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Type 'q()' to quit R. > library(tsDyn) > suppressMessages(library(dplyr)) > library(purrr) > > ############################ > ### Load data > ############################ > > if(getRversion()>="4.3.0"){ + file <- "models_multivariate.rds" + } else { + file <- "models_multivariate_R_less_4_3.rds" + } > > path_mod_multi <- system.file(file.path("inst/testdata/",file), package = "tsDyn") > if(path_mod_multi=="") path_mod_multi <- system.file(file.path("testdata/",file), package = "tsDyn") > > models_multivariate <- readRDS(path_mod_multi) > > > mods <- models_multivariate$object > mods_nonLIn <- subset(models_multivariate, model %in% c("TVAR", "TVECM"))$object > mods_Linear <- subset(models_multivariate, model %in% c("VAR", "VECM"))$object > length(mods_nonLIn)+length(mods_Linear)==length(mods) [1] TRUE > > ############################ > ### tests > ############################ > > > ## Standard functions > sapply(mods, class) [[1]] [1] "VAR" "nlVar" [[2]] [1] "VAR" "nlVar" [[3]] [1] "VAR" "nlVar" [[4]] [1] "VAR" "nlVar" [[5]] [1] "VAR" "nlVar" [[6]] [1] "VAR" "nlVar" [[7]] [1] "VAR" "nlVar" [[8]] [1] "VAR" "nlVar" [[9]] [1] "VECM" "VAR" "nlVar" [[10]] [1] "VECM" "VAR" "nlVar" [[11]] [1] "VECM" "VAR" "nlVar" [[12]] [1] "VECM" "VAR" "nlVar" [[13]] [1] "VECM" "VAR" "nlVar" [[14]] [1] "VECM" "VAR" "nlVar" [[15]] [1] "VECM" "VAR" "nlVar" [[16]] [1] "VECM" "VAR" "nlVar" [[17]] [1] "TVAR" "nlVar" [[18]] [1] "TVAR" "nlVar" [[19]] [1] "TVAR" "nlVar" [[20]] [1] "TVAR" "nlVar" [[21]] [1] "TVAR" "nlVar" [[22]] [1] "TVAR" "nlVar" [[23]] [1] "TVAR" "nlVar" [[24]] [1] "TVAR" "nlVar" [[25]] [1] "TVAR" "nlVar" [[26]] [1] "TVAR" "nlVar" [[27]] [1] "TVAR" "nlVar" [[28]] [1] "TVAR" "nlVar" [[29]] [1] "TVAR" "nlVar" [[30]] [1] "TVAR" "nlVar" [[31]] [1] "TVAR" "nlVar" [[32]] [1] "TVAR" "nlVar" [[33]] [1] "TVECM" "nlVar" [[34]] [1] "TVECM" "nlVar" [[35]] [1] "TVECM" "nlVar" [[36]] [1] "TVECM" "nlVar" [[37]] [1] "TVECM" "nlVar" [[38]] [1] "TVECM" "nlVar" [[39]] [1] "TVECM" "nlVar" [[40]] [1] "TVECM" "nlVar" [[41]] [1] "TVECM" "nlVar" [[42]] [1] "TVECM" "nlVar" [[43]] [1] "TVECM" "nlVar" [[44]] [1] "TVECM" "nlVar" [[45]] [1] "TVECM" "nlVar" [[46]] [1] "TVECM" "nlVar" [[47]] [1] "TVECM" "nlVar" [[48]] [1] "TVECM" "nlVar" > sapply(mods, print) Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.01044232 -2.172806e-05 0.9871079 0.000145502 Equation cpiUSA 0.37899558 -7.098272e-04 -0.1395487 1.002279482 Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.01278017 0.9870607 6.443813e-05 Equation cpiUSA 0.45537005 -0.1410917 9.996312e-01 dolcan -1 cpiUSA -1 Equation dolcan 1.0004113 1.200969e-05 Equation cpiUSA 0.3346056 9.977632e-01 Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0000766771 0.99195961 0.0003319243 Equation cpiUSA -0.0027041580 0.03653954 1.0090455285 Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.01360877 -2.594234e-05 1.1503909 -0.003742394 -0.1660825 Equation cpiUSA 0.28320638 3.472133e-04 0.5331984 1.457512609 -0.6049136 cpiUSA -2 Equation dolcan 0.003911853 Equation cpiUSA -0.459101557 Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.01636855 1.1506724 -0.003709029 -0.1664027 0.003781728 Equation cpiUSA 0.24626928 0.5294298 1.457066046 -0.6006284 -0.457359952 dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1609666 -0.00194731 -0.1602002 0.001956871 Equation cpiUSA 0.6843077 1.48357158 -0.5073094 -0.484815406 Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -9.611456e-05 1.1534930 -0.003171405 -0.1628884 0.003578896 Equation cpiUSA -1.113111e-03 0.5977555 1.469395219 -0.5384425 -0.466030590 ECT Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.01506974 0.01098652 -4.515916e-05 0.1655667 -0.003976831 Equation cpiUSA -0.05033679 0.19306592 -3.133701e-04 0.5871833 0.456867918 ECT Intercept dolcan -1 cpiUSA -1 Equation dolcan -0.001106223 0.002123837 0.1595354 -0.00300748 Equation cpiUSA 0.046559351 0.131565673 0.5453308 0.46359448 ECT dolcan -1 cpiUSA -1 Equation dolcan -0.0006768995 0.1681196 0.00242903 Equation cpiUSA 0.0731547016 1.0770919 0.80037086 ECT Trend dolcan -1 cpiUSA -1 Equation dolcan 0.001372394 7.603074e-06 0.1610732 -0.001227277 Equation cpiUSA 0.238600556 6.138198e-04 0.5082187 0.505185783 ECT Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.01524527 0.01156071 -4.607701e-05 0.1678529 -0.002542136 Equation cpiUSA -0.03983784 0.18485483 -2.787031e-04 0.6918440 0.453852695 dolcan -2 cpiUSA -2 Equation dolcan -0.02196011 -0.00308873 Equation cpiUSA -0.63011337 0.01100919 ECT Intercept dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan -0.001031649 0.002457958 0.1635127 -0.001892005 -0.03033589 Equation cpiUSA 0.046135183 0.129795583 0.6655917 0.457785100 -0.68077540 cpiUSA -2 Equation dolcan -0.002298449 Equation cpiUSA 0.015789314 ECT dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0007525866 0.172287 0.00152943 -0.02518247 0.001222138 Equation cpiUSA 0.0608714297 1.128933 0.63845831 -0.40864241 0.201698403 ECT Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.001657334 8.424941e-06 0.1655519 -0.0006685009 -0.03020354 Equation cpiUSA 0.230433428 5.927787e-04 0.6550524 0.4838119692 -0.76192515 cpiUSA -2 Equation dolcan -0.001017307 Equation cpiUSA 0.044131076 Model TVAR with 1 thresholds $Bdown Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619 Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833 $Bup Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.01354042 -0.0001653546 0.9914561 0.0007168335 Equation cpiUSA 2.20206986 0.0073398658 -0.7468369 0.9702240258 Threshold value[1] "1.1439" Model TVAR with 2 thresholds $Bdown Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619 Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833 $Bmiddle Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.021278 -0.0002016937 0.9952333 0.0008405793 Equation cpiUSA 2.041256 0.0064145304 -0.6685873 0.9732236367 $Bup Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.3579121 0.001426282 0.8674328 -0.005605241 Equation cpiUSA -1.2735570 -0.003504812 0.1599709 1.021491583 Threshold value[1] "1.1439 1.3893" Model TVAR with 1 thresholds $Bdown Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.007691528 0.9939684 1.357332e-05 Equation cpiUSA -1.012509544 1.3415788 9.969201e-01 $Bup Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.03045117 0.9689214 0.000145664 Equation cpiUSA 0.46501765 -0.2412925 1.000711673 Threshold value[1] "1.2252" Model TVAR with 2 thresholds $Bdown Intercept dolcan -1 cpiUSA -1 Equation dolcan -0.02978663 1.0310970 8.444228e-06 Equation cpiUSA -0.27074633 0.5937531 9.970502e-01 $Bmiddle Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.06718762 0.943391 1.089975e-05 Equation cpiUSA 1.91845343 -1.055018 9.957302e-01 $Bup Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.03045117 0.9689214 0.000145664 Equation cpiUSA 0.46501765 -0.2412925 1.000711673 Threshold value[1] "1.1439 1.2252" Model TVAR with 1 thresholds $Bdown dolcan -1 cpiUSA -1 Equation dolcan 1.0018378 -5.982604e-06 Equation cpiUSA 0.3056463 9.994945e-01 $Bup dolcan -1 cpiUSA -1 Equation dolcan 0.9949031 9.159023e-05 Equation cpiUSA 0.1554722 9.998859e-01 Threshold value[1] "1.2252" Model TVAR with 2 thresholds $Bdown dolcan -1 cpiUSA -1 Equation dolcan 0.9994742 8.089218e-05 Equation cpiUSA 0.3063167 9.977088e-01 $Bmiddle dolcan -1 cpiUSA -1 Equation dolcan 0.9998115 1.872682e-05 Equation cpiUSA 0.5559962 9.959537e-01 $Bup dolcan -1 cpiUSA -1 Equation dolcan 0.9949031 9.159023e-05 Equation cpiUSA 0.1554722 9.998859e-01 Threshold value[1] "1.1439 1.2252" Model TVAR with 1 thresholds $Bdown Trend dolcan -1 cpiUSA -1 Equation dolcan 2.085515e-05 1.0038460 -0.000084888 Equation cpiUSA 3.944688e-03 0.6854827 0.984569738 $Bup Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0002075003 0.970279328 0.000997695 Equation cpiUSA -0.0013705132 -0.007164849 1.005870624 Threshold value[1] "1.2252" Model TVAR with 2 thresholds $Bdown Trend dolcan -1 cpiUSA -1 Equation dolcan 0.0002877063 1.0280167 -0.001015842 Equation cpiUSA 0.0010306707 0.4085665 0.993779851 $Bmiddle Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0001727056 0.9846775 0.0006501501 Equation cpiUSA 0.0016630729 0.7017294 0.9898733656 $Bup Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0002075003 0.970279328 0.000997695 Equation cpiUSA -0.0013705132 -0.007164849 1.005870624 Threshold value[1] "1.1439 1.2252" Model TVAR with 1 thresholds $Bdown Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973 Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581 cpiUSA -2 Equation dolcan -0.008053514 Equation cpiUSA -0.210683537 $Bup Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.0006464748 -0.0001118549 1.141001 -0.003541846 -0.1549285 Equation cpiUSA 1.6398792639 0.0059730476 0.572203 1.334289684 -1.1084546 cpiUSA -2 Equation dolcan 0.00404909 Equation cpiUSA -0.35828351 Threshold value[1] "1.1439" Model TVAR with 2 thresholds $Bdown Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973 Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581 cpiUSA -2 Equation dolcan -0.008053514 Equation cpiUSA -0.210683537 $Bmiddle Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan -0.01537662 -0.000157434 1.1806500 0.0009972436 -0.1865112 Equation cpiUSA 1.50018865 0.005426318 0.5086428 1.3201624875 -0.9522052 cpiUSA -2 Equation dolcan -0.0003233887 Equation cpiUSA -0.3424836706 $Bup Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.3044483 0.001169578 0.9527351 -0.02974125 -0.07704594 Equation cpiUSA 1.2815143 0.009182135 2.0104789 1.30743327 -2.39121154 cpiUSA -2 Equation dolcan 0.02531077 Equation cpiUSA -0.33933921 Threshold value[1] "1.1439 1.3893" Model TVAR with 1 thresholds $Bdown Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461 Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145 $Bup Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.04017077 1.1335259 -0.01023868 -0.1713070 0.01039812 Equation cpiUSA 0.28300510 0.4492155 1.31096745 -0.5821929 -0.31059283 Threshold value[1] "1.2252" Model TVAR with 2 thresholds $Bdown Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461 Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145 $Bmiddle Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.02333395 1.2135735 -0.004115204 -0.2373632 0.004240793 Equation cpiUSA -0.05032674 0.5533174 1.269024506 -0.3582838 -0.269630556 $Bup Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.05798003 0.9631114 -0.02791145 -0.02695616 0.02829938 Equation cpiUSA -0.65346050 2.0919411 1.32179865 -1.99796630 -0.31587620 Threshold value[1] "1.2252 1.3893" Model TVAR with 1 thresholds $Bdown dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1452641 -0.0005511544 -0.1435657 0.0005498422 Equation cpiUSA 0.6624965 1.4943161966 -0.5053663 -0.4946045183 $Bup dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1609381 -0.007105683 -0.1655764 0.007202736 Equation cpiUSA 0.5957397 1.314457492 -0.4870101 -0.314595092 Threshold value[1] "1.2263" Model TVAR with 2 thresholds $Bdown dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.19639319 0.003697079 -0.1986477 -0.003599167 Equation cpiUSA -0.03686374 1.224304032 0.2957565 -0.226656499 $Bmiddle dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1265025 0.003469589 -0.1289219 -0.003432864 Equation cpiUSA 0.9516258 1.378481433 -0.6090764 -0.380906894 $Bup dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1589176 -0.008044606 -0.1627678 0.008132882 Equation cpiUSA 0.6281012 1.326424793 -0.5220339 -0.326551571 Threshold value[1] "1.1439 1.2252" Model TVAR with 1 thresholds $Bdown Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -1.622245e-05 1.1450492 -0.0004092175 -0.1449554 0.0004693694 Equation cpiUSA 3.096566e-03 0.7035062 1.4672230481 -0.2400976 -0.4792437363 $Bup Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0002216198 1.1270540 -0.009180805 -0.1574311 0.01024224 Equation cpiUSA -0.0005662404 0.5091657 1.309155537 -0.4661987 -0.30682914 Threshold value[1] "1.2263" Model TVAR with 2 thresholds $Bdown Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -6.292985e-05 1.155769 0.001521385 -0.1604489 -0.001290011 Equation cpiUSA 3.007284e-03 1.053381 1.507577719 -0.6132165 -0.519312189 $Bmiddle Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0001870489 1.1844185 -0.005661468 -0.21109514 0.00657114 Equation cpiUSA 0.0011972003 0.3427475 1.157796683 -0.04378136 -0.16328716 $Bup Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0001633523 0.9858677 -0.02757334 -0.0233897 0.02860914 Equation cpiUSA 0.0035714290 2.1499439 1.31655866 -2.1653563 -0.32545538 Threshold value[1] "1.2338 1.3893" Model TVECM with 1 thresholds $Bdown ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845 Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116 $Bup ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.001023032 0.003613178 -3.313512e-05 0.1312604 0.002326573 Equation cpiUSA 0.015485020 0.101293958 -3.625345e-05 0.2371179 0.620902189 Threshold value[1] -0.1176 Model TVECM with 2 thresholds $Bdown ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845 Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116 $Bmiddle ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.002269518 0.01440822 -0.0001021736 0.08504187 0.003521756 Equation cpiUSA -0.337573130 0.36598485 -0.0011856393 1.18867823 0.481646459 $Bup ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.02900588 0.01680242 3.615931e-06 0.1850201 -0.007791395 Equation cpiUSA 0.33504178 -0.12199902 1.994943e-03 -1.5209576 0.614156675 Threshold value[1] -0.1176 0.3236 Model TVECM with 1 thresholds $Bdown ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718 Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232 $Bup ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan 0.006057814 -0.001555704 0.1644276 0.002927573 Equation cpiUSA 0.058696937 0.085773731 0.2256604 0.619010979 Threshold value[1] -0.1176 Model TVECM with 2 thresholds $Bdown ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718 Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232 $Bmiddle ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan 0.04152116 -0.006533316 0.2580703 0.01122303 Equation cpiUSA -0.35664491 0.184529474 0.4800999 0.27966286 $Bup ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan -0.0007475249 0.0007799121 0.1052364 0.002985671 Equation cpiUSA -0.0967219539 0.1360188778 -0.7272839 0.680080621 Threshold value[1] -0.1205 0.1832 Model TVECM with 1 thresholds $Bdown ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.02202667 0.117653 -0.01446972 Equation cpiUSA -0.55070230 1.016250 0.32487254 $Bup ECT dolcan t -1 cpiUSA t -1 Equation dolcan 0.00279744 0.1680402 0.001035012 Equation cpiUSA 0.18971894 -0.2859286 0.750443210 Threshold value[1] -0.1176 Model TVECM with 2 thresholds $Bdown ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.02522709 0.1674051 -0.01801245 Equation cpiUSA -0.45272804 2.2623818 0.24296512 $Bmiddle ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.01545396 0.07333102 -0.009306737 Equation cpiUSA -0.92219950 -0.54141665 0.301735719 $Bup ECT dolcan t -1 cpiUSA t -1 Equation dolcan 0.003049438 0.1689193 0.0007218864 Equation cpiUSA 0.194655833 -0.2687060 0.7443087565 Threshold value[1] -0.2599 -0.1051 Model TVECM with 1 thresholds $Bdown ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.0599990 -4.729002e-05 0.2434441 -0.0116853 Equation cpiUSA -0.5717297 4.019271e-06 1.4443120 0.1073026 $Bup ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan 0.002438058 9.075573e-08 0.1271129 0.0007793217 Equation cpiUSA 0.188165815 5.901968e-04 -0.1180760 0.5950325178 Threshold value[1] -0.2639 Model TVECM with 2 thresholds $Bdown ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.06592635 -4.893727e-05 0.1448262 -0.0165236 Equation cpiUSA -0.74852793 -3.444909e-04 2.2377120 0.2191881 $Bmiddle ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan 0.002513236 -3.076313e-07 0.1907503 0.002161459 Equation cpiUSA 0.080259228 7.917784e-04 -0.4850491 0.383556172 $Bup ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan 0.004302129 -0.0000163670 0.08396771 0.001005123 Equation cpiUSA 0.129046087 0.0007655733 -0.67724374 0.707856779 Threshold value[1] -0.2796 0.2373 Model TVECM with 1 thresholds $Bdown ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.01518849 0.01105132 -4.790127e-05 0.1838534 -0.004546173 Equation cpiUSA -0.25113994 0.33469736 -8.430391e-04 0.5327942 0.337989478 dolcan t -2 cpiUSA t -2 Equation dolcan 0.02939966 -0.002047247 Equation cpiUSA -1.22933741 -0.162023742 $Bup ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.01284187 0.00991402 -3.535269e-05 0.125544 0.005828206 Equation cpiUSA 0.18220945 -0.04146424 1.147708e-03 -1.067956 0.418093241 dolcan t -2 cpiUSA t -2 Equation dolcan -0.1979610 -0.01062449 Equation cpiUSA 0.9412034 0.30705642 Threshold value[1] 0.2123 Model TVECM with 2 thresholds $Bdown ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.01739221 0.01123809 -4.874173e-05 0.1570717 -0.01032538 Equation cpiUSA -0.18905435 0.28407694 -5.662286e-04 0.4259146 0.28726509 dolcan t -2 cpiUSA t -2 Equation dolcan 0.05235467 0.001209455 Equation cpiUSA -1.18744412 -0.119469224 $Bmiddle ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.3473239 0.07524714 -5.319414e-05 0.1602594 0.03364773 Equation cpiUSA -6.1188098 2.70914734 -9.002670e-03 -1.9196425 0.43896490 dolcan t -2 cpiUSA t -2 Equation dolcan 0.1326966 -0.03037366 Equation cpiUSA -4.9984845 -0.24567650 $Bup ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.0119483 0.009739977 2.161084e-05 0.1143009 -0.002826679 Equation cpiUSA 0.3550181 -0.113831430 1.882903e-03 -1.3483856 0.368199325 dolcan t -2 cpiUSA t -2 Equation dolcan -0.2251498 -0.0106057 Equation cpiUSA 0.4192614 0.2529322 Threshold value[1] 0.1839 0.2161 Model TVECM with 1 thresholds $Bdown ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.002677087 0.001901141 0.1821789 -0.003349176 0.02289789 Equation cpiUSA -0.030945320 0.173658592 0.5033226 0.359056047 -1.34376545 cpiUSA t -2 Equation dolcan -0.0007533507 Equation cpiUSA -0.1392518022 $Bup ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.001946964 0.00412689 0.1173725 0.005439081 -0.2105055 Equation cpiUSA -0.171488350 0.14641214 -0.8026721 0.430726006 1.3484553 cpiUSA t -2 Equation dolcan -0.01099955 Equation cpiUSA 0.31923260 Threshold value[1] 0.2123 Model TVECM with 2 thresholds $Bdown ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.0461568 -0.01011165 0.1582452 -0.01119553 0.01842045 Equation cpiUSA 0.9601284 0.51899776 -0.3722760 0.20683381 -1.60201032 cpiUSA t -2 Equation dolcan 0.003495803 Equation cpiUSA -0.161519009 $Bmiddle ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan 0.0204315 -0.003717539 0.1867325 0.01718006 0.01977927 Equation cpiUSA -0.1547078 0.142118177 1.4258148 0.58946004 -1.18049183 cpiUSA t -2 Equation dolcan -0.009962532 Equation cpiUSA -0.135171254 $Bup ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.01764468 0.01267829 0.1202763 -0.002199864 -0.2165529 Equation cpiUSA -0.14129491 0.14217690 -0.8277689 0.422812224 1.1682873 cpiUSA t -2 Equation dolcan -0.01009317 Equation cpiUSA 0.29758780 Threshold value[1] -0.2136 0.2161 Model TVECM with 1 thresholds $Bdown ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.01791467 0.1391735 -0.01328401 0.002174167 0.001436122 Equation cpiUSA -0.56534507 0.6575878 0.31447878 -0.623941905 -0.088049070 $Bup ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan 0.006491931 0.160034945 0.007915646 -0.06608634 -0.01065185 Equation cpiUSA 0.154651435 -0.008908433 0.671157310 -0.91581701 0.13182613 Threshold value[1] -0.1898 Model TVECM with 2 thresholds $Bdown ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.01682907 0.2487917 -0.009049603 -0.1622036 -0.000472127 Equation cpiUSA -0.63057527 0.7048539 0.113211738 0.7159188 -0.144705191 $Bmiddle ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.01504519 0.03394955 -0.02606875 0.2262093 0.01536797 Equation cpiUSA -0.70956313 -0.33245260 0.43942156 -1.4005139 -0.03286632 $Bup ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan 0.005762436 0.1725675 0.01049994 -0.08084231 -0.01247178 Equation cpiUSA 0.152098278 -0.1468867 0.63963012 -1.13241543 0.16457327 Threshold value[1] -0.2834 -0.2136 Model TVECM with 1 thresholds $Bdown ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.001594506 5.687498e-06 0.1856852 -0.001987102 0.02346587 Equation cpiUSA 0.160563744 7.799357e-04 0.5882712 0.415492814 -1.40904656 cpiUSA t -2 Equation dolcan 0.0005909138 Equation cpiUSA -0.0821251317 $Bup ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan 0.006034676 7.266438e-06 0.1190289 0.006094024 -0.2116016 Equation cpiUSA 0.103260490 9.694584e-04 -1.0407069 0.416981490 0.9982535 cpiUSA t -2 Equation dolcan -0.009724057 Equation cpiUSA 0.303290461 Threshold value[1] 0.2123 Model TVECM with 2 thresholds $Bdown ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.002995578 6.111664e-06 0.1616106 -0.007636568 0.04661039 Equation cpiUSA 0.174864230 8.203576e-04 0.5406502 0.355232986 -1.33264807 cpiUSA t -2 Equation dolcan 0.004104931 Equation cpiUSA -0.046277248 $Bmiddle ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.05993876 6.599656e-05 0.1751623 0.04194837 0.2039924 Equation cpiUSA 4.22801254 -4.711408e-03 -1.3830880 0.73781541 -2.4316002 cpiUSA t -2 Equation dolcan -0.03413151 Equation cpiUSA -0.38097151 $Bup ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan 0.006794794 6.522883e-05 0.1066869 -0.002756671 -0.2406763 Equation cpiUSA 0.135966975 1.373138e-03 -1.2593996 0.367381138 0.6007203 cpiUSA t -2 Equation dolcan -0.01007585 Equation cpiUSA 0.24673984 Threshold value[1] 0.1839 0.2161 [[1]] Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.01044232 -2.172806e-05 0.9871079 0.000145502 Equation cpiUSA 0.37899558 -7.098272e-04 -0.1395487 1.002279482 [[2]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.01278017 0.9870607 6.443813e-05 Equation cpiUSA 0.45537005 -0.1410917 9.996312e-01 [[3]] dolcan -1 cpiUSA -1 Equation dolcan 1.0004113 1.200969e-05 Equation cpiUSA 0.3346056 9.977632e-01 [[4]] Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0000766771 0.99195961 0.0003319243 Equation cpiUSA -0.0027041580 0.03653954 1.0090455285 [[5]] Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.01360877 -2.594234e-05 1.1503909 -0.003742394 -0.1660825 Equation cpiUSA 0.28320638 3.472133e-04 0.5331984 1.457512609 -0.6049136 cpiUSA -2 Equation dolcan 0.003911853 Equation cpiUSA -0.459101557 [[6]] Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.01636855 1.1506724 -0.003709029 -0.1664027 0.003781728 Equation cpiUSA 0.24626928 0.5294298 1.457066046 -0.6006284 -0.457359952 [[7]] dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1609666 -0.00194731 -0.1602002 0.001956871 Equation cpiUSA 0.6843077 1.48357158 -0.5073094 -0.484815406 [[8]] Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -9.611456e-05 1.1534930 -0.003171405 -0.1628884 0.003578896 Equation cpiUSA -1.113111e-03 0.5977555 1.469395219 -0.5384425 -0.466030590 [[9]] ECT Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.01506974 0.01098652 -4.515916e-05 0.1655667 -0.003976831 Equation cpiUSA -0.05033679 0.19306592 -3.133701e-04 0.5871833 0.456867918 [[10]] ECT Intercept dolcan -1 cpiUSA -1 Equation dolcan -0.001106223 0.002123837 0.1595354 -0.00300748 Equation cpiUSA 0.046559351 0.131565673 0.5453308 0.46359448 [[11]] ECT dolcan -1 cpiUSA -1 Equation dolcan -0.0006768995 0.1681196 0.00242903 Equation cpiUSA 0.0731547016 1.0770919 0.80037086 [[12]] ECT Trend dolcan -1 cpiUSA -1 Equation dolcan 0.001372394 7.603074e-06 0.1610732 -0.001227277 Equation cpiUSA 0.238600556 6.138198e-04 0.5082187 0.505185783 [[13]] ECT Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.01524527 0.01156071 -4.607701e-05 0.1678529 -0.002542136 Equation cpiUSA -0.03983784 0.18485483 -2.787031e-04 0.6918440 0.453852695 dolcan -2 cpiUSA -2 Equation dolcan -0.02196011 -0.00308873 Equation cpiUSA -0.63011337 0.01100919 [[14]] ECT Intercept dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan -0.001031649 0.002457958 0.1635127 -0.001892005 -0.03033589 Equation cpiUSA 0.046135183 0.129795583 0.6655917 0.457785100 -0.68077540 cpiUSA -2 Equation dolcan -0.002298449 Equation cpiUSA 0.015789314 [[15]] ECT dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0007525866 0.172287 0.00152943 -0.02518247 0.001222138 Equation cpiUSA 0.0608714297 1.128933 0.63845831 -0.40864241 0.201698403 [[16]] ECT Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.001657334 8.424941e-06 0.1655519 -0.0006685009 -0.03020354 Equation cpiUSA 0.230433428 5.927787e-04 0.6550524 0.4838119692 -0.76192515 cpiUSA -2 Equation dolcan -0.001017307 Equation cpiUSA 0.044131076 [[17]] [1] "1.1439" [[18]] [1] "1.1439 1.3893" [[19]] [1] "1.2252" [[20]] [1] "1.1439 1.2252" [[21]] [1] "1.2252" [[22]] [1] "1.1439 1.2252" [[23]] [1] "1.2252" [[24]] [1] "1.1439 1.2252" [[25]] [1] "1.1439" [[26]] [1] "1.1439 1.3893" [[27]] [1] "1.2252" [[28]] [1] "1.2252 1.3893" [[29]] [1] "1.2263" [[30]] [1] "1.1439 1.2252" [[31]] [1] "1.2263" [[32]] [1] "1.2338 1.3893" [[33]] [1] -0.1176 [[34]] [1] -0.1176 0.3236 [[35]] [1] -0.1176 [[36]] [1] -0.1205 0.1832 [[37]] [1] -0.1176 [[38]] [1] -0.2599 -0.1051 [[39]] [1] -0.2639 [[40]] [1] -0.2796 0.2373 [[41]] [1] 0.2123 [[42]] [1] 0.1839 0.2161 [[43]] [1] 0.2123 [[44]] [1] -0.2136 0.2161 [[45]] [1] -0.1898 [[46]] [1] -0.2834 -0.2136 [[47]] [1] 0.2123 [[48]] [1] 0.1839 0.2161 > sapply(mods, summary) [[1]] ############# ###Model VAR ############# Full sample size: 324 End sample size: 323 Number of variables: 2 Number of estimated slope parameters 8 AIC -3918.837 BIC -3888.616 SSR 10.04486 Intercept Trend dolcan -1 Equation dolcan 0.0104(0.0125) -2.2e-05(8.7e-05) 0.9871(0.0089)*** Equation cpiUSA 0.3790(0.1702)* -0.0007(0.0012) -0.1395(0.1216) cpiUSA -1 Equation dolcan 0.0001(0.0003) Equation cpiUSA 1.0023(0.0045)*** [[2]] ############# ###Model VAR ############# Full sample size: 324 End sample size: 323 Number of variables: 2 Number of estimated slope parameters 6 AIC -3922.4 BIC -3899.734 SSR 10.05601 Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.0128(0.0082) 0.9871(0.0089)*** 6.4e-05(5.1e-05) Equation cpiUSA 0.4554(0.1120)*** -0.1411(0.1215) 0.9996(0.0007)*** [[3]] ############# ###Model VAR ############# Full sample size: 324 End sample size: 323 Number of variables: 2 Number of estimated slope parameters 4 AIC -3907.237 BIC -3892.126 SSR 10.57293 dolcan -1 cpiUSA -1 Equation dolcan 1.0004(0.0024)*** 1.2e-05(3.9e-05) Equation cpiUSA 0.3346(0.0333)*** 0.9978(0.0005)*** [[4]] ############# ###Model VAR ############# Full sample size: 324 End sample size: 323 Number of variables: 2 Number of estimated slope parameters 6 AIC -3916.979 BIC -3894.313 SSR 10.20019 Trend dolcan -1 cpiUSA -1 Equation dolcan -7.7e-05(5.7e-05) 0.9920(0.0068)*** 0.0003(0.0002) Equation cpiUSA -0.0027(0.0008)*** 0.0365(0.0929) 1.0090(0.0033)*** [[5]] ############# ###Model VAR ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated slope parameters 12 AIC -3982.323 BIC -3937.029 SSR 7.949829 Intercept Trend dolcan -1 Equation dolcan 0.0136(0.0125) -2.6e-05(8.7e-05) 1.1504(0.0554)*** Equation cpiUSA 0.2832(0.1537). 0.0003(0.0011) 0.5332(0.6837) cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0037(0.0041) -0.1661(0.0554)** 0.0039(0.0041) Equation cpiUSA 1.4575(0.0502)*** -0.6049(0.6833) -0.4591(0.0504)*** [[6]] ############# ###Model VAR ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated slope parameters 10 AIC -3986.131 BIC -3948.385 SSR 7.952476 Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.0164(0.0084). 1.1507(0.0553)*** -0.0037(0.0041) Equation cpiUSA 0.2463(0.1031)* 0.5294(0.6827) 1.4571(0.0501)*** dolcan -2 cpiUSA -2 Equation dolcan -0.1664(0.0553)** 0.0038(0.0041) Equation cpiUSA -0.6006(0.6822) -0.4574(0.0501)*** [[7]] ############# ###Model VAR ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated slope parameters 8 AIC -3980.289 BIC -3950.092 SSR 8.095284 dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 1.1610(0.0553)*** -0.0019(0.0040) -0.1602(0.0555)** Equation cpiUSA 0.6843(0.6846) 1.4836(0.0492)*** -0.5073(0.6861) cpiUSA -2 Equation dolcan 0.0020(0.0040) Equation cpiUSA -0.4848(0.0491)*** [[8]] ############# ###Model VAR ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated slope parameters 10 AIC -3981.552 BIC -3943.806 SSR 8.034911 Trend dolcan -1 cpiUSA -1 Equation dolcan -9.6e-05(5.8e-05) 1.1535(0.0554)*** -0.0032(0.0040) Equation cpiUSA -0.0011(0.0007) 0.5978(0.6854) 1.4694(0.0499)*** dolcan -2 cpiUSA -2 Equation dolcan -0.1629(0.0553)** 0.0036(0.0041) Equation cpiUSA -0.5384(0.6849) -0.4660(0.0505)*** [[9]] ############# ###Model VECM ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated slope parameters 10 AIC -3983.832 BIC -3942.312 SSR 7.960313 Cointegrating vector (estimated by 2OLS): dolcan cpiUSA r1 1 -0.0158527 ECT Intercept Trend Equation dolcan -0.0151(0.0084). 0.0110(0.0053)* -4.5e-05(2.6e-05). Equation cpiUSA -0.0503(0.1041) 0.1931(0.0650)** -0.0003(0.0003) dolcan -1 cpiUSA -1 Equation dolcan 0.1656(0.0553)** -0.0040(0.0041) Equation cpiUSA 0.5872(0.6821) 0.4569(0.0503)*** [[10]] ############# ###Model VECM ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated slope parameters 8 AIC -3983.729 BIC -3949.758 SSR 7.984527 Cointegrating vector (estimated by 2OLS): dolcan cpiUSA r1 1 -0.0158527 ECT Intercept dolcan -1 Equation dolcan -0.0011(0.0025) 0.0021(0.0013). 0.1595(0.0553)** Equation cpiUSA 0.0466(0.0310) 0.1316(0.0156)*** 0.5453(0.6807) cpiUSA -1 Equation dolcan -0.0030(0.0040) Equation cpiUSA 0.4636(0.0498)*** [[11]] ############# ###Model VECM ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated slope parameters 6 AIC -3919.627 BIC -3893.205 SSR 9.764497 Cointegrating vector (estimated by 2OLS): dolcan cpiUSA r1 1 -0.0158527 ECT dolcan -1 cpiUSA -1 Equation dolcan -0.0007(0.0025) 0.1681(0.0552)** 0.0024(0.0024) Equation cpiUSA 0.0732(0.0340)* 1.0771(0.7488) 0.8004(0.0329)*** [[12]] ############# ###Model VECM ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated slope parameters 8 AIC -3974.33 BIC -3940.359 SSR 8.181358 Cointegrating vector (estimated by 2OLS): dolcan cpiUSA r1 1 -0.0158527 ECT Trend dolcan -1 Equation dolcan 0.0014(0.0030) 7.6e-06(6.3e-06) 0.1611(0.0555)** Equation cpiUSA 0.2386(0.0376)*** 0.0006(7.8e-05)*** 0.5082(0.6900) cpiUSA -1 Equation dolcan -0.0012(0.0039) Equation cpiUSA 0.5052(0.0481)*** [[13]] ############# ###Model VECM ############# Full sample size: 324 End sample size: 321 Number of variables: 2 Number of estimated slope parameters 14 AIC -3962.912 BIC -3906.34 SSR 7.937843 Cointegrating vector (estimated by 2OLS): dolcan cpiUSA r1 1 -0.0158527 ECT Intercept Trend Equation dolcan -0.0152(0.0085). 0.0116(0.0054)* -4.6e-05(2.6e-05). Equation cpiUSA -0.0398(0.1052) 0.1849(0.0667)** -0.0003(0.0003) dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.1679(0.0562)** -0.0025(0.0046) -0.0220(0.0564) Equation cpiUSA 0.6918(0.6934) 0.4539(0.0565)*** -0.6301(0.6962) cpiUSA -2 Equation dolcan -0.0031(0.0046) Equation cpiUSA 0.0110(0.0567) [[14]] ############# ###Model VECM ############# Full sample size: 324 End sample size: 321 Number of variables: 2 Number of estimated slope parameters 12 AIC -3962.974 BIC -3913.945 SSR 7.956742 Cointegrating vector (estimated by 2OLS): dolcan cpiUSA r1 1 -0.0158527 ECT Intercept dolcan -1 Equation dolcan -0.0010(0.0025) 0.0025(0.0014). 0.1635(0.0563)** Equation cpiUSA 0.0461(0.0313) 0.1298(0.0175)*** 0.6656(0.6924) cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0019(0.0046) -0.0303(0.0564) -0.0023(0.0046) Equation cpiUSA 0.4578(0.0563)*** -0.6808(0.6933) 0.0158(0.0564) [[15]] ############# ###Model VECM ############# Full sample size: 324 End sample size: 321 Number of variables: 2 Number of estimated slope parameters 10 AIC -3911.881 BIC -3870.395 SSR 9.344372 Cointegrating vector (estimated by 2OLS): dolcan cpiUSA r1 1 -0.0158527 ECT dolcan -1 cpiUSA -1 Equation dolcan -0.0008(0.0025) 0.1723(0.0563)** 0.0015(0.0041) Equation cpiUSA 0.0609(0.0338). 1.1289(0.7465) 0.6385(0.0550)*** dolcan -2 cpiUSA -2 Equation dolcan -0.0252(0.0565) 0.0012(0.0041) Equation cpiUSA -0.4086(0.7495) 0.2017(0.0547)*** [[16]] ############# ###Model VECM ############# Full sample size: 324 End sample size: 321 Number of variables: 2 Number of estimated slope parameters 12 AIC -3954.238 BIC -3905.209 SSR 8.131732 Cointegrating vector (estimated by 2OLS): dolcan cpiUSA r1 1 -0.0158527 ECT Trend dolcan -1 Equation dolcan 0.0017(0.0032) 8.4e-06(7.0e-06) 0.1656(0.0565)** Equation cpiUSA 0.2304(0.0400)*** 0.0006(8.6e-05)*** 0.6551(0.7006) cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0007(0.0045) -0.0302(0.0566) -0.0010(0.0045) Equation cpiUSA 0.4838(0.0561)*** -0.7619(0.7019) 0.0441(0.0560) [[17]] Model TVAR with 1 thresholds Full sample size: 324 End sample size: 323 Number of variables: 2 Number of estimated parameters: 16 + 1 AIC -3974.104 BIC -3909.884 SSR 8.161472 [[1]] Intercept Trend dolcan -1 Equation dolcan 0.0821(0.0789) 0.0007(0.0004) 0.9823(0.0483)*** Equation cpiUSA -0.5559(0.9804) -0.0018(0.0056) 0.7181(0.6005) cpiUSA -1 Equation dolcan -0.0024(0.0015) Equation cpiUSA 1.0032(0.0191)*** [[2]] Intercept Trend dolcan -1 Equation dolcan -0.0135(0.0215) -0.0002(0.0001) 0.9915(0.0107)*** Equation cpiUSA 2.2021(0.2674)*** 0.0073(0.0015)*** -0.7468(0.1326)*** cpiUSA -1 Equation dolcan 0.0007(0.0005) Equation cpiUSA 0.9702(0.0059)*** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.1439 Percentage of Observations in each regime: 22.3% 77.7% [[18]] Model TVAR with 2 thresholds Full sample size: 324 End sample size: 323 Number of variables: 2 Number of estimated parameters: 24 + 2 AIC -3974.97 BIC -3876.751 SSR 7.794644 [[1]] Intercept Trend dolcan -1 Equation dolcan 0.0821(0.0790) 0.0007(0.0004) 0.9823(0.0484)*** Equation cpiUSA -0.5559(0.9641) -0.0018(0.0055) 0.7181(0.5905) cpiUSA -1 Equation dolcan -0.0024(0.0015) Equation cpiUSA 1.0032(0.0188)*** [[2]] Intercept Trend dolcan -1 Equation dolcan -0.0213(0.0222) -0.0002(0.0001) 0.9952(0.0124)*** Equation cpiUSA 2.0413(0.2707)*** 0.0064(0.0016)*** -0.6686(0.1518)*** cpiUSA -1 Equation dolcan 0.0008(0.0005) Equation cpiUSA 0.9732(0.0063)*** [[3]] Intercept Trend dolcan -1 Equation dolcan 0.3579(0.2290) 0.0014(0.0010) 0.8674(0.0769)*** Equation cpiUSA -1.2736(2.7959) -0.0035(0.0126) 0.1600(0.9391) cpiUSA -1 Equation dolcan -0.0056(0.0042) Equation cpiUSA 1.0215(0.0519)*** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.1439 1.3893 Percentage of Observations in each regime: 22.3% 66.9% 10.8% [[19]] Model TVAR with 1 thresholds Full sample size: 324 End sample size: 323 Number of variables: 2 Number of estimated parameters: 12 + 1 AIC -3971.026 BIC -3921.917 SSR 8.348522 [[1]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.0077(0.0171) 0.9940(0.0178)*** 1.4e-05(6.9e-05) Equation cpiUSA -1.0125(0.2138)*** 1.3416(0.2218)*** 0.9969(0.0009)*** [[2]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.0305(0.0196) 0.9689(0.0175)*** 0.0001(8.2e-05). Equation cpiUSA 0.4650(0.2452). -0.2413(0.2179) 1.0007(0.0010)*** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.2252 Percentage of Observations in each regime: 50.5% 49.5% [[20]] Model TVAR with 2 thresholds Full sample size: 324 End sample size: 323 Number of variables: 2 Number of estimated parameters: 18 + 2 AIC -3976.778 BIC -3901.225 SSR 7.915594 [[1]] Intercept dolcan -1 cpiUSA -1 Equation dolcan -0.0298(0.0348) 1.0311(0.0373)*** 8.4e-06(0.0002) Equation cpiUSA -0.2707(0.4248) 0.5938(0.4552) 0.9971(0.0019)*** [[2]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.0672(0.0777) 0.9434(0.0654)*** 1.1e-05(8.1e-05) Equation cpiUSA 1.9185(0.9477)* -1.0550(0.7981) 0.9957(0.0010)*** [[3]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.0305(0.0197) 0.9689(0.0175)*** 0.0001(8.2e-05). Equation cpiUSA 0.4650(0.2399). -0.2413(0.2131) 1.0007(0.0010)*** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.1439 1.2252 Percentage of Observations in each regime: 22.3% 28.2% 49.5% [[21]] Model TVAR with 1 thresholds Full sample size: 324 End sample size: 323 Number of variables: 2 Number of estimated parameters: 8 + 1 AIC -3950.762 BIC -3916.763 SSR 9.029764 [[1]] dolcan -1 cpiUSA -1 Equation dolcan 1.0018(0.0029)*** -6e-06(5.4e-05) Equation cpiUSA 0.3056(0.0377)*** 0.9995(0.0007)*** [[2]] dolcan -1 cpiUSA -1 Equation dolcan 0.9949(0.0049)*** 9.2e-05(7.4e-05) Equation cpiUSA 0.1555(0.0630)* 0.9999(0.0010)*** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.2252 Percentage of Observations in each regime: 50.5% 49.5% [[22]] Model TVAR with 2 thresholds Full sample size: 324 End sample size: 323 Number of variables: 2 Number of estimated parameters: 12 + 2 AIC -3975.972 BIC -3923.085 SSR 8.123147 [[1]] dolcan -1 cpiUSA -1 Equation dolcan 0.9995(0.0051)*** 8.1e-05(0.0001) Equation cpiUSA 0.3063(0.0627)*** 0.9977(0.0016)*** [[2]] dolcan -1 cpiUSA -1 Equation dolcan 0.9998(0.0049)*** 1.9e-05(8.1e-05) Equation cpiUSA 0.5560(0.0606)*** 0.9960(0.0010)*** [[3]] dolcan -1 cpiUSA -1 Equation dolcan 0.9949(0.0049)*** 9.2e-05(7.4e-05) Equation cpiUSA 0.1555(0.0599)** 0.9999(0.0009)*** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.1439 1.2252 Percentage of Observations in each regime: 22.3% 28.2% 49.5% [[23]] Model TVAR with 1 thresholds Full sample size: 324 End sample size: 323 Number of variables: 2 Number of estimated parameters: 12 + 1 AIC -3954.841 BIC -3905.732 SSR 8.842832 [[1]] Trend dolcan -1 cpiUSA -1 Equation dolcan 2.1e-05(0.0001) 1.0038(0.0130)*** -8.5e-05(0.0005) Equation cpiUSA 0.0039(0.0017)* 0.6855(0.1673)*** 0.9846(0.0064)*** [[2]] Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0002(9.4e-05)* 0.9703(0.0121)*** 0.0010(0.0004)* Equation cpiUSA -0.0014(0.0012) -0.0072(0.1564) 1.0059(0.0054)*** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.2252 Percentage of Observations in each regime: 50.5% 49.5% [[24]] Model TVAR with 2 thresholds Full sample size: 324 End sample size: 323 Number of variables: 2 Number of estimated parameters: 18 + 2 AIC -3974.302 BIC -3898.749 SSR 8.06911 [[1]] Trend dolcan -1 cpiUSA -1 Equation dolcan 0.0003(0.0002) 1.0280(0.0201)*** -0.0010(0.0008) Equation cpiUSA 0.0010(0.0024) 0.4086(0.2491) 0.9938(0.0094)*** [[2]] Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0002(0.0002) 0.9847(0.0175)*** 0.0007(0.0007) Equation cpiUSA 0.0017(0.0024) 0.7017(0.2173)** 0.9899(0.0088)*** [[3]] Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0002(9.4e-05)* 0.9703(0.0121)*** 0.0010(0.0004)* Equation cpiUSA -0.0014(0.0012) -0.0072(0.1501) 1.0059(0.0051)*** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.1439 1.2252 Percentage of Observations in each regime: 22.3% 28.2% 49.5% [[25]] Model TVAR with 1 thresholds Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters: 24 + 1 AIC -3999.979 BIC -3905.615 SSR 7.045296 [[1]] Intercept Trend dolcan -1 Equation dolcan 0.0923(0.0822) 0.0007(0.0005) 1.1164(0.1652)*** Equation cpiUSA -0.3846(0.9608) -0.0006(0.0055) -0.0579(1.9317) cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.0057(0.0160) -0.1477(0.1670) -0.0081(0.0163) Equation cpiUSA 1.2098(0.1872)*** 0.6665(1.9529) -0.2107(0.1901) [[2]] Intercept Trend dolcan -1 Equation dolcan 0.0006(0.0231) -0.0001(0.0001) 1.1410(0.0596)*** Equation cpiUSA 1.6399(0.2701)*** 0.0060(0.0014)*** 0.5722(0.6974) cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0035(0.0047) -0.1549(0.0597)** 0.0040(0.0046) Equation cpiUSA 1.3343(0.0546)*** -1.1085(0.6980) -0.3583(0.0533)*** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.1439 Percentage of Observations in each regime: 22% 78% [[26]] Model TVAR with 2 thresholds Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters: 36 + 2 AIC -3995.99 BIC -3852.557 SSR 6.794512 [[1]] Intercept Trend dolcan -1 Equation dolcan 0.0923(0.0817) 0.0007(0.0005) 1.1164(0.1642)*** Equation cpiUSA -0.3846(0.9528) -0.0006(0.0054) -0.0579(1.9156) cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.0057(0.0159) -0.1477(0.1660) -0.0081(0.0162) Equation cpiUSA 1.2098(0.1856)*** 0.6665(1.9366) -0.2107(0.1885) [[2]] Intercept Trend dolcan -1 Equation dolcan -0.0154(0.0238) -0.0002(0.0001) 1.1806(0.0687)*** Equation cpiUSA 1.5002(0.2773)*** 0.0054(0.0016)*** 0.5086(0.8014) cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.0010(0.0052) -0.1865(0.0681)** -0.0003(0.0051) Equation cpiUSA 1.3202(0.0602)*** -0.9522(0.7944) -0.3425(0.0589)*** [[3]] Intercept Trend dolcan -1 Equation dolcan 0.3044(0.2443) 0.0012(0.0011) 0.9527(0.1378)*** Equation cpiUSA 1.2815(2.8498) 0.0092(0.0130) 2.0105(1.6081) cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0297(0.0111)** -0.0770(0.1330) 0.0253(0.0114)* Equation cpiUSA 1.3074(0.1297)*** -2.3912(1.5514) -0.3393(0.1329)* --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.1439 1.3893 Percentage of Observations in each regime: 22% 67.1% 10.9% [[27]] Model TVAR with 1 thresholds Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters: 20 + 1 AIC -3997.421 BIC -3918.155 SSR 7.278526 [[1]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.0140(0.0181) 1.1438(0.0902)*** 0.0026(0.0065) Equation cpiUSA -0.6473(0.2154)** 0.8354(1.0711) 1.3948(0.0772)*** dolcan -2 cpiUSA -2 Equation dolcan -0.1574(0.0911). -0.0025(0.0065) Equation cpiUSA 0.0150(1.0824) -0.3968(0.0770)*** [[2]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.0402(0.0198)* 1.1335(0.0713)*** -0.0102(0.0060). Equation cpiUSA 0.2830(0.2353) 0.4492(0.8467) 1.3110(0.0713)*** dolcan -2 cpiUSA -2 Equation dolcan -0.1713(0.0702)* 0.0104(0.0060). Equation cpiUSA -0.5822(0.8334) -0.3106(0.0714)*** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.2252 Percentage of Observations in each regime: 50.3% 49.7% [[28]] Model TVAR with 2 thresholds Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters: 30 + 2 AIC -3995.703 BIC -3874.917 SSR 6.972166 [[1]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.0140(0.0181) 1.1438(0.0900)*** 0.0026(0.0065) Equation cpiUSA -0.6473(0.2125)** 0.8354(1.0568) 1.3948(0.0762)*** dolcan -2 cpiUSA -2 Equation dolcan -0.1574(0.0910). -0.0025(0.0065) Equation cpiUSA 0.0150(1.0678) -0.3968(0.0759)*** [[2]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.0233(0.0295) 1.2136(0.0890)*** -0.0041(0.0072) Equation cpiUSA -0.0503(0.3461) 0.5533(1.0451) 1.2690(0.0850)*** dolcan -2 cpiUSA -2 Equation dolcan -0.2374(0.0858)** 0.0042(0.0072) Equation cpiUSA -0.3583(1.0068) -0.2696(0.0851)** [[3]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.0580(0.0681) 0.9631(0.1377)*** -0.0279(0.0110)* Equation cpiUSA -0.6535(0.7991) 2.0919(1.6169) 1.3218(0.1292)*** dolcan -2 cpiUSA -2 Equation dolcan -0.0270(0.1244) 0.0283(0.0110)* Equation cpiUSA -1.9980(1.4599) -0.3159(0.1297)* --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.2252 1.3893 Percentage of Observations in each regime: 50.3% 38.8% 10.9% [[29]] Model TVAR with 1 thresholds Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters: 16 + 1 AIC -3990.483 BIC -3926.315 SSR 7.512746 [[1]] dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 1.1453(0.0902)*** -0.0006(0.0059) -0.1436(0.0905) Equation cpiUSA 0.6625(1.0808) 1.4943(0.0712)*** -0.5054(1.0845) cpiUSA -2 Equation dolcan 0.0005(0.0059) Equation cpiUSA -0.4946(0.0712)*** [[2]] dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 1.1609(0.0705)*** -0.0071(0.0060) -0.1656(0.0704)* Equation cpiUSA 0.5957(0.8445) 1.3145(0.0719)*** -0.4870(0.8432) cpiUSA -2 Equation dolcan 0.0072(0.0060) Equation cpiUSA -0.3146(0.0719)*** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.2263 Percentage of Observations in each regime: 50.9% 49.1% [[30]] Model TVAR with 2 thresholds Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters: 24 + 2 AIC -3990.169 BIC -3892.031 SSR 7.141784 [[1]] dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 1.1964(0.1579)*** 0.0037(0.0159) -0.1986(0.1590) Equation cpiUSA -0.0369(1.8495) 1.2243(0.1863)*** 0.2958(1.8622) cpiUSA -2 Equation dolcan -0.0036(0.0159) Equation cpiUSA -0.2267(0.1863) [[2]] dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 1.1265(0.1110)*** 0.0035(0.0075) -0.1289(0.1112) Equation cpiUSA 0.9516(1.2997) 1.3785(0.0879)*** -0.6091(1.3020) cpiUSA -2 Equation dolcan -0.0034(0.0075) Equation cpiUSA -0.3809(0.0876)*** [[3]] dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 1.1589(0.0707)*** -0.0080(0.0060) -0.1628(0.0706)* Equation cpiUSA 0.6281(0.8282) 1.3264(0.0697)*** -0.5220(0.8266) cpiUSA -2 Equation dolcan 0.0081(0.0060) Equation cpiUSA -0.3266(0.0697)*** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.1439 1.2252 Percentage of Observations in each regime: 22% 28.3% 49.7% [[31]] Model TVAR with 1 thresholds Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters: 20 + 1 AIC -3992.26 BIC -3912.995 SSR 7.415455 [[1]] Trend dolcan -1 cpiUSA -1 Equation dolcan -1.6e-05(0.0001) 1.1450(0.0897)*** -0.0004(0.0060) Equation cpiUSA 0.0031(0.0016). 0.7035(1.0774) 1.4672(0.0723)*** dolcan -2 cpiUSA -2 Equation dolcan -0.1450(0.0907) 0.0005(0.0059) Equation cpiUSA -0.2401(1.0893) -0.4792(0.0714)*** [[2]] Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0002(9.6e-05)* 1.1271(0.0716)*** -0.0092(0.0060) Equation cpiUSA -0.0006(0.0012) 0.5092(0.8599) 1.3092(0.0725)*** dolcan -2 cpiUSA -2 Equation dolcan -0.1574(0.0701)* 0.0102(0.0061). Equation cpiUSA -0.4662(0.8415) -0.3068(0.0734)*** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.2263 Percentage of Observations in each regime: 50.9% 49.1% [[32]] Model TVAR with 2 thresholds Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters: 30 + 2 AIC -3994.773 BIC -3873.988 SSR 7.025195 [[1]] Trend dolcan -1 cpiUSA -1 Equation dolcan -6.3e-05(0.0001) 1.1558(0.0889)*** 0.0015(0.0058) Equation cpiUSA 0.0030(0.0015). 1.0534(1.0500) 1.5076(0.0686)*** dolcan -2 cpiUSA -2 Equation dolcan -0.1604(0.0899). -0.0013(0.0057) Equation cpiUSA -0.6132(1.0612) -0.5193(0.0677)*** [[2]] Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0002(0.0002) 1.1844(0.0926)*** -0.0057(0.0079) Equation cpiUSA 0.0012(0.0020) 0.3427(1.0931) 1.1578(0.0929)*** dolcan -2 cpiUSA -2 Equation dolcan -0.2111(0.0877)* 0.0066(0.0079) Equation cpiUSA -0.0438(1.0356) -0.1633(0.0937). [[3]] Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0002(0.0003) 0.9859(0.1352)*** -0.0276(0.0110)* Equation cpiUSA 0.0036(0.0037) 2.1499(1.5968) 1.3166(0.1297)*** dolcan -2 cpiUSA -2 Equation dolcan -0.0234(0.1258) 0.0286(0.0111)* Equation cpiUSA -2.1654(1.4854) -0.3255(0.1308)* --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Threshold value: 1.2338 1.3893 Percentage of Observations in each regime: 54.7% 34.5% 10.9% [[33]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters 20 AIC -4002.429 BIC -3923.163 SSR 7.298715 Cointegrating vector: (1, - 0.01550732 ) $Bdown ECT Const Trend Equation dolcan -0.0517(0.0694). 0.0053(0.6266) -3.9e-05(0.2682) Equation cpiUSA 0.7379(0.0310)* 0.6239(2.6e-06)*** -0.0011(0.0121)* dolcan t -1 cpiUSA t -1 Equation dolcan 0.1675(0.0457)* -0.0122(0.0750). Equation cpiUSA -0.1020(0.9190) 0.1395(0.0894). $Bup ECT Const Trend Equation dolcan -0.0010(0.9412) 0.0036(0.6636) -3.3e-05(0.3894) Equation cpiUSA 0.0155(0.9259) 0.1013(0.3101) -3.6e-05(0.9374) dolcan t -1 cpiUSA t -1 Equation dolcan 0.1313(0.0797). 0.0023(0.6488) Equation cpiUSA 0.2371(0.7916) 0.6209(4.7e-21)*** Threshold Values: -0.1176 Percentage of Observations in each regime 36.3% 63.7% [[34]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters 30 AIC -4001.215 BIC -3880.429 SSR 7.00715 Cointegrating vector: (1, - 0.01550732 ) $Bdown ECT Const Trend Equation dolcan -0.0517(0.0684). 0.0053(0.6253) -3.9e-05(0.2665) Equation cpiUSA 0.7379(0.0290)* 0.6239(2e-06)*** -0.0011(0.0111)* dolcan t -1 cpiUSA t -1 Equation dolcan 0.1675(0.0450)* -0.0122(0.0739). Equation cpiUSA -0.1020(0.9180) 0.1395(0.0855). $Bmiddle ECT Const Trend Equation dolcan -0.0023(0.8928) 0.0144(0.2359) -0.0001(0.0823). Equation cpiUSA -0.3376(0.0929). 0.3660(0.0117)* -0.0012(0.0902). dolcan t -1 cpiUSA t -1 Equation dolcan 0.0850(0.3605) 0.0035(0.5998) Equation cpiUSA 1.1887(0.2830) 0.4816(4.6e-09)*** $Bup ECT Const Trend Equation dolcan -0.0290(0.4313) 0.0168(0.3808) 3.6e-06(0.9649) Equation cpiUSA 0.3350(0.4450) -0.1220(0.5927) 0.0020(0.0423)* dolcan t -1 cpiUSA t -1 Equation dolcan 0.1850(0.1512) -0.0078(0.4642) Equation cpiUSA -1.5210(0.3211) 0.6142(1.9e-06)*** Threshold Values: -0.1176 0.3236 Percentage of Observations in each regime 36.3% 36.3% 27.3% [[35]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters 16 AIC -4001.207 BIC -3937.04 SSR 7.41122 Cointegrating vector: (1, - 0.01665858 ) $Bdown ECT Const dolcan t -1 Equation dolcan -0.0375(0.0412)* -0.0069(0.2562) 0.1251(0.1130) Equation cpiUSA 0.7085(0.0014)** 0.4007(6.7e-08)*** 0.1907(0.8404) cpiUSA t -1 Equation dolcan -0.0102(0.1122) Equation cpiUSA 0.1982(0.0109)* $Bup ECT Const dolcan t -1 Equation dolcan 0.0061(0.3280) -0.0016(0.4998) 0.1644(0.0365)* Equation cpiUSA 0.0587(0.4304) 0.0858(0.0021)** 0.2257(0.8107) cpiUSA t -1 Equation dolcan 0.0029(0.5748) Equation cpiUSA 0.6190(3.3e-20)*** Threshold Values: -0.1176 Percentage of Observations in each regime 41% 59% [[36]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters 24 AIC -4000.627 BIC -3902.489 SSR 7.128824 Cointegrating vector: (1, - 0.01665858 ) $Bdown ECT Const dolcan t -1 Equation dolcan -0.0375(0.0409)* -0.0069(0.2556) 0.1251(0.1125) Equation cpiUSA 0.7085(0.0012)** 0.4007(4.6e-08)*** 0.1907(0.8383) cpiUSA t -1 Equation dolcan -0.0102(0.1117) Equation cpiUSA 0.1982(0.0099)** $Bmiddle ECT Const dolcan t -1 Equation dolcan 0.0415(0.0375)* -0.0065(0.1015) 0.2581(0.0660). Equation cpiUSA -0.3566(0.1320) 0.1845(0.0001)*** 0.4801(0.7729) cpiUSA t -1 Equation dolcan 0.0112(0.3200) Equation cpiUSA 0.2797(0.0375)* $Bup ECT Const dolcan t -1 Equation dolcan -0.0007(0.9464) 0.0008(0.8684) 0.1052(0.2848) Equation cpiUSA -0.0967(0.4647) 0.1360(0.0155)* -0.7273(0.5337) cpiUSA t -1 Equation dolcan 0.0030(0.6310) Equation cpiUSA 0.6801(4.8e-18)*** Threshold Values: -0.1205 0.1832 Percentage of Observations in each regime 41% 20.2% 38.8% [[37]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters 12 AIC -3974.743 BIC -3925.674 SSR 8.235945 Cointegrating vector: (1, - 0.01616518 ) $Bdown ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.0220(0.0014)** 0.1177(0.1375) -0.0145(0.0175)* Equation cpiUSA -0.5507(7.7e-10)*** 1.0162(0.3105) 0.3249(3.0e-05)*** $Bup ECT dolcan t -1 cpiUSA t -1 Equation dolcan 0.0028(0.5042) 0.1680(0.0297)* 0.0010(0.8048) Equation cpiUSA 0.1897(0.0004)*** -0.2859(0.7693) 0.7504(1.3e-35)*** Threshold Values: -0.1176 Percentage of Observations in each regime 39.4% 60.6% [[38]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters 18 AIC -3980.323 BIC -3904.831 SSR 7.768609 Cointegrating vector: (1, - 0.01616518 ) $Bdown ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.0252(0.0075)** 0.1674(0.1983) -0.0180(0.0752). Equation cpiUSA -0.4527(0.0001)*** 2.2624(0.1578) 0.2430(0.0513). $Bmiddle ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.0155(0.1904) 0.0733(0.4738) -0.0093(0.2401) Equation cpiUSA -0.9222(7e-10)*** -0.5414(0.6673) 0.3017(0.0021)** $Bup ECT dolcan t -1 cpiUSA t -1 Equation dolcan 0.0030(0.4741) 0.1689(0.0296)* 0.0007(0.8663) Equation cpiUSA 0.1947(0.0002)*** -0.2687(0.7777) 0.7443(2.3e-35)*** Threshold Values: -0.2599 -0.1051 Percentage of Observations in each regime 20.5% 19.3% 60.2% [[39]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters 16 AIC -3986.448 BIC -3922.28 SSR 7.674577 Cointegrating vector: (1, - 0.01626386 ) $Bdown ECT Trend dolcan t -1 Equation dolcan -0.0600(0.1237) -4.7e-05(0.2742) 0.2434(0.0454)* Equation cpiUSA -0.5717(0.2277) 4.0e-06(0.9939) 1.4443(0.3282) cpiUSA t -1 Equation dolcan -0.0117(0.2077) Equation cpiUSA 0.1073(0.3416) $Bup ECT Trend dolcan t -1 Equation dolcan 0.0024(0.4726) 9.1e-08(0.9908) 0.1271(0.0430)* Equation cpiUSA 0.1882(7.4e-06)*** 0.0006(1.9e-09)*** -0.1181(0.8768) cpiUSA t -1 Equation dolcan 0.0008(0.8562) Equation cpiUSA 0.5950(2.4e-25)*** Threshold Values: -0.2639 Percentage of Observations in each regime 22.7% 77.3% [[40]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 322 Number of variables: 2 Number of estimated parameters 24 AIC -3985.205 BIC -3887.067 SSR 7.313595 Cointegrating vector: (1, - 0.01626386 ) $Bdown ECT Trend dolcan t -1 Equation dolcan -0.0659(0.1087) -4.9e-05(0.2894) 0.1448(0.2877) Equation cpiUSA -0.7485(0.1259) -0.0003(0.5308) 2.2377(0.1679) cpiUSA t -1 Equation dolcan -0.0165(0.1101) Equation cpiUSA 0.2192(0.0752). $Bmiddle ECT Trend dolcan t -1 Equation dolcan 0.0025(0.6581) -3.1e-07(0.9718) 0.1908(0.0112)* Equation cpiUSA 0.0803(0.2357) 0.0008(2.5e-13)*** -0.4850(0.5863) cpiUSA t -1 Equation dolcan 0.0022(0.7034) Equation cpiUSA 0.3836(3.1e-08)*** $Bup ECT Trend dolcan t -1 Equation dolcan 0.0043(0.4257) -1.6e-05(0.6378) 0.0840(0.4470) Equation cpiUSA 0.1290(0.0453)* 0.0008(0.0651). -0.6772(0.6064) cpiUSA t -1 Equation dolcan 0.0010(0.8868) Equation cpiUSA 0.7079(1.4e-15)*** Threshold Values: -0.2796 0.2373 Percentage of Observations in each regime 18.9% 48.1% 32.9% [[41]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 321 Number of variables: 2 Number of estimated parameters 28 AIC -3978.469 BIC -3869.098 SSR 7.026082 Cointegrating vector: (1, - 0.01662568 ) $Bdown ECT Const Trend Equation dolcan -0.0152(0.1067) 0.0111(0.0875). -4.8e-05(0.1414) Equation cpiUSA -0.2511(0.0227)* 0.3347(1.2e-05)*** -0.0008(0.0270)* dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan 0.1839(0.0057)** -0.0045(0.4014) 0.0294(0.6485) Equation cpiUSA 0.5328(0.4903) 0.3380(1.7e-07)*** -1.2293(0.1033) cpiUSA t -2 Equation dolcan -0.0020(0.7027) Equation cpiUSA -0.1620(0.0101)* $Bup ECT Const Trend Equation dolcan -0.0128(0.6635) 0.0099(0.5146) -3.5e-05(0.6501) Equation cpiUSA 0.1822(0.5972) -0.0415(0.8154) 0.0011(0.2079) dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan 0.1255(0.2732) 0.0058(0.5859) -0.1980(0.1065) Equation cpiUSA -1.0680(0.4246) 0.4181(0.0009)*** 0.9412(0.5104) cpiUSA t -2 Equation dolcan -0.0106(0.3459) Equation cpiUSA 0.3071(0.0201)* Threshold Values: 0.2123 Percentage of Observations in each regime 67.6% 32.4% [[42]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 321 Number of variables: 2 Number of estimated parameters 42 AIC -3987.609 BIC -3821.666 SSR 6.526916 Cointegrating vector: (1, - 0.01662568 ) $Bdown ECT Const Trend Equation dolcan -0.0174(0.0938). 0.0112(0.0886). -4.9e-05(0.1480) Equation cpiUSA -0.1891(0.1132) 0.2841(0.0002)*** -0.0006(0.1441) dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan 0.1571(0.0241)* -0.0103(0.0746). 0.0524(0.4485) Equation cpiUSA 0.4259(0.5934) 0.2873(2.1e-05)*** -1.1874(0.1356) cpiUSA t -2 Equation dolcan 0.0012(0.8347) Equation cpiUSA -0.1195(0.0739). $Bmiddle ECT Const Trend Equation dolcan -0.3473(0.1995) 0.0752(0.2544) -5.3e-05(0.7407) Equation cpiUSA -6.1188(0.0498)* 2.7091(0.0004)*** -0.0090(1.8e-06)*** dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan 0.1603(0.5168) 0.0336(0.0424)* 0.1327(0.6105) Equation cpiUSA -1.9196(0.4996) 0.4390(0.0215)* -4.9985(0.0960). cpiUSA t -2 Equation dolcan -0.0304(0.0602). Equation cpiUSA -0.2457(0.1857) $Bup ECT Const Trend Equation dolcan -0.0119(0.6924) 0.0097(0.5270) 2.2e-05(0.8067) Equation cpiUSA 0.3550(0.3071) -0.1138(0.5204) 0.0019(0.0646). dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan 0.1143(0.3207) -0.0028(0.8039) -0.2251(0.0693). Equation cpiUSA -1.3484(0.3085) 0.3682(0.0052)** 0.4193(0.7681) cpiUSA t -2 Equation dolcan -0.0106(0.3633) Equation cpiUSA 0.2529(0.0600). Threshold Values: 0.1839 0.2161 Percentage of Observations in each regime 60.7% 7.8% 31.5% [[43]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 321 Number of variables: 2 Number of estimated parameters 24 AIC -3977.099 BIC -3882.813 SSR 7.174833 Cointegrating vector: (1, - 0.01662568 ) $Bdown ECT Const dolcan t -1 Equation dolcan -0.0027(0.5060) 0.0019(0.2786) 0.1822(0.0062)** Equation cpiUSA -0.0309(0.5132) 0.1737(1.3e-15)*** 0.5033(0.5176) cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.0033(0.5319) 0.0229(0.7221) -0.0008(0.8869) Equation cpiUSA 0.3591(2.7e-08)*** -1.3438(0.0765). -0.1393(0.0259)* $Bup ECT Const dolcan t -1 Equation dolcan -0.0019(0.9097) 0.0041(0.6184) 0.1174(0.2998) Equation cpiUSA -0.1715(0.3958) 0.1464(0.1334) -0.8027(0.5463) cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan 0.0054(0.6102) -0.2105(0.0784). -0.0110(0.3281) Equation cpiUSA 0.4307(0.0007)*** 1.3485(0.3367) 0.3192(0.0162)* Threshold Values: 0.2123 Percentage of Observations in each regime 67.6% 32.4% [[44]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 321 Number of variables: 2 Number of estimated parameters 36 AIC -3977.753 BIC -3834.438 SSR 6.958434 Cointegrating vector: (1, - 0.01662568 ) $Bdown ECT Const dolcan t -1 Equation dolcan -0.0462(0.0843). -0.0101(0.2528) 0.1582(0.0625). Equation cpiUSA 0.9601(0.0026)** 0.5190(1.3e-06)*** -0.3723(0.7116) cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.0112(0.0970). 0.0184(0.8242) 0.0035(0.6289) Equation cpiUSA 0.2068(0.0102)* -1.6020(0.1049) -0.1615(0.0610). $Bmiddle ECT Const dolcan t -1 Equation dolcan 0.0204(0.0670). -0.0037(0.2006) 0.1867(0.0867). Equation cpiUSA -0.1547(0.2425) 0.1421(4.8e-05)*** 1.4258(0.2706) cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan 0.0172(0.0432)* 0.0198(0.8526) -0.0100(0.2130) Equation cpiUSA 0.5895(1.2e-08)*** -1.1805(0.3511) -0.1352(0.1553) $Bup ECT Const dolcan t -1 Equation dolcan -0.0176(0.3564) 0.0127(0.1859) 0.1203(0.2822) Equation cpiUSA -0.1413(0.5343) 0.1422(0.2120) -0.8278(0.5333) cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.0022(0.8419) -0.2166(0.0668). -0.0101(0.3764) Equation cpiUSA 0.4228(0.0014)** 1.1683(0.4045) 0.2976(0.0288)* Threshold Values: -0.2136 0.2161 Percentage of Observations in each regime 37.1% 31.5% 31.5% [[45]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 321 Number of variables: 2 Number of estimated parameters 20 AIC -3951.727 BIC -3872.527 SSR 8.129782 Cointegrating vector: (1, - 0.01649411 ) $Bdown ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.0179(0.0204)* 0.1392(0.0950). -0.0133(0.0418)* Equation cpiUSA -0.5653(1.5e-08)*** 0.6576(0.5319) 0.3145(0.0002)*** dolcan t -2 cpiUSA t -2 Equation dolcan 0.0022(0.9787) 0.0014(0.8397) Equation cpiUSA -0.6239(0.5450) -0.0880(0.3272) $Bup ECT dolcan t -1 cpiUSA t -1 Equation dolcan 0.0065(0.1213) 0.1600(0.0381)* 0.0079(0.2007) Equation cpiUSA 0.1547(0.0037)** -0.0089(0.9927) 0.6712(4.1e-16)*** dolcan t -2 cpiUSA t -2 Equation dolcan -0.0661(0.3952) -0.0107(0.0767). Equation cpiUSA -0.9158(0.3516) 0.1318(0.0831). Threshold Values: -0.1898 Percentage of Observations in each regime 37.4% 62.6% [[46]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 321 Number of variables: 2 Number of estimated parameters 30 AIC -3957.032 BIC -3836.346 SSR 7.778024 Cointegrating vector: (1, - 0.01649411 ) $Bdown ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.0168(0.0755). 0.2488(0.0420)* -0.0090(0.3383) Equation cpiUSA -0.6306(2.3e-07)*** 0.7049(0.6472) 0.1132(0.3429) dolcan t -2 cpiUSA t -2 Equation dolcan -0.1622(0.1711) -0.0005(0.9569) Equation cpiUSA 0.7159(0.6319) -0.1447(0.1901) $Bmiddle ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.0150(0.3418) 0.0339(0.7750) -0.0261(0.0252)* Equation cpiUSA -0.7096(0.0004)*** -0.3325(0.8246) 0.4394(0.0029)** dolcan t -2 cpiUSA t -2 Equation dolcan 0.2262(0.0625). 0.0154(0.2405) Equation cpiUSA -1.4005(0.3601) -0.0329(0.8423) $Bup ECT dolcan t -1 cpiUSA t -1 Equation dolcan 0.0058(0.1433) 0.1726(0.0215)* 0.0105(0.0650). Equation cpiUSA 0.1521(0.0024)** -0.1469(0.8764) 0.6396(4e-17)*** dolcan t -2 cpiUSA t -2 Equation dolcan -0.0808(0.2810) -0.0125(0.0285)* Equation cpiUSA -1.1324(0.2319) 0.1646(0.0221)* Threshold Values: -0.2834 -0.2136 Percentage of Observations in each regime 23.4% 12.5% 64.2% [[47]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 321 Number of variables: 2 Number of estimated parameters 24 AIC -3962.656 BIC -3868.37 SSR 7.476702 Cointegrating vector: (1, - 0.01662568 ) $Bdown ECT Trend dolcan t -1 Equation dolcan -0.0016(0.7517) 5.7e-06(0.5204) 0.1857(0.0053)** Equation cpiUSA 0.1606(0.0082)** 0.0008(1.7e-12)*** 0.5883(0.4589) cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.0020(0.7033) 0.0235(0.7161) 0.0006(0.9086) Equation cpiUSA 0.4155(1.3e-10)*** -1.4090(0.0692). -0.0821(0.1839) $Bup ECT Trend dolcan t -1 Equation dolcan 0.0060(0.2932) 7.3e-06(0.8643) 0.1190(0.2980) Equation cpiUSA 0.1033(0.1338) 0.0010(0.0578). -1.0407(0.4476) cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan 0.0061(0.5695) -0.2116(0.0807). -0.0097(0.3857) Equation cpiUSA 0.4170(0.0013)** 0.9983(0.4909) 0.3033(0.0245)* Threshold Values: 0.2123 Percentage of Observations in each regime 67.6% 32.4% [[48]] ############# ###Model TVECM ############# Full sample size: 324 End sample size: 321 Number of variables: 2 Number of estimated parameters 36 AIC -3965.483 BIC -3822.168 SSR 7.116788 Cointegrating vector: (1, - 0.01662568 ) $Bdown ECT Trend dolcan t -1 Equation dolcan -0.0030(0.6191) 6.1e-06(0.5396) 0.1616(0.0206)* Equation cpiUSA 0.1749(0.0154)* 0.0008(2.8e-11)*** 0.5407(0.5141) cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.0076(0.1712) 0.0466(0.5005) 0.0041(0.4604) Equation cpiUSA 0.3552(1.7e-07)*** -1.3326(0.1068) -0.0463(0.4851) $Bmiddle ECT Trend dolcan t -1 Equation dolcan -0.0599(0.5427) 6.6e-05(0.5900) 0.1752(0.4792) Equation cpiUSA 4.2280(0.0004)*** -0.0047(0.0014)** -1.3831(0.6392) cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan 0.0419(0.0051)** 0.2040(0.4213) -0.0341(0.0316)* Equation cpiUSA 0.7378(4.1e-05)*** -2.4316(0.4214) -0.3810(0.0441)* $Bup ECT Trend dolcan t -1 Equation dolcan 0.0068(0.2495) 6.5e-05(0.2395) 0.1067(0.3525) Equation cpiUSA 0.1360(0.0537). 0.0014(0.0383)* -1.2594(0.3573) cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.0028(0.8092) -0.2407(0.0483)* -0.0101(0.3878) Equation cpiUSA 0.3674(0.0073)** 0.6007(0.6783) 0.2467(0.0767). Threshold Values: 0.1839 0.2161 Percentage of Observations in each regime 60.7% 7.8% 31.5% > > sapply(mods, coef) [[1]] Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.01044232 -2.172806e-05 0.9871079 0.000145502 Equation cpiUSA 0.37899558 -7.098272e-04 -0.1395487 1.002279482 [[2]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.01278017 0.9870607 6.443813e-05 Equation cpiUSA 0.45537005 -0.1410917 9.996312e-01 [[3]] dolcan -1 cpiUSA -1 Equation dolcan 1.0004113 1.200969e-05 Equation cpiUSA 0.3346056 9.977632e-01 [[4]] Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0000766771 0.99195961 0.0003319243 Equation cpiUSA -0.0027041580 0.03653954 1.0090455285 [[5]] Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.01360877 -2.594234e-05 1.1503909 -0.003742394 -0.1660825 Equation cpiUSA 0.28320638 3.472133e-04 0.5331984 1.457512609 -0.6049136 cpiUSA -2 Equation dolcan 0.003911853 Equation cpiUSA -0.459101557 [[6]] Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.01636855 1.1506724 -0.003709029 -0.1664027 0.003781728 Equation cpiUSA 0.24626928 0.5294298 1.457066046 -0.6006284 -0.457359952 [[7]] dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1609666 -0.00194731 -0.1602002 0.001956871 Equation cpiUSA 0.6843077 1.48357158 -0.5073094 -0.484815406 [[8]] Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -9.611456e-05 1.1534930 -0.003171405 -0.1628884 0.003578896 Equation cpiUSA -1.113111e-03 0.5977555 1.469395219 -0.5384425 -0.466030590 [[9]] ECT Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.01506974 0.01098652 -4.515916e-05 0.1655667 -0.003976831 Equation cpiUSA -0.05033679 0.19306592 -3.133701e-04 0.5871833 0.456867918 [[10]] ECT Intercept dolcan -1 cpiUSA -1 Equation dolcan -0.001106223 0.002123837 0.1595354 -0.00300748 Equation cpiUSA 0.046559351 0.131565673 0.5453308 0.46359448 [[11]] ECT dolcan -1 cpiUSA -1 Equation dolcan -0.0006768995 0.1681196 0.00242903 Equation cpiUSA 0.0731547016 1.0770919 0.80037086 [[12]] ECT Trend dolcan -1 cpiUSA -1 Equation dolcan 0.001372394 7.603074e-06 0.1610732 -0.001227277 Equation cpiUSA 0.238600556 6.138198e-04 0.5082187 0.505185783 [[13]] ECT Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.01524527 0.01156071 -4.607701e-05 0.1678529 -0.002542136 Equation cpiUSA -0.03983784 0.18485483 -2.787031e-04 0.6918440 0.453852695 dolcan -2 cpiUSA -2 Equation dolcan -0.02196011 -0.00308873 Equation cpiUSA -0.63011337 0.01100919 [[14]] ECT Intercept dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan -0.001031649 0.002457958 0.1635127 -0.001892005 -0.03033589 Equation cpiUSA 0.046135183 0.129795583 0.6655917 0.457785100 -0.68077540 cpiUSA -2 Equation dolcan -0.002298449 Equation cpiUSA 0.015789314 [[15]] ECT dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0007525866 0.172287 0.00152943 -0.02518247 0.001222138 Equation cpiUSA 0.0608714297 1.128933 0.63845831 -0.40864241 0.201698403 [[16]] ECT Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.001657334 8.424941e-06 0.1655519 -0.0006685009 -0.03020354 Equation cpiUSA 0.230433428 5.927787e-04 0.6550524 0.4838119692 -0.76192515 cpiUSA -2 Equation dolcan -0.001017307 Equation cpiUSA 0.044131076 [[17]] [[17]]$Bdown Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619 Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833 [[17]]$Bup Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.01354042 -0.0001653546 0.9914561 0.0007168335 Equation cpiUSA 2.20206986 0.0073398658 -0.7468369 0.9702240258 [[18]] [[18]]$Bdown Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619 Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833 [[18]]$Bmiddle Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.021278 -0.0002016937 0.9952333 0.0008405793 Equation cpiUSA 2.041256 0.0064145304 -0.6685873 0.9732236367 [[18]]$Bup Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.3579121 0.001426282 0.8674328 -0.005605241 Equation cpiUSA -1.2735570 -0.003504812 0.1599709 1.021491583 [[19]] [[19]]$Bdown Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.007691528 0.9939684 1.357332e-05 Equation cpiUSA -1.012509544 1.3415788 9.969201e-01 [[19]]$Bup Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.03045117 0.9689214 0.000145664 Equation cpiUSA 0.46501765 -0.2412925 1.000711673 [[20]] [[20]]$Bdown Intercept dolcan -1 cpiUSA -1 Equation dolcan -0.02978663 1.0310970 8.444228e-06 Equation cpiUSA -0.27074633 0.5937531 9.970502e-01 [[20]]$Bmiddle Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.06718762 0.943391 1.089975e-05 Equation cpiUSA 1.91845343 -1.055018 9.957302e-01 [[20]]$Bup Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.03045117 0.9689214 0.000145664 Equation cpiUSA 0.46501765 -0.2412925 1.000711673 [[21]] [[21]]$Bdown dolcan -1 cpiUSA -1 Equation dolcan 1.0018378 -5.982604e-06 Equation cpiUSA 0.3056463 9.994945e-01 [[21]]$Bup dolcan -1 cpiUSA -1 Equation dolcan 0.9949031 9.159023e-05 Equation cpiUSA 0.1554722 9.998859e-01 [[22]] [[22]]$Bdown dolcan -1 cpiUSA -1 Equation dolcan 0.9994742 8.089218e-05 Equation cpiUSA 0.3063167 9.977088e-01 [[22]]$Bmiddle dolcan -1 cpiUSA -1 Equation dolcan 0.9998115 1.872682e-05 Equation cpiUSA 0.5559962 9.959537e-01 [[22]]$Bup dolcan -1 cpiUSA -1 Equation dolcan 0.9949031 9.159023e-05 Equation cpiUSA 0.1554722 9.998859e-01 [[23]] [[23]]$Bdown Trend dolcan -1 cpiUSA -1 Equation dolcan 2.085515e-05 1.0038460 -0.000084888 Equation cpiUSA 3.944688e-03 0.6854827 0.984569738 [[23]]$Bup Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0002075003 0.970279328 0.000997695 Equation cpiUSA -0.0013705132 -0.007164849 1.005870624 [[24]] [[24]]$Bdown Trend dolcan -1 cpiUSA -1 Equation dolcan 0.0002877063 1.0280167 -0.001015842 Equation cpiUSA 0.0010306707 0.4085665 0.993779851 [[24]]$Bmiddle Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0001727056 0.9846775 0.0006501501 Equation cpiUSA 0.0016630729 0.7017294 0.9898733656 [[24]]$Bup Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0002075003 0.970279328 0.000997695 Equation cpiUSA -0.0013705132 -0.007164849 1.005870624 [[25]] [[25]]$Bdown Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973 Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581 cpiUSA -2 Equation dolcan -0.008053514 Equation cpiUSA -0.210683537 [[25]]$Bup Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.0006464748 -0.0001118549 1.141001 -0.003541846 -0.1549285 Equation cpiUSA 1.6398792639 0.0059730476 0.572203 1.334289684 -1.1084546 cpiUSA -2 Equation dolcan 0.00404909 Equation cpiUSA -0.35828351 [[26]] [[26]]$Bdown Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973 Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581 cpiUSA -2 Equation dolcan -0.008053514 Equation cpiUSA -0.210683537 [[26]]$Bmiddle Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan -0.01537662 -0.000157434 1.1806500 0.0009972436 -0.1865112 Equation cpiUSA 1.50018865 0.005426318 0.5086428 1.3201624875 -0.9522052 cpiUSA -2 Equation dolcan -0.0003233887 Equation cpiUSA -0.3424836706 [[26]]$Bup Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.3044483 0.001169578 0.9527351 -0.02974125 -0.07704594 Equation cpiUSA 1.2815143 0.009182135 2.0104789 1.30743327 -2.39121154 cpiUSA -2 Equation dolcan 0.02531077 Equation cpiUSA -0.33933921 [[27]] [[27]]$Bdown Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461 Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145 [[27]]$Bup Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.04017077 1.1335259 -0.01023868 -0.1713070 0.01039812 Equation cpiUSA 0.28300510 0.4492155 1.31096745 -0.5821929 -0.31059283 [[28]] [[28]]$Bdown Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461 Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145 [[28]]$Bmiddle Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.02333395 1.2135735 -0.004115204 -0.2373632 0.004240793 Equation cpiUSA -0.05032674 0.5533174 1.269024506 -0.3582838 -0.269630556 [[28]]$Bup Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.05798003 0.9631114 -0.02791145 -0.02695616 0.02829938 Equation cpiUSA -0.65346050 2.0919411 1.32179865 -1.99796630 -0.31587620 [[29]] [[29]]$Bdown dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1452641 -0.0005511544 -0.1435657 0.0005498422 Equation cpiUSA 0.6624965 1.4943161966 -0.5053663 -0.4946045183 [[29]]$Bup dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1609381 -0.007105683 -0.1655764 0.007202736 Equation cpiUSA 0.5957397 1.314457492 -0.4870101 -0.314595092 [[30]] [[30]]$Bdown dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.19639319 0.003697079 -0.1986477 -0.003599167 Equation cpiUSA -0.03686374 1.224304032 0.2957565 -0.226656499 [[30]]$Bmiddle dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1265025 0.003469589 -0.1289219 -0.003432864 Equation cpiUSA 0.9516258 1.378481433 -0.6090764 -0.380906894 [[30]]$Bup dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1589176 -0.008044606 -0.1627678 0.008132882 Equation cpiUSA 0.6281012 1.326424793 -0.5220339 -0.326551571 [[31]] [[31]]$Bdown Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -1.622245e-05 1.1450492 -0.0004092175 -0.1449554 0.0004693694 Equation cpiUSA 3.096566e-03 0.7035062 1.4672230481 -0.2400976 -0.4792437363 [[31]]$Bup Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0002216198 1.1270540 -0.009180805 -0.1574311 0.01024224 Equation cpiUSA -0.0005662404 0.5091657 1.309155537 -0.4661987 -0.30682914 [[32]] [[32]]$Bdown Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -6.292985e-05 1.155769 0.001521385 -0.1604489 -0.001290011 Equation cpiUSA 3.007284e-03 1.053381 1.507577719 -0.6132165 -0.519312189 [[32]]$Bmiddle Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0001870489 1.1844185 -0.005661468 -0.21109514 0.00657114 Equation cpiUSA 0.0011972003 0.3427475 1.157796683 -0.04378136 -0.16328716 [[32]]$Bup Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0001633523 0.9858677 -0.02757334 -0.0233897 0.02860914 Equation cpiUSA 0.0035714290 2.1499439 1.31655866 -2.1653563 -0.32545538 [[33]] [[33]]$Bdown ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845 Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116 [[33]]$Bup ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.001023032 0.003613178 -3.313512e-05 0.1312604 0.002326573 Equation cpiUSA 0.015485020 0.101293958 -3.625345e-05 0.2371179 0.620902189 [[34]] [[34]]$Bdown ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845 Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116 [[34]]$Bmiddle ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.002269518 0.01440822 -0.0001021736 0.08504187 0.003521756 Equation cpiUSA -0.337573130 0.36598485 -0.0011856393 1.18867823 0.481646459 [[34]]$Bup ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.02900588 0.01680242 3.615931e-06 0.1850201 -0.007791395 Equation cpiUSA 0.33504178 -0.12199902 1.994943e-03 -1.5209576 0.614156675 [[35]] [[35]]$Bdown ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718 Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232 [[35]]$Bup ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan 0.006057814 -0.001555704 0.1644276 0.002927573 Equation cpiUSA 0.058696937 0.085773731 0.2256604 0.619010979 [[36]] [[36]]$Bdown ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718 Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232 [[36]]$Bmiddle ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan 0.04152116 -0.006533316 0.2580703 0.01122303 Equation cpiUSA -0.35664491 0.184529474 0.4800999 0.27966286 [[36]]$Bup ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan -0.0007475249 0.0007799121 0.1052364 0.002985671 Equation cpiUSA -0.0967219539 0.1360188778 -0.7272839 0.680080621 [[37]] [[37]]$Bdown ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.02202667 0.117653 -0.01446972 Equation cpiUSA -0.55070230 1.016250 0.32487254 [[37]]$Bup ECT dolcan t -1 cpiUSA t -1 Equation dolcan 0.00279744 0.1680402 0.001035012 Equation cpiUSA 0.18971894 -0.2859286 0.750443210 [[38]] [[38]]$Bdown ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.02522709 0.1674051 -0.01801245 Equation cpiUSA -0.45272804 2.2623818 0.24296512 [[38]]$Bmiddle ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.01545396 0.07333102 -0.009306737 Equation cpiUSA -0.92219950 -0.54141665 0.301735719 [[38]]$Bup ECT dolcan t -1 cpiUSA t -1 Equation dolcan 0.003049438 0.1689193 0.0007218864 Equation cpiUSA 0.194655833 -0.2687060 0.7443087565 [[39]] [[39]]$Bdown ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.0599990 -4.729002e-05 0.2434441 -0.0116853 Equation cpiUSA -0.5717297 4.019271e-06 1.4443120 0.1073026 [[39]]$Bup ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan 0.002438058 9.075573e-08 0.1271129 0.0007793217 Equation cpiUSA 0.188165815 5.901968e-04 -0.1180760 0.5950325178 [[40]] [[40]]$Bdown ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.06592635 -4.893727e-05 0.1448262 -0.0165236 Equation cpiUSA -0.74852793 -3.444909e-04 2.2377120 0.2191881 [[40]]$Bmiddle ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan 0.002513236 -3.076313e-07 0.1907503 0.002161459 Equation cpiUSA 0.080259228 7.917784e-04 -0.4850491 0.383556172 [[40]]$Bup ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan 0.004302129 -0.0000163670 0.08396771 0.001005123 Equation cpiUSA 0.129046087 0.0007655733 -0.67724374 0.707856779 [[41]] [[41]]$Bdown ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.01518849 0.01105132 -4.790127e-05 0.1838534 -0.004546173 Equation cpiUSA -0.25113994 0.33469736 -8.430391e-04 0.5327942 0.337989478 dolcan t -2 cpiUSA t -2 Equation dolcan 0.02939966 -0.002047247 Equation cpiUSA -1.22933741 -0.162023742 [[41]]$Bup ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.01284187 0.00991402 -3.535269e-05 0.125544 0.005828206 Equation cpiUSA 0.18220945 -0.04146424 1.147708e-03 -1.067956 0.418093241 dolcan t -2 cpiUSA t -2 Equation dolcan -0.1979610 -0.01062449 Equation cpiUSA 0.9412034 0.30705642 [[42]] [[42]]$Bdown ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.01739221 0.01123809 -4.874173e-05 0.1570717 -0.01032538 Equation cpiUSA -0.18905435 0.28407694 -5.662286e-04 0.4259146 0.28726509 dolcan t -2 cpiUSA t -2 Equation dolcan 0.05235467 0.001209455 Equation cpiUSA -1.18744412 -0.119469224 [[42]]$Bmiddle ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.3473239 0.07524714 -5.319414e-05 0.1602594 0.03364773 Equation cpiUSA -6.1188098 2.70914734 -9.002670e-03 -1.9196425 0.43896490 dolcan t -2 cpiUSA t -2 Equation dolcan 0.1326966 -0.03037366 Equation cpiUSA -4.9984845 -0.24567650 [[42]]$Bup ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.0119483 0.009739977 2.161084e-05 0.1143009 -0.002826679 Equation cpiUSA 0.3550181 -0.113831430 1.882903e-03 -1.3483856 0.368199325 dolcan t -2 cpiUSA t -2 Equation dolcan -0.2251498 -0.0106057 Equation cpiUSA 0.4192614 0.2529322 [[43]] [[43]]$Bdown ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.002677087 0.001901141 0.1821789 -0.003349176 0.02289789 Equation cpiUSA -0.030945320 0.173658592 0.5033226 0.359056047 -1.34376545 cpiUSA t -2 Equation dolcan -0.0007533507 Equation cpiUSA -0.1392518022 [[43]]$Bup ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.001946964 0.00412689 0.1173725 0.005439081 -0.2105055 Equation cpiUSA -0.171488350 0.14641214 -0.8026721 0.430726006 1.3484553 cpiUSA t -2 Equation dolcan -0.01099955 Equation cpiUSA 0.31923260 [[44]] [[44]]$Bdown ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.0461568 -0.01011165 0.1582452 -0.01119553 0.01842045 Equation cpiUSA 0.9601284 0.51899776 -0.3722760 0.20683381 -1.60201032 cpiUSA t -2 Equation dolcan 0.003495803 Equation cpiUSA -0.161519009 [[44]]$Bmiddle ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan 0.0204315 -0.003717539 0.1867325 0.01718006 0.01977927 Equation cpiUSA -0.1547078 0.142118177 1.4258148 0.58946004 -1.18049183 cpiUSA t -2 Equation dolcan -0.009962532 Equation cpiUSA -0.135171254 [[44]]$Bup ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.01764468 0.01267829 0.1202763 -0.002199864 -0.2165529 Equation cpiUSA -0.14129491 0.14217690 -0.8277689 0.422812224 1.1682873 cpiUSA t -2 Equation dolcan -0.01009317 Equation cpiUSA 0.29758780 [[45]] [[45]]$Bdown ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.01791467 0.1391735 -0.01328401 0.002174167 0.001436122 Equation cpiUSA -0.56534507 0.6575878 0.31447878 -0.623941905 -0.088049070 [[45]]$Bup ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan 0.006491931 0.160034945 0.007915646 -0.06608634 -0.01065185 Equation cpiUSA 0.154651435 -0.008908433 0.671157310 -0.91581701 0.13182613 [[46]] [[46]]$Bdown ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.01682907 0.2487917 -0.009049603 -0.1622036 -0.000472127 Equation cpiUSA -0.63057527 0.7048539 0.113211738 0.7159188 -0.144705191 [[46]]$Bmiddle ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.01504519 0.03394955 -0.02606875 0.2262093 0.01536797 Equation cpiUSA -0.70956313 -0.33245260 0.43942156 -1.4005139 -0.03286632 [[46]]$Bup ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan 0.005762436 0.1725675 0.01049994 -0.08084231 -0.01247178 Equation cpiUSA 0.152098278 -0.1468867 0.63963012 -1.13241543 0.16457327 [[47]] [[47]]$Bdown ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.001594506 5.687498e-06 0.1856852 -0.001987102 0.02346587 Equation cpiUSA 0.160563744 7.799357e-04 0.5882712 0.415492814 -1.40904656 cpiUSA t -2 Equation dolcan 0.0005909138 Equation cpiUSA -0.0821251317 [[47]]$Bup ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan 0.006034676 7.266438e-06 0.1190289 0.006094024 -0.2116016 Equation cpiUSA 0.103260490 9.694584e-04 -1.0407069 0.416981490 0.9982535 cpiUSA t -2 Equation dolcan -0.009724057 Equation cpiUSA 0.303290461 [[48]] [[48]]$Bdown ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.002995578 6.111664e-06 0.1616106 -0.007636568 0.04661039 Equation cpiUSA 0.174864230 8.203576e-04 0.5406502 0.355232986 -1.33264807 cpiUSA t -2 Equation dolcan 0.004104931 Equation cpiUSA -0.046277248 [[48]]$Bmiddle ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.05993876 6.599656e-05 0.1751623 0.04194837 0.2039924 Equation cpiUSA 4.22801254 -4.711408e-03 -1.3830880 0.73781541 -2.4316002 cpiUSA t -2 Equation dolcan -0.03413151 Equation cpiUSA -0.38097151 [[48]]$Bup ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan 0.006794794 6.522883e-05 0.1066869 -0.002756671 -0.2406763 Equation cpiUSA 0.135966975 1.373138e-03 -1.2593996 0.367381138 0.6007203 cpiUSA t -2 Equation dolcan -0.01007585 Equation cpiUSA 0.24673984 > sapply(mods, tsDyn:::coefMat.nlVar) [[1]] Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.01044232 -2.172806e-05 0.9871079 0.000145502 Equation cpiUSA 0.37899558 -7.098272e-04 -0.1395487 1.002279482 [[2]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.01278017 0.9870607 6.443813e-05 Equation cpiUSA 0.45537005 -0.1410917 9.996312e-01 [[3]] dolcan -1 cpiUSA -1 Equation dolcan 1.0004113 1.200969e-05 Equation cpiUSA 0.3346056 9.977632e-01 [[4]] Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0000766771 0.99195961 0.0003319243 Equation cpiUSA -0.0027041580 0.03653954 1.0090455285 [[5]] Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.01360877 -2.594234e-05 1.1503909 -0.003742394 -0.1660825 Equation cpiUSA 0.28320638 3.472133e-04 0.5331984 1.457512609 -0.6049136 cpiUSA -2 Equation dolcan 0.003911853 Equation cpiUSA -0.459101557 [[6]] Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.01636855 1.1506724 -0.003709029 -0.1664027 0.003781728 Equation cpiUSA 0.24626928 0.5294298 1.457066046 -0.6006284 -0.457359952 [[7]] dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1609666 -0.00194731 -0.1602002 0.001956871 Equation cpiUSA 0.6843077 1.48357158 -0.5073094 -0.484815406 [[8]] Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -9.611456e-05 1.1534930 -0.003171405 -0.1628884 0.003578896 Equation cpiUSA -1.113111e-03 0.5977555 1.469395219 -0.5384425 -0.466030590 [[9]] ECT Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.01506974 0.01098652 -4.515916e-05 0.1655667 -0.003976831 Equation cpiUSA -0.05033679 0.19306592 -3.133701e-04 0.5871833 0.456867918 [[10]] ECT Intercept dolcan -1 cpiUSA -1 Equation dolcan -0.001106223 0.002123837 0.1595354 -0.00300748 Equation cpiUSA 0.046559351 0.131565673 0.5453308 0.46359448 [[11]] ECT dolcan -1 cpiUSA -1 Equation dolcan -0.0006768995 0.1681196 0.00242903 Equation cpiUSA 0.0731547016 1.0770919 0.80037086 [[12]] ECT Trend dolcan -1 cpiUSA -1 Equation dolcan 0.001372394 7.603074e-06 0.1610732 -0.001227277 Equation cpiUSA 0.238600556 6.138198e-04 0.5082187 0.505185783 [[13]] ECT Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.01524527 0.01156071 -4.607701e-05 0.1678529 -0.002542136 Equation cpiUSA -0.03983784 0.18485483 -2.787031e-04 0.6918440 0.453852695 dolcan -2 cpiUSA -2 Equation dolcan -0.02196011 -0.00308873 Equation cpiUSA -0.63011337 0.01100919 [[14]] ECT Intercept dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan -0.001031649 0.002457958 0.1635127 -0.001892005 -0.03033589 Equation cpiUSA 0.046135183 0.129795583 0.6655917 0.457785100 -0.68077540 cpiUSA -2 Equation dolcan -0.002298449 Equation cpiUSA 0.015789314 [[15]] ECT dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0007525866 0.172287 0.00152943 -0.02518247 0.001222138 Equation cpiUSA 0.0608714297 1.128933 0.63845831 -0.40864241 0.201698403 [[16]] ECT Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.001657334 8.424941e-06 0.1655519 -0.0006685009 -0.03020354 Equation cpiUSA 0.230433428 5.927787e-04 0.6550524 0.4838119692 -0.76192515 cpiUSA -2 Equation dolcan -0.001017307 Equation cpiUSA 0.044131076 [[17]] Intercept Trend dolcan -1 cpiUSA -1 Intercept Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619 -0.01354042 Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833 2.20206986 Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0001653546 0.9914561 0.0007168335 Equation cpiUSA 0.0073398658 -0.7468369 0.9702240258 [[18]] Intercept Trend dolcan -1 cpiUSA -1 Intercept Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619 -0.021278 Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833 2.041256 Trend dolcan -1 cpiUSA -1 Intercept Trend Equation dolcan -0.0002016937 0.9952333 0.0008405793 0.3579121 0.001426282 Equation cpiUSA 0.0064145304 -0.6685873 0.9732236367 -1.2735570 -0.003504812 dolcan -1 cpiUSA -1 Equation dolcan 0.8674328 -0.005605241 Equation cpiUSA 0.1599709 1.021491583 [[19]] Intercept dolcan -1 cpiUSA -1 Intercept dolcan -1 Equation dolcan 0.007691528 0.9939684 1.357332e-05 0.03045117 0.9689214 Equation cpiUSA -1.012509544 1.3415788 9.969201e-01 0.46501765 -0.2412925 cpiUSA -1 Equation dolcan 0.000145664 Equation cpiUSA 1.000711673 [[20]] Intercept dolcan -1 cpiUSA -1 Intercept dolcan -1 Equation dolcan -0.02978663 1.0310970 8.444228e-06 0.06718762 0.943391 Equation cpiUSA -0.27074633 0.5937531 9.970502e-01 1.91845343 -1.055018 cpiUSA -1 Intercept dolcan -1 cpiUSA -1 Equation dolcan 1.089975e-05 0.03045117 0.9689214 0.000145664 Equation cpiUSA 9.957302e-01 0.46501765 -0.2412925 1.000711673 [[21]] dolcan -1 cpiUSA -1 dolcan -1 cpiUSA -1 Equation dolcan 1.0018378 -5.982604e-06 0.9949031 9.159023e-05 Equation cpiUSA 0.3056463 9.994945e-01 0.1554722 9.998859e-01 [[22]] dolcan -1 cpiUSA -1 dolcan -1 cpiUSA -1 dolcan -1 Equation dolcan 0.9994742 8.089218e-05 0.9998115 1.872682e-05 0.9949031 Equation cpiUSA 0.3063167 9.977088e-01 0.5559962 9.959537e-01 0.1554722 cpiUSA -1 Equation dolcan 9.159023e-05 Equation cpiUSA 9.998859e-01 [[23]] Trend dolcan -1 cpiUSA -1 Trend dolcan -1 Equation dolcan 2.085515e-05 1.0038460 -0.000084888 -0.0002075003 0.970279328 Equation cpiUSA 3.944688e-03 0.6854827 0.984569738 -0.0013705132 -0.007164849 cpiUSA -1 Equation dolcan 0.000997695 Equation cpiUSA 1.005870624 [[24]] Trend dolcan -1 cpiUSA -1 Trend dolcan -1 Equation dolcan 0.0002877063 1.0280167 -0.001015842 -0.0001727056 0.9846775 Equation cpiUSA 0.0010306707 0.4085665 0.993779851 0.0016630729 0.7017294 cpiUSA -1 Trend dolcan -1 cpiUSA -1 Equation dolcan 0.0006501501 -0.0002075003 0.970279328 0.000997695 Equation cpiUSA 0.9898733656 -0.0013705132 -0.007164849 1.005870624 [[25]] Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973 Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581 cpiUSA -2 Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.008053514 0.0006464748 -0.0001118549 1.141001 -0.003541846 Equation cpiUSA -0.210683537 1.6398792639 0.0059730476 0.572203 1.334289684 dolcan -2 cpiUSA -2 Equation dolcan -0.1549285 0.00404909 Equation cpiUSA -1.1084546 -0.35828351 [[26]] Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973 Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581 cpiUSA -2 Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.008053514 -0.01537662 -0.000157434 1.1806500 0.0009972436 Equation cpiUSA -0.210683537 1.50018865 0.005426318 0.5086428 1.3201624875 dolcan -2 cpiUSA -2 Intercept Trend dolcan -1 Equation dolcan -0.1865112 -0.0003233887 0.3044483 0.001169578 0.9527351 Equation cpiUSA -0.9522052 -0.3424836706 1.2815143 0.009182135 2.0104789 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.02974125 -0.07704594 0.02531077 Equation cpiUSA 1.30743327 -2.39121154 -0.33933921 [[27]] Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461 Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145 Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.04017077 1.1335259 -0.01023868 -0.1713070 0.01039812 Equation cpiUSA 0.28300510 0.4492155 1.31096745 -0.5821929 -0.31059283 [[28]] Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461 Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145 Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.02333395 1.2135735 -0.004115204 -0.2373632 0.004240793 Equation cpiUSA -0.05032674 0.5533174 1.269024506 -0.3582838 -0.269630556 Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.05798003 0.9631114 -0.02791145 -0.02695616 0.02829938 Equation cpiUSA -0.65346050 2.0919411 1.32179865 -1.99796630 -0.31587620 [[29]] dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 dolcan -1 Equation dolcan 1.1452641 -0.0005511544 -0.1435657 0.0005498422 1.1609381 Equation cpiUSA 0.6624965 1.4943161966 -0.5053663 -0.4946045183 0.5957397 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.007105683 -0.1655764 0.007202736 Equation cpiUSA 1.314457492 -0.4870101 -0.314595092 [[30]] dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 dolcan -1 Equation dolcan 1.19639319 0.003697079 -0.1986477 -0.003599167 1.1265025 Equation cpiUSA -0.03686374 1.224304032 0.2957565 -0.226656499 0.9516258 cpiUSA -1 dolcan -2 cpiUSA -2 dolcan -1 cpiUSA -1 Equation dolcan 0.003469589 -0.1289219 -0.003432864 1.1589176 -0.008044606 Equation cpiUSA 1.378481433 -0.6090764 -0.380906894 0.6281012 1.326424793 dolcan -2 cpiUSA -2 Equation dolcan -0.1627678 0.008132882 Equation cpiUSA -0.5220339 -0.326551571 [[31]] Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -1.622245e-05 1.1450492 -0.0004092175 -0.1449554 0.0004693694 Equation cpiUSA 3.096566e-03 0.7035062 1.4672230481 -0.2400976 -0.4792437363 Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0002216198 1.1270540 -0.009180805 -0.1574311 0.01024224 Equation cpiUSA -0.0005662404 0.5091657 1.309155537 -0.4661987 -0.30682914 [[32]] Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -6.292985e-05 1.155769 0.001521385 -0.1604489 -0.001290011 Equation cpiUSA 3.007284e-03 1.053381 1.507577719 -0.6132165 -0.519312189 Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0001870489 1.1844185 -0.005661468 -0.21109514 0.00657114 Equation cpiUSA 0.0011972003 0.3427475 1.157796683 -0.04378136 -0.16328716 Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0001633523 0.9858677 -0.02757334 -0.0233897 0.02860914 Equation cpiUSA 0.0035714290 2.1499439 1.31655866 -2.1653563 -0.32545538 [[33]] ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845 Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116 ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.001023032 0.003613178 -3.313512e-05 0.1312604 0.002326573 Equation cpiUSA 0.015485020 0.101293958 -3.625345e-05 0.2371179 0.620902189 [[34]] ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845 Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116 ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.002269518 0.01440822 -0.0001021736 0.08504187 0.003521756 Equation cpiUSA -0.337573130 0.36598485 -0.0011856393 1.18867823 0.481646459 ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.02900588 0.01680242 3.615931e-06 0.1850201 -0.007791395 Equation cpiUSA 0.33504178 -0.12199902 1.994943e-03 -1.5209576 0.614156675 [[35]] ECT Const dolcan t -1 cpiUSA t -1 ECT Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718 0.006057814 Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232 0.058696937 Const dolcan t -1 cpiUSA t -1 Equation dolcan -0.001555704 0.1644276 0.002927573 Equation cpiUSA 0.085773731 0.2256604 0.619010979 [[36]] ECT Const dolcan t -1 cpiUSA t -1 ECT Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718 0.04152116 Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232 -0.35664491 Const dolcan t -1 cpiUSA t -1 ECT Const Equation dolcan -0.006533316 0.2580703 0.01122303 -0.0007475249 0.0007799121 Equation cpiUSA 0.184529474 0.4800999 0.27966286 -0.0967219539 0.1360188778 dolcan t -1 cpiUSA t -1 Equation dolcan 0.1052364 0.002985671 Equation cpiUSA -0.7272839 0.680080621 [[37]] ECT dolcan t -1 cpiUSA t -1 ECT dolcan t -1 Equation dolcan -0.02202667 0.117653 -0.01446972 0.00279744 0.1680402 Equation cpiUSA -0.55070230 1.016250 0.32487254 0.18971894 -0.2859286 cpiUSA t -1 Equation dolcan 0.001035012 Equation cpiUSA 0.750443210 [[38]] ECT dolcan t -1 cpiUSA t -1 ECT dolcan t -1 Equation dolcan -0.02522709 0.1674051 -0.01801245 -0.01545396 0.07333102 Equation cpiUSA -0.45272804 2.2623818 0.24296512 -0.92219950 -0.54141665 cpiUSA t -1 ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.009306737 0.003049438 0.1689193 0.0007218864 Equation cpiUSA 0.301735719 0.194655833 -0.2687060 0.7443087565 [[39]] ECT Trend dolcan t -1 cpiUSA t -1 ECT Equation dolcan -0.0599990 -4.729002e-05 0.2434441 -0.0116853 0.002438058 Equation cpiUSA -0.5717297 4.019271e-06 1.4443120 0.1073026 0.188165815 Trend dolcan t -1 cpiUSA t -1 Equation dolcan 9.075573e-08 0.1271129 0.0007793217 Equation cpiUSA 5.901968e-04 -0.1180760 0.5950325178 [[40]] ECT Trend dolcan t -1 cpiUSA t -1 ECT Equation dolcan -0.06592635 -4.893727e-05 0.1448262 -0.0165236 0.002513236 Equation cpiUSA -0.74852793 -3.444909e-04 2.2377120 0.2191881 0.080259228 Trend dolcan t -1 cpiUSA t -1 ECT Trend Equation dolcan -3.076313e-07 0.1907503 0.002161459 0.004302129 -0.0000163670 Equation cpiUSA 7.917784e-04 -0.4850491 0.383556172 0.129046087 0.0007655733 dolcan t -1 cpiUSA t -1 Equation dolcan 0.08396771 0.001005123 Equation cpiUSA -0.67724374 0.707856779 [[41]] ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.01518849 0.01105132 -4.790127e-05 0.1838534 -0.004546173 Equation cpiUSA -0.25113994 0.33469736 -8.430391e-04 0.5327942 0.337989478 dolcan t -2 cpiUSA t -2 ECT Const Trend Equation dolcan 0.02939966 -0.002047247 -0.01284187 0.00991402 -3.535269e-05 Equation cpiUSA -1.22933741 -0.162023742 0.18220945 -0.04146424 1.147708e-03 dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan 0.125544 0.005828206 -0.1979610 -0.01062449 Equation cpiUSA -1.067956 0.418093241 0.9412034 0.30705642 [[42]] ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.01739221 0.01123809 -4.874173e-05 0.1570717 -0.01032538 Equation cpiUSA -0.18905435 0.28407694 -5.662286e-04 0.4259146 0.28726509 dolcan t -2 cpiUSA t -2 ECT Const Trend Equation dolcan 0.05235467 0.001209455 -0.3473239 0.07524714 -5.319414e-05 Equation cpiUSA -1.18744412 -0.119469224 -6.1188098 2.70914734 -9.002670e-03 dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 ECT Equation dolcan 0.1602594 0.03364773 0.1326966 -0.03037366 -0.0119483 Equation cpiUSA -1.9196425 0.43896490 -4.9984845 -0.24567650 0.3550181 Const Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan 0.009739977 2.161084e-05 0.1143009 -0.002826679 -0.2251498 Equation cpiUSA -0.113831430 1.882903e-03 -1.3483856 0.368199325 0.4192614 cpiUSA t -2 Equation dolcan -0.0106057 Equation cpiUSA 0.2529322 [[43]] ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.002677087 0.001901141 0.1821789 -0.003349176 0.02289789 Equation cpiUSA -0.030945320 0.173658592 0.5033226 0.359056047 -1.34376545 cpiUSA t -2 ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan -0.0007533507 -0.001946964 0.00412689 0.1173725 0.005439081 Equation cpiUSA -0.1392518022 -0.171488350 0.14641214 -0.8026721 0.430726006 dolcan t -2 cpiUSA t -2 Equation dolcan -0.2105055 -0.01099955 Equation cpiUSA 1.3484553 0.31923260 [[44]] ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.0461568 -0.01011165 0.1582452 -0.01119553 0.01842045 Equation cpiUSA 0.9601284 0.51899776 -0.3722760 0.20683381 -1.60201032 cpiUSA t -2 ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan 0.003495803 0.0204315 -0.003717539 0.1867325 0.01718006 Equation cpiUSA -0.161519009 -0.1547078 0.142118177 1.4258148 0.58946004 dolcan t -2 cpiUSA t -2 ECT Const dolcan t -1 Equation dolcan 0.01977927 -0.009962532 -0.01764468 0.01267829 0.1202763 Equation cpiUSA -1.18049183 -0.135171254 -0.14129491 0.14217690 -0.8277689 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.002199864 -0.2165529 -0.01009317 Equation cpiUSA 0.422812224 1.1682873 0.29758780 [[45]] ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.01791467 0.1391735 -0.01328401 0.002174167 0.001436122 Equation cpiUSA -0.56534507 0.6575878 0.31447878 -0.623941905 -0.088049070 ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan 0.006491931 0.160034945 0.007915646 -0.06608634 -0.01065185 Equation cpiUSA 0.154651435 -0.008908433 0.671157310 -0.91581701 0.13182613 [[46]] ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.01682907 0.2487917 -0.009049603 -0.1622036 -0.000472127 Equation cpiUSA -0.63057527 0.7048539 0.113211738 0.7159188 -0.144705191 ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.01504519 0.03394955 -0.02606875 0.2262093 0.01536797 Equation cpiUSA -0.70956313 -0.33245260 0.43942156 -1.4005139 -0.03286632 ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan 0.005762436 0.1725675 0.01049994 -0.08084231 -0.01247178 Equation cpiUSA 0.152098278 -0.1468867 0.63963012 -1.13241543 0.16457327 [[47]] ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.001594506 5.687498e-06 0.1856852 -0.001987102 0.02346587 Equation cpiUSA 0.160563744 7.799357e-04 0.5882712 0.415492814 -1.40904656 cpiUSA t -2 ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan 0.0005909138 0.006034676 7.266438e-06 0.1190289 0.006094024 Equation cpiUSA -0.0821251317 0.103260490 9.694584e-04 -1.0407069 0.416981490 dolcan t -2 cpiUSA t -2 Equation dolcan -0.2116016 -0.009724057 Equation cpiUSA 0.9982535 0.303290461 [[48]] ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.002995578 6.111664e-06 0.1616106 -0.007636568 0.04661039 Equation cpiUSA 0.174864230 8.203576e-04 0.5406502 0.355232986 -1.33264807 cpiUSA t -2 ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan 0.004104931 -0.05993876 6.599656e-05 0.1751623 0.04194837 Equation cpiUSA -0.046277248 4.22801254 -4.711408e-03 -1.3830880 0.73781541 dolcan t -2 cpiUSA t -2 ECT Trend dolcan t -1 Equation dolcan 0.2039924 -0.03413151 0.006794794 6.522883e-05 0.1066869 Equation cpiUSA -2.4316002 -0.38097151 0.135966975 1.373138e-03 -1.2593996 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.002756671 -0.2406763 -0.01007585 Equation cpiUSA 0.367381138 0.6007203 0.24673984 > sapply(mods, tsDyn:::coefVec.nlVar) [[1]] [,1] Intercept Equation dolcan 1.044232e-02 Trend Equation dolcan -2.172806e-05 dolcan -1 Equation dolcan 9.871079e-01 cpiUSA -1 Equation dolcan 1.455020e-04 Intercept Equation cpiUSA 3.789956e-01 Trend Equation cpiUSA -7.098272e-04 dolcan -1 Equation cpiUSA -1.395487e-01 cpiUSA -1 Equation cpiUSA 1.002279e+00 [[2]] [,1] Intercept Equation dolcan 1.278017e-02 dolcan -1 Equation dolcan 9.870607e-01 cpiUSA -1 Equation dolcan 6.443813e-05 Intercept Equation cpiUSA 4.553701e-01 dolcan -1 Equation cpiUSA -1.410917e-01 cpiUSA -1 Equation cpiUSA 9.996312e-01 [[3]] [,1] dolcan -1 Equation dolcan 1.000411e+00 cpiUSA -1 Equation dolcan 1.200969e-05 dolcan -1 Equation cpiUSA 3.346056e-01 cpiUSA -1 Equation cpiUSA 9.977632e-01 [[4]] [,1] Trend Equation dolcan -0.0000766771 dolcan -1 Equation dolcan 0.9919596075 cpiUSA -1 Equation dolcan 0.0003319243 Trend Equation cpiUSA -0.0027041580 dolcan -1 Equation cpiUSA 0.0365395423 cpiUSA -1 Equation cpiUSA 1.0090455285 [[5]] [,1] Intercept Equation dolcan 1.360877e-02 Trend Equation dolcan -2.594234e-05 dolcan -1 Equation dolcan 1.150391e+00 cpiUSA -1 Equation dolcan -3.742394e-03 dolcan -2 Equation dolcan -1.660825e-01 cpiUSA -2 Equation dolcan 3.911853e-03 Intercept Equation cpiUSA 2.832064e-01 Trend Equation cpiUSA 3.472133e-04 dolcan -1 Equation cpiUSA 5.331984e-01 cpiUSA -1 Equation cpiUSA 1.457513e+00 dolcan -2 Equation cpiUSA -6.049136e-01 cpiUSA -2 Equation cpiUSA -4.591016e-01 [[6]] [,1] Intercept Equation dolcan 0.016368553 dolcan -1 Equation dolcan 1.150672447 cpiUSA -1 Equation dolcan -0.003709029 dolcan -2 Equation dolcan -0.166402698 cpiUSA -2 Equation dolcan 0.003781728 Intercept Equation cpiUSA 0.246269281 dolcan -1 Equation cpiUSA 0.529429760 cpiUSA -1 Equation cpiUSA 1.457066046 dolcan -2 Equation cpiUSA -0.600628381 cpiUSA -2 Equation cpiUSA -0.457359952 [[7]] [,1] dolcan -1 Equation dolcan 1.160966574 cpiUSA -1 Equation dolcan -0.001947310 dolcan -2 Equation dolcan -0.160200153 cpiUSA -2 Equation dolcan 0.001956871 dolcan -1 Equation cpiUSA 0.684307680 cpiUSA -1 Equation cpiUSA 1.483571582 dolcan -2 Equation cpiUSA -0.507309431 cpiUSA -2 Equation cpiUSA -0.484815406 [[8]] [,1] Trend Equation dolcan -9.611456e-05 dolcan -1 Equation dolcan 1.153493e+00 cpiUSA -1 Equation dolcan -3.171405e-03 dolcan -2 Equation dolcan -1.628884e-01 cpiUSA -2 Equation dolcan 3.578896e-03 Trend Equation cpiUSA -1.113111e-03 dolcan -1 Equation cpiUSA 5.977555e-01 cpiUSA -1 Equation cpiUSA 1.469395e+00 dolcan -2 Equation cpiUSA -5.384425e-01 cpiUSA -2 Equation cpiUSA -4.660306e-01 [[9]] [,1] ECT Equation dolcan -1.506974e-02 Intercept Equation dolcan 1.098652e-02 Trend Equation dolcan -4.515916e-05 dolcan -1 Equation dolcan 1.655667e-01 cpiUSA -1 Equation dolcan -3.976831e-03 ECT Equation cpiUSA -5.033679e-02 Intercept Equation cpiUSA 1.930659e-01 Trend Equation cpiUSA -3.133701e-04 dolcan -1 Equation cpiUSA 5.871833e-01 cpiUSA -1 Equation cpiUSA 4.568679e-01 [[10]] [,1] ECT Equation dolcan -0.001106223 Intercept Equation dolcan 0.002123837 dolcan -1 Equation dolcan 0.159535446 cpiUSA -1 Equation dolcan -0.003007480 ECT Equation cpiUSA 0.046559351 Intercept Equation cpiUSA 0.131565673 dolcan -1 Equation cpiUSA 0.545330785 cpiUSA -1 Equation cpiUSA 0.463594476 [[11]] [,1] ECT Equation dolcan -0.0006768995 dolcan -1 Equation dolcan 0.1681195532 cpiUSA -1 Equation dolcan 0.0024290305 ECT Equation cpiUSA 0.0731547016 dolcan -1 Equation cpiUSA 1.0770918513 cpiUSA -1 Equation cpiUSA 0.8003708588 [[12]] [,1] ECT Equation dolcan 1.372394e-03 Trend Equation dolcan 7.603074e-06 dolcan -1 Equation dolcan 1.610732e-01 cpiUSA -1 Equation dolcan -1.227277e-03 ECT Equation cpiUSA 2.386006e-01 Trend Equation cpiUSA 6.138198e-04 dolcan -1 Equation cpiUSA 5.082187e-01 cpiUSA -1 Equation cpiUSA 5.051858e-01 [[13]] [,1] ECT Equation dolcan -1.524527e-02 Intercept Equation dolcan 1.156071e-02 Trend Equation dolcan -4.607701e-05 dolcan -1 Equation dolcan 1.678529e-01 cpiUSA -1 Equation dolcan -2.542136e-03 dolcan -2 Equation dolcan -2.196011e-02 cpiUSA -2 Equation dolcan -3.088730e-03 ECT Equation cpiUSA -3.983784e-02 Intercept Equation cpiUSA 1.848548e-01 Trend Equation cpiUSA -2.787031e-04 dolcan -1 Equation cpiUSA 6.918440e-01 cpiUSA -1 Equation cpiUSA 4.538527e-01 dolcan -2 Equation cpiUSA -6.301134e-01 cpiUSA -2 Equation cpiUSA 1.100919e-02 [[14]] [,1] ECT Equation dolcan -0.001031649 Intercept Equation dolcan 0.002457958 dolcan -1 Equation dolcan 0.163512671 cpiUSA -1 Equation dolcan -0.001892005 dolcan -2 Equation dolcan -0.030335891 cpiUSA -2 Equation dolcan -0.002298449 ECT Equation cpiUSA 0.046135183 Intercept Equation cpiUSA 0.129795583 dolcan -1 Equation cpiUSA 0.665591703 cpiUSA -1 Equation cpiUSA 0.457785100 dolcan -2 Equation cpiUSA -0.680775403 cpiUSA -2 Equation cpiUSA 0.015789314 [[15]] [,1] ECT Equation dolcan -0.0007525866 dolcan -1 Equation dolcan 0.1722870283 cpiUSA -1 Equation dolcan 0.0015294295 dolcan -2 Equation dolcan -0.0251824688 cpiUSA -2 Equation dolcan 0.0012221382 ECT Equation cpiUSA 0.0608714297 dolcan -1 Equation cpiUSA 1.1289328140 cpiUSA -1 Equation cpiUSA 0.6384583142 dolcan -2 Equation cpiUSA -0.4086424096 cpiUSA -2 Equation cpiUSA 0.2016984025 [[16]] [,1] ECT Equation dolcan 1.657334e-03 Trend Equation dolcan 8.424941e-06 dolcan -1 Equation dolcan 1.655519e-01 cpiUSA -1 Equation dolcan -6.685009e-04 dolcan -2 Equation dolcan -3.020354e-02 cpiUSA -2 Equation dolcan -1.017307e-03 ECT Equation cpiUSA 2.304334e-01 Trend Equation cpiUSA 5.927787e-04 dolcan -1 Equation cpiUSA 6.550524e-01 cpiUSA -1 Equation cpiUSA 4.838120e-01 dolcan -2 Equation cpiUSA -7.619252e-01 cpiUSA -2 Equation cpiUSA 4.413108e-02 [[17]] [,1] Intercept Equation dolcan 0.0821016594 Trend Equation dolcan 0.0007054584 dolcan -1 Equation dolcan 0.9822978662 cpiUSA -1 Equation dolcan -0.0024086192 Intercept Equation dolcan -0.0135404152 Trend Equation dolcan -0.0001653546 dolcan -1 Equation dolcan 0.9914561139 cpiUSA -1 Equation dolcan 0.0007168335 Intercept Equation cpiUSA -0.5558800278 Trend Equation cpiUSA -0.0017977750 dolcan -1 Equation cpiUSA 0.7181117320 cpiUSA -1 Equation cpiUSA 1.0032098335 Intercept Equation cpiUSA 2.2020698586 Trend Equation cpiUSA 0.0073398658 dolcan -1 Equation cpiUSA -0.7468369449 cpiUSA -1 Equation cpiUSA 0.9702240258 [[18]] [,1] Intercept Equation dolcan 0.0821016594 Trend Equation dolcan 0.0007054584 dolcan -1 Equation dolcan 0.9822978662 cpiUSA -1 Equation dolcan -0.0024086192 Intercept Equation dolcan -0.0212780040 Trend Equation dolcan -0.0002016937 dolcan -1 Equation dolcan 0.9952333026 cpiUSA -1 Equation dolcan 0.0008405793 Intercept Equation dolcan 0.3579121229 Trend Equation dolcan 0.0014262824 dolcan -1 Equation dolcan 0.8674328244 cpiUSA -1 Equation dolcan -0.0056052408 Intercept Equation cpiUSA -0.5558800278 Trend Equation cpiUSA -0.0017977750 dolcan -1 Equation cpiUSA 0.7181117320 cpiUSA -1 Equation cpiUSA 1.0032098335 Intercept Equation cpiUSA 2.0412562528 Trend Equation cpiUSA 0.0064145304 dolcan -1 Equation cpiUSA -0.6685873182 cpiUSA -1 Equation cpiUSