488447400 -0.0312058403 -1.2893289 -0.496798740 Equation cpiCAN 0.5992614 0.288801154 0.9771279999 -0.7214129 -0.268875467 cpiCAN -2 dolcan -3 cpiUSA -3 cpiCAN -3 Equation dolcan -0.006898937 0.04162504 -0.001380531 0.006343534 Equation cpiUSA 0.110660533 0.64140684 0.005841242 -0.078099491 Equation cpiCAN 0.196990414 0.40138450 -0.025092665 -0.171905123 $var_l3_coAsExo dolcan -1 cpiUSA -1 cpiCAN -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1426667 -0.002923395 -5.319548e-05 -0.1947679 0.003242556 Equation cpiUSA 0.6115380 1.473715592 -3.413037e-02 -1.2214788 -0.497252953 Equation cpiCAN 0.4721442 0.279405971 9.752629e-01 -0.6781416 -0.269165141 cpiCAN -2 dolcan -3 cpiUSA -3 cpiCAN -3 exo_1 Equation dolcan -0.007019863 0.03224004 0.0002842096 0.006567983 0.0213132 Equation cpiUSA 0.109356758 0.54022104 0.0237898926 -0.075679565 0.2297914 Equation cpiCAN 0.196158934 0.33685344 -0.0136459464 -0.170361820 0.1465491 $var_l2_diff_co Intercept dolcan.l1 cpiUSA.l1 cpiCAN.l1 dolcan.l2 Equation dolcan 0.003381125 1.1617849 -0.002353031 -0.0001260648 -0.1991959 Equation cpiUSA 0.122912595 0.6790979 1.479686920 -0.0255459970 -1.2561567 Equation cpiCAN 0.122931337 0.4349111 0.289182756 1.0073892530 -0.7086743 cpiUSA.l2 cpiCAN.l2 dolcan.l3 cpiUSA.l3 cpiCAN.l3 Equation dolcan 0.003664079 -0.006929662 0.03741108 -0.001311048 0.007055727 Equation cpiUSA -0.500449485 0.109592492 0.57705874 0.020762565 -0.084046495 Equation cpiCAN -0.283281612 0.196169888 0.27376324 -0.005901144 -0.203559141 $var_l2_diff_tr Trend dolcan.l1 cpiUSA.l1 cpiCAN.l1 dolcan.l2 Equation dolcan 6.881061e-06 1.1700795 -0.0000530234 0.001237383 -0.2028289 Equation cpiUSA 2.664988e-04 0.9706962 1.5601041675 0.023760364 -1.3859678 Equation cpiCAN 1.112911e-04 0.8208368 0.3999317151 1.059156879 -0.8599288 cpiUSA.l2 cpiCAN.l2 dolcan.l3 cpiUSA.l3 cpiCAN.l3 Equation dolcan 0.003200675 -0.006701704 0.03274944 -0.003147651 0.005464321 Equation cpiUSA -0.517249088 0.117513141 0.41527155 -0.042855080 -0.141273505 Equation cpiCAN -0.300523719 0.207567974 0.03909198 -0.099407996 -0.266724853 $var_l2_diff_bo Intercept Trend dolcan.l1 cpiUSA.l1 cpiCAN.l1 Equation dolcan 0.004385404 -4.912709e-06 1.1610634 -0.002475913 -0.00048570 Equation cpiUSA 0.151995174 -1.422654e-04 0.6582061 1.476128424 -0.03596055 Equation cpiCAN 0.222507194 -4.871027e-04 0.3633795 0.276998818 0.97173086 dolcan.l2 cpiUSA.l2 cpiCAN.l2 dolcan.l3 cpiUSA.l3 Equation dolcan -0.1985127 0.003793592 -0.006933133 0.03744932 -0.001317679 Equation cpiUSA -1.2363722 -0.496698962 0.109491967 0.57816617 0.020570538 Equation cpiCAN -0.6409344 -0.270440193 0.195825700 0.27755496 -0.006558625 cpiCAN.l3 Equation dolcan 0.007418833 Equation cpiUSA -0.073531416 Equation cpiCAN -0.167556559 $var_l2_diff_no dolcan.l1 cpiUSA.l1 cpiCAN.l1 dolcan.l2 cpiUSA.l2 cpiCAN.l2 [1,] 1.1742584 0.001290824 0.00134614 -0.2037785 0.003181175 -0.006547628 [2,] 1.1325421 1.612150449 0.02797246 -1.4227434 -0.518004293 0.123480425 [3,] 0.8884244 0.421666484 1.06091587 -0.8752864 -0.300839097 0.210059939 dolcan.l3 cpiUSA.l3 cpiCAN.l3 [1,] 0.02952010 -0.004471999 0.005201487 [2,] 0.29020130 -0.094146156 -0.151452883 [3,] -0.01313794 -0.120827387 -0.270975808 $var_l2_diff_coAsExo dolcan.l1 cpiUSA.l1 cpiCAN.l1 dolcan.l2 cpiUSA.l2 Equation dolcan 1.1617849 -0.002353031 -0.0001260648 -0.1991959 0.003664079 Equation cpiUSA 0.6790979 1.479686920 -0.0255459970 -1.2561567 -0.500449485 Equation cpiCAN 0.4349111 0.289182756 1.0073892530 -0.7086743 -0.283281612 cpiCAN.l2 dolcan.l3 cpiUSA.l3 cpiCAN.l3 co_exo Equation dolcan -0.006929662 0.03741108 -0.001311048 0.007055727 0.003381125 Equation cpiUSA 0.109592492 0.57705874 0.020762565 -0.084046495 0.122912595 Equation cpiCAN 0.196169888 0.27376324 -0.005901144 -0.203559141 0.122931337 > > > ### fevd > var_all_level <- var_all[-grep("diff|adf|Exo|l0", names(var_all))] > lapply(var_all_level , function(x) sapply(fevd(x, n.ahead=2), head)) $var_l1_co dolcan cpiUSA cpiCAN [1,] 1.000000e+00 2.511863e-03 0.003808572 [2,] 9.999371e-01 3.217085e-03 0.003570799 [3,] 0.000000e+00 9.974881e-01 0.116854952 [4,] 1.491635e-05 9.967722e-01 0.116372232 [5,] 0.000000e+00 0.000000e+00 0.879336476 [6,] 4.800138e-05 1.067863e-05 0.880056969 $var_l1_tr dolcan cpiUSA cpiCAN [1,] 1.000000e+00 2.385796e-03 0.006014811 [2,] 9.998427e-01 2.479829e-03 0.006642536 [3,] 0.000000e+00 9.976142e-01 0.105575764 [4,] 8.760678e-05 9.974912e-01 0.110794700 [5,] 0.000000e+00 0.000000e+00 0.888409425 [6,] 6.969380e-05 2.899129e-05 0.882562764 $var_l1_bo dolcan cpiUSA cpiCAN [1,] 1.0000000000 2.815169e-03 0.005634980 [2,] 0.9998763308 3.597262e-03 0.005626463 [3,] 0.0000000000 9.971848e-01 0.114291384 [4,] 0.0000593246 9.963830e-01 0.121493936 [5,] 0.0000000000 0.000000e+00 0.880073637 [6,] 0.0000643446 1.970996e-05 0.872879602 $var_l1_no dolcan cpiUSA cpiCAN [1,] 1.000000e+00 5.899930e-04 0.002330785 [2,] 9.999654e-01 2.958055e-04 0.001486612 [3,] 0.000000e+00 9.994100e-01 0.128830703 [4,] 6.274854e-06 9.997042e-01 0.127467168 [5,] 0.000000e+00 0.000000e+00 0.868838511 [6,] 2.828318e-05 7.866867e-10 0.871046220 $var_l3_co dolcan cpiUSA cpiCAN [1,] 1.000000e+00 0.0003468833 0.0009968040 [2,] 9.994225e-01 0.0002869233 0.0005175215 [3,] 0.000000e+00 0.9996531167 0.0706477288 [4,] 5.770874e-04 0.9989310527 0.1290219712 [5,] 0.000000e+00 0.0000000000 0.9283554672 [6,] 3.963741e-07 0.0007820240 0.8704605072 $var_l3_tr dolcan cpiUSA cpiCAN [1,] 1.0000000000 0.0001565851 0.002482185 [2,] 0.9992975808 0.0005479747 0.001987790 [3,] 0.0000000000 0.9998434149 0.069315333 [4,] 0.0004515501 0.9984683802 0.128984494 [5,] 0.0000000000 0.0000000000 0.928202481 [6,] 0.0002508691 0.0009836452 0.869027716 $var_l3_bo dolcan cpiUSA cpiCAN [1,] 1.000000000 0.0002495098 0.002241994 [2,] 0.999282688 0.0003710554 0.001668615 [3,] 0.000000000 0.9997504902 0.075744094 [4,] 0.000545248 0.9990739282 0.141636536 [5,] 0.000000000 0.0000000000 0.922013912 [6,] 0.000172064 0.0005550165 0.856694849 $var_l3_no dolcan cpiUSA cpiCAN [1,] 1.000000e+00 3.412194e-06 0.0005863181 [2,] 9.998530e-01 1.284915e-03 0.0003134402 [3,] 0.000000e+00 9.999966e-01 0.0729798607 [4,] 1.405523e-04 9.980805e-01 0.1346035473 [5,] 0.000000e+00 0.000000e+00 0.9264338212 [6,] 6.427015e-06 6.345555e-04 0.8650830125 > > > ## predict > var_all_pred <- var_all[-grep("bo|no|adf|diff|Exo|l0", names(var_all))] > var_all_pred2 <- var_all[-grep("adf|diff|Exo", names(var_all))] > lapply(var_all_pred2, predict, n.ahead=2) $var_l1_co dolcan cpiUSA cpiCAN 325 1.475498 110.6729 107.1721 326 1.478789 110.8955 107.3440 $var_l1_tr dolcan cpiUSA cpiCAN 325 1.474247 110.6454 107.1100 326 1.476305 110.8403 107.2188 $var_l1_bo dolcan cpiUSA cpiCAN 325 1.474541 110.6596 107.0960 326 1.476917 110.8690 107.1912 $var_l1_no dolcan cpiUSA cpiCAN 325 1.476254 110.6954 107.1881 326 1.480338 110.9416 107.3768 $var_l0_co dolcan cpiUSA cpiCAN 325 1.231588 71.66441 71.80478 326 1.231588 71.66441 71.80478 $var_l0_tr dolcan cpiUSA cpiCAN 325 1.953128 129.0904 130.0014 326 1.959138 129.4876 130.4014 $var_l0_bo dolcan cpiUSA cpiCAN 325 1.438343 114.7198 116.2668 326 1.439616 114.9848 116.5404 $var_l3_co dolcan cpiUSA cpiCAN 325 1.478664 110.5527 107.0629 326 1.483144 110.7147 107.1851 $var_l3_tr dolcan cpiUSA cpiCAN 325 1.477178 110.5469 107.0338 326 1.479666 110.6989 107.1194 $var_l3_bo dolcan cpiUSA cpiCAN 325 1.477439 110.5583 107.0195 326 1.480271 110.7304 107.0920 $var_l3_no dolcan cpiUSA cpiCAN 325 1.478951 110.5558 107.0649 326 1.483828 110.7233 107.1905 > lapply(var_all, function(x) try(predict(x, n.ahead=2), silent=TRUE)) $var_l1_co dolcan cpiUSA cpiCAN 325 1.475498 110.6729 107.1721 326 1.478789 110.8955 107.3440 $var_l1_tr dolcan cpiUSA cpiCAN 325 1.474247 110.6454 107.1100 326 1.476305 110.8403 107.2188 $var_l1_bo dolcan cpiUSA cpiCAN 325 1.474541 110.6596 107.0960 326 1.476917 110.8690 107.1912 $var_l1_no dolcan cpiUSA cpiCAN 325 1.476254 110.6954 107.1881 326 1.480338 110.9416 107.3768 $var_l1_coAsExo [1] "Error in predict.VAR(x, n.ahead = 2) : Please provide exogeneous values. \n" attr(,"class") [1] "try-error" attr(,"condition") $var_l0_co dolcan cpiUSA cpiCAN 325 1.231588 71.66441 71.80478 326 1.231588 71.66441 71.80478 $var_l0_tr dolcan cpiUSA cpiCAN 325 1.953128 129.0904 130.0014 326 1.959138 129.4876 130.4014 $var_l0_bo dolcan cpiUSA cpiCAN 325 1.438343 114.7198 116.2668 326 1.439616 114.9848 116.5404 $var_l0_coAsExo [1] "Error in predict.VAR(x, n.ahead = 2) : Please provide exogeneous values. \n" attr(,"class") [1] "try-error" attr(,"condition") $var_l3_co dolcan cpiUSA cpiCAN 325 1.478664 110.5527 107.0629 326 1.483144 110.7147 107.1851 $var_l3_tr dolcan cpiUSA cpiCAN 325 1.477178 110.5469 107.0338 326 1.479666 110.6989 107.1194 $var_l3_bo dolcan cpiUSA cpiCAN 325 1.477439 110.5583 107.0195 326 1.480271 110.7304 107.0920 $var_l3_no dolcan cpiUSA cpiCAN 325 1.478951 110.5558 107.0649 326 1.483828 110.7233 107.1905 $var_l3_coAsExo [1] "Error in predict.VAR(x, n.ahead = 2) : Please provide exogeneous values. \n" attr(,"class") [1] "try-error" attr(,"condition") $var_l2_diff_co dolcan cpiUSA cpiCAN 325 1.477524 110.5696 107.1086 326 1.480586 110.7564 107.2883 $var_l2_diff_tr dolcan cpiUSA cpiCAN 325 1.476457 110.5360 107.0264 326 1.478728 110.6871 107.1282 $var_l2_diff_bo dolcan cpiUSA cpiCAN 325 1.476944 110.5529 107.0511 326 1.479306 110.7137 107.1605 $var_l2_diff_no dolcan cpiUSA cpiCAN 325 1.474305 110.4526 106.9916 326 1.474002 110.4702 107.0212 $var_l2_diff_coAsExo [1] "Error in predict.VAR(x, n.ahead = 2) : Please provide exogeneous values. \n" attr(,"class") [1] "try-error" attr(,"condition") $var_l2_adf_co [1] "Error in predict.VAR(x, n.ahead = 2) : \n Does not work with VAR in diff specification\n" attr(,"class") [1] "try-error" attr(,"condition") $var_l2_adf_tr [1] "Error in predict.VAR(x, n.ahead = 2) : \n Does not work with VAR in diff specification\n" attr(,"class") [1] "try-error" attr(,"condition") $var_l2_adf_bo [1] "Error in predict.VAR(x, n.ahead = 2) : \n Does not work with VAR in diff specification\n" attr(,"class") [1] "try-error" attr(,"condition") $var_l2_adf_no [1] "Error in predict.VAR(x, n.ahead = 2) : \n Does not work with VAR in diff specification\n" attr(,"class") [1] "try-error" attr(,"condition") $var_l2_adf_coAsExo [1] "Error in predict.VAR(x, n.ahead = 2) : Please provide exogeneous values. \n" attr(,"class") [1] "try-error" attr(,"condition") > lapply(var_all_pred, function(x) sapply(tsDyn:::predictOld.VAR(x, n.ahead=2)$fcst, function(y) y[,"fcst"])) $var_l1_co dolcan cpiUSA cpiCAN [1,] 1.475498 110.6729 107.1721 [2,] 1.478789 110.8955 107.3440 $var_l1_tr dolcan cpiUSA cpiCAN [1,] 1.515193 111.6651 108.7021 [2,] 1.557888 112.8895 110.4156 $var_l3_co dolcan cpiUSA cpiCAN [1,] 1.478664 110.5527 107.0629 [2,] 1.483144 110.7147 107.1851 $var_l3_tr dolcan cpiUSA cpiCAN [1,] 1.537566 110.8513 108.0941 [2,] 1.606902 111.4570 109.2867 > prOld <- lapply(var_all, function(x) try(sapply(tsDyn:::predictOld.VAR(x, n.ahead=2)$fcst, function(y) y[,"fcst"]), silent=TRUE)) > prOld[sapply(prOld, function(x) !inherits(x, "try-error"))] $var_l1_co dolcan cpiUSA cpiCAN [1,] 1.475498 110.6729 107.1721 [2,] 1.478789 110.8955 107.3440 $var_l1_tr dolcan cpiUSA cpiCAN [1,] 1.515193 111.6651 108.7021 [2,] 1.557888 112.8895 110.4156 $var_l3_co dolcan cpiUSA cpiCAN [1,] 1.478664 110.5527 107.0629 [2,] 1.483144 110.7147 107.1851 $var_l3_tr dolcan cpiUSA cpiCAN [1,] 1.537566 110.8513 108.0941 [2,] 1.606902 111.4570 109.2867 > > all.equal(lapply(var_all_pred, predict, n.ahead=2), lapply(var_all_pred, function(x) sapply(tsDyn:::predictOld.VAR(x, n.ahead=2)$fcst, function(y) y[,"fcst"])), check.attributes=FALSE) [1] "Component \"var_l1_tr\": Mean relative difference: 0.01818794" [2] "Component \"var_l3_tr\": Mean relative difference: 0.01021486" > > lapply(var_all_level , function(x) predict_rolling(x,nroll=2)$pred) $var_l1_co dolcan cpiUSA cpiCAN 1 1.481036 110.6107 107.1808 2 1.471126 110.6832 107.0801 $var_l1_tr dolcan cpiUSA cpiCAN 1 1.480001 110.5896 107.1240 2 1.470116 110.6617 107.0278 $var_l1_bo dolcan cpiUSA cpiCAN 1 1.480230 110.6005 107.1137 2 1.470364 110.6736 107.0166 $var_l1_no dolcan cpiUSA cpiCAN 1 1.481917 110.6369 107.1993 2 1.471810 110.7036 107.0944 $var_l3_co dolcan cpiUSA cpiCAN 1 1.480473 110.6062 107.2064 2 1.469801 110.5978 107.0229 $var_l3_tr dolcan cpiUSA cpiCAN 1 1.478710 110.6085 107.1575 2 1.468626 110.5956 106.9970 $var_l3_bo dolcan cpiUSA cpiCAN 1 1.478870 110.6156 107.1490 2 1.468808 110.6036 106.9874 $var_l3_no dolcan cpiUSA cpiCAN 1 1.482165 110.6242 107.2174 2 1.470316 110.6033 107.0263 > lapply(var_all_level , function(x) predict_rolling(x,nroll=2, refit.every=1)$pred) $var_l1_co dolcan cpiUSA cpiCAN 1 1.481036 110.6107 107.1808 2 1.470807 110.6795 107.0735 $var_l1_tr dolcan cpiUSA cpiCAN 1 1.480001 110.5896 107.1240 2 1.469647 110.6549 107.0168 $var_l1_bo dolcan cpiUSA cpiCAN 1 1.480230 110.6005 107.1137 2 1.469918 110.6683 107.0037 $var_l1_no dolcan cpiUSA cpiCAN 1 1.481917 110.6369 107.1993 2 1.471485 110.6994 107.0877 $var_l3_co dolcan cpiUSA cpiCAN 1 1.480473 110.6062 107.2064 2 1.469451 110.5936 107.0147 $var_l3_tr dolcan cpiUSA cpiCAN 1 1.478710 110.6085 107.1575 2 1.468096 110.5899 106.9859 $var_l3_bo dolcan cpiUSA cpiCAN 1 1.478870 110.6156 107.1490 2 1.468303 110.5993 106.9744 $var_l3_no dolcan cpiUSA cpiCAN 1 1.482165 110.6242 107.2174 2 1.469934 110.5988 107.0181 > > ## check "retro" predictions against fitted > check.pred <- function(x){ + true <- tail(fitted(x),1) + if(x$lag>0){ + newD <- barry[nrow(barry)-(x$lag:1),,drop=FALSE] + check <- predict(x, newdata=newD, newdataTrendStart=x$t, n.ahead=1) + } else { + check <- predict(x, n.ahead=1, newdataTrendStart=x$t) + } + + isTRUE(all.equal(true, check, check.attributes=FALSE)) + } > sapply(var_all_pred2, check.pred) var_l1_co var_l1_tr var_l1_bo var_l1_no var_l0_co var_l0_tr var_l0_bo var_l3_co TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE var_l3_tr var_l3_bo var_l3_no TRUE TRUE TRUE > > > ## boot > var_all_boot <- var_all[-grep("adf|diff|Exo|l0", names(var_all))] > lapply(var_all_boot, function(x) tail(VAR.boot(x, seed=1234),2)) $var_l1_co dolcan cpiUSA cpiCAN [323,] 1.442404 113.8773 110.2911 [324,] 1.445671 114.0330 110.5575 $var_l1_tr dolcan cpiUSA cpiCAN [323,] 1.190547 106.7203 105.8532 [324,] 1.190733 106.7581 105.9781 $var_l1_bo dolcan cpiUSA cpiCAN [323,] 1.483350 114.656 109.2615 [324,] 1.486668 114.807 109.5075 $var_l1_no dolcan cpiUSA cpiCAN [323,] 1.238563 104.0766 101.5310 [324,] 1.240809 104.1735 101.7416 $var_l3_co dolcan cpiUSA cpiCAN [323,] 1.598671 113.2035 108.8799 [324,] 1.602465 113.1174 109.1044 $var_l3_tr dolcan cpiUSA cpiCAN [323,] 1.751907 125.1645 127.1487 [324,] 1.760639 125.2012 127.5524 $var_l3_bo dolcan cpiUSA cpiCAN [323,] 1.433351 113.7595 116.2260 [324,] 1.439578 113.6766 116.5056 $var_l3_no dolcan cpiUSA cpiCAN [323,] 1.675683 110.2168 105.3033 [324,] 1.681117 110.2065 105.6054 > checkBoot <- function(x){ + check <- VAR.boot(x, boot.scheme="check") + all.equal(check, as.matrix(as.data.frame(barry)), check.attributes = FALSE) + } > sapply(var_all_boot, checkBoot) var_l1_co var_l1_tr var_l1_bo var_l1_no var_l3_co var_l3_tr var_l3_bo var_l3_no TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE > > ## sim > comp_tvar_sim <- function(mod, serie){ + ns <- nrow(serie) + sim_mod <- VAR.sim(B=coef(mod), lag=mod$lag, include=mod$include, n=ns-mod$lag, innov=residuals(mod), starting=serie[1:mod$lag,,drop=FALSE]) + all.equal(sim_mod, as.matrix(serie)[-c(1:mod$lag),], check.attributes=FALSE) + } > > lapply(var_all_level, comp_tvar_sim, serie=barry) $var_l1_co [1] TRUE $var_l1_tr [1] TRUE $var_l1_bo [1] TRUE $var_l1_no [1] TRUE $var_l3_co [1] TRUE $var_l3_tr [1] TRUE $var_l3_bo [1] TRUE $var_l3_no [1] TRUE > > > > #### exogen: check equalities > check.same <- function(x1, x2) { + co_x2 <- coef(x2) + t1 <- isTRUE(all.equal(coef(x1), co_x2[,c(ncol(co_x2),1:(ncol(co_x2)-1))], check.attributes=FALSE)) + t2 <- isTRUE(all.equal(AIC(x1), AIC(x2), check.attributes=FALSE)) + t3 <- isTRUE(all.equal(BIC(x1), BIC(x2), check.attributes=FALSE)) + t4 <- isTRUE(all.equal(BIC(x1,fitMeasure="LL"), BIC(x2,fitMeasure="LL"), check.attributes=FALSE)) + t5 <- isTRUE(all.equal(residuals(x1), residuals(x2), check.attributes=FALSE)) + if(attr(x1, "varsLevel")!="ADF"){ + va_x2 <- VARrep(x2) + t6 <- isTRUE(all.equal(VARrep(x1), va_x2[,c(ncol(va_x2),1:(ncol(va_x2)-1))], check.attributes=FALSE)) + } else { + t6 <- NULL + } + c(t1, t1, t3,t4, t5, t6) + } > > check.same(x1=var_l1_co, x2=var_l1_coAsExo) [1] TRUE TRUE TRUE TRUE TRUE TRUE > check.same(x1=var_l3_co, x2=var_l3_coAsExo) [1] TRUE TRUE TRUE TRUE TRUE TRUE > check.same(x1=var_l2_diff_co, x2=var_l2_diff_coAsExo) [1] TRUE TRUE TRUE TRUE TRUE TRUE > check.same(x1=var_l2_adf_co, x2=var_l2_adf_coAsExo) [1] TRUE TRUE TRUE TRUE TRUE > > > ################################### > ####### predict_rolling check > ################################### > n_ca<- nrow(barry) > as.M <- function(x) as.matrix(x) > > mod_var_l1_full <- lineVar(barry, lag=1) > mod_var_l1_sub <- lineVar(tsDyn:::myHead(barry,n_ca-10), lag=1) > mod_var_l1_sub_ref5 <- lineVar(tsDyn:::myHead(barry,n_ca-5), lag=1) > > pred_l1_roll_12<-predict_rolling(object=mod_var_l1_full, nroll=10, n.ahead=1:2) > pred_l1_0_12_nd <- predict(mod_var_l1_sub, n.ahead=2, newdata=barry[n_ca-11,,drop=FALSE]) > pred_l1_1_12_nd_ref5 <- predict(mod_var_l1_sub_ref5, n.ahead=2, newdata=barry[n_ca-5,,drop=FALSE]) > pred_l1_0_12_nd_ref5 <- predict(mod_var_l1_sub_ref5, n.ahead=2, newdata=barry[n_ca-6,,drop=FALSE]) > pred_l1_1_12_nd <- predict(mod_var_l1_sub, n.ahead=2, newdata=barry[n_ca-10,,drop=FALSE]) > pred_l1_2_12_nd <- predict(mod_var_l1_sub, n.ahead=2, newdata=barry[n_ca-9,,drop=FALSE]) > pred_l1_1_12 <- predict(mod_var_l1_sub, n.ahead=2) > all.equal(pred_l1_1_12_nd, pred_l1_1_12) ## minor: consistency in predict with/withotut newdata=dataset [1] TRUE > > > pred_l1_nd <- rbind(pred_l1_0_12_nd, pred_l1_1_12_nd, pred_l1_2_12_nd) > all.equal(pred_l1_nd[c(3,5),], as.M(pred_l1_roll_12$pred[1:2,1:3]), check.attributes=FALSE) ## check 1-ahead [1] TRUE > all.equal(pred_l1_nd[c(2,4),], as.M(pred_l1_roll_12$pred[11:12,1:3]), check.attributes=FALSE) ## check 2 ahead [1] TRUE > > > #### No refit lag=3 > mod_var_l3_full <- lineVar(barry, lag=3) > mod_var_l3_sub <- lineVar(tsDyn:::myHead(barry,n_ca-10), lag=3) > > pred_l3_0_12_nd <- predict(mod_var_l3_sub, n.ahead=2, newdata=barry[n_ca-c(13:11),,drop=FALSE]) > pred_l3_1_12_nd <- predict(mod_var_l3_sub, n.ahead=2, newdata=barry[n_ca-(12:10),,drop=FALSE]) > pred_l3_2_12_nd <- predict(mod_var_l3_sub, n.ahead=2, newdata=barry[n_ca-c(11:9),,drop=FALSE]) > pred_l3_1_12 <- predict(mod_var_l3_sub, n.ahead=2) > all.equal(pred_l3_1_12_nd, pred_l3_1_12) ## minor: consistency in predict with/withotut newdata=dataset [1] TRUE > > > pred_l3_roll_12<-predict_rolling(object=mod_var_l3_full, nroll=10, n.ahead=1:2) > pred_l3_nd <- rbind(pred_l3_0_12_nd, pred_l3_1_12_nd, pred_l3_2_12_nd) > all.equal(pred_l3_nd[c(3,5),], as.M(pred_l3_roll_12$pred[1:2,1:3]), check.attributes=FALSE) ## check 1-ahead [1] TRUE > all.equal(pred_l3_nd[c(2,4),], as.M(pred_l3_roll_12$pred[11:12,1:3]), check.attributes=FALSE) ## check 2 ahead [1] TRUE > > > ### Refit lag=1 > pred_l1_ref_roll_12<-predict_rolling(object=mod_var_l1_full, nroll=10, n.ahead=1:2, refit=5) > > mod_var_l1_sub_ref5 <- lineVar(tsDyn:::myHead(barry,n_ca-6), lag=1) > pred_l1_1_12_nd_ref5 <- predict(mod_var_l1_sub_ref5, n.ahead=2, newdata=barry[n_ca-5,,drop=FALSE]) > pred_l1_0_12_nd_ref5 <- predict(mod_var_l1_sub_ref5, n.ahead=2, newdata=barry[n_ca-6,,drop=FALSE]) > > pred_l1_nd_ref5 <- rbind(pred_l1_0_12_nd_ref5, pred_l1_1_12_nd_ref5) > all.equal(pred_l1_nd[c(3,5),], as.M(pred_l1_ref_roll_12$pred[1:2,1:3]), check.attributes=FALSE) ## check 1-ahead [1] TRUE > all.equal(pred_l1_nd[c(2,4),], as.M(pred_l1_ref_roll_12$pred[11:12,1:3]), check.attributes=FALSE) ## check 2 ahead [1] TRUE > all.equal(pred_l1_nd_ref5[c(2,4),], as.M(pred_l1_ref_roll_12$pred[16:17,1:3]), check.attributes=FALSE) ## check refited2 ahead [1] TRUE > > > ### Refit lag=3 > mod_var_l3_sub_ref5 <- lineVar(tsDyn:::myHead(barry,n_ca-6), lag=3) > > pred_l3_ref_roll_12<-predict_rolling(object=mod_var_l3_full, nroll=10, n.ahead=1:2, refit=5) > > all.equal(pred_l3_nd[c(3,5),], as.M(pred_l3_ref_roll_12$pred[1:2,1:3]), check.attributes=FALSE) ## check 1-ahead [1] TRUE > all.equal(pred_l3_nd[c(2,4),], as.M(pred_l3_ref_roll_12$pred[11:12,1:3]), check.attributes=FALSE) ## check 2 ahead [1] TRUE > > > pred_l3_0_12_nd_ref5 <- predict(mod_var_l3_sub_ref5, n.ahead=2, newdata=barry[n_ca-c(8:6),,drop=FALSE]) > pred_l3_1_12_nd_ref5 <- predict(mod_var_l3_sub_ref5, n.ahead=2, newdata=barry[n_ca-c(7:5),,drop=FALSE]) > pred_l3_nd_ref5 <- rbind(pred_l3_0_12_nd_ref5, pred_l3_1_12_nd_ref5) > all.equal(pred_l3_nd_ref5[c(2,4),], as.M(pred_l3_ref_roll_12$pred[16:17,1:3]), check.attributes=FALSE) ## check refited2 ahead [1] TRUE > > > #### No refit: VAR diff, lag=1 > mod_var_l1_diff_full <- lineVar(barry, lag=1, I="diff") > mod_var_l1_diff_sub <- lineVar(tsDyn:::myHead(barry,n_ca-10), lag=1, I="diff") > mod_var_l1_diff_sub_ref5 <- lineVar(tsDyn:::myHead(barry,n_ca-5), lag=1, I="diff") > > pred_l1_diff_roll_12<-predict_rolling(object=mod_var_l1_diff_full, nroll=10, n.ahead=1:2) > pred_l1_diff_0_12_nd <- predict(mod_var_l1_diff_sub, n.ahead=2, newdata=barry[n_ca-c(12:11),,drop=FALSE]) > pred_l1_diff_1_12_nd_ref5 <- predict(mod_var_l1_diff_sub_ref5, n.ahead=2, newdata=barry[n_ca-c(6:5),,drop=FALSE]) > pred_l1_diff_0_12_nd_ref5 <- predict(mod_var_l1_diff_sub_ref5, n.ahead=2, newdata=barry[n_ca-c(7:6),,drop=FALSE]) > pred_l1_diff_1_12_nd <- predict(mod_var_l1_diff_sub, n.ahead=2, newdata=barry[n_ca-c(11:10),,drop=FALSE]) > pred_l1_diff_2_12_nd <- predict(mod_var_l1_diff_sub, n.ahead=2, newdata=barry[n_ca-c(10:9),,drop=FALSE]) > pred_l1_diff_1_12 <- predict(mod_var_l1_diff_sub, n.ahead=2) > all.equal(pred_l1_diff_1_12_nd, pred_l1_diff_1_12) ## minor: consistency in predict with/withotut newdata=dataset [1] TRUE > > > pred_l1_diff_nd <- rbind(pred_l1_diff_0_12_nd, pred_l1_diff_1_12_nd, pred_l1_diff_2_12_nd) > all.equal(pred_l1_diff_nd[c(3,5),], as.M(pred_l1_diff_roll_12$pred[1:2,1:3]), check.attributes=FALSE) ## check 1-ahead [1] TRUE > all.equal(pred_l1_diff_nd[c(2,4),], as.M(pred_l1_diff_roll_12$pred[11:12,1:3]), check.attributes=FALSE) ## check 2 ahead [1] TRUE > > > > proc.time() user system elapsed 4.04 0.46 4.51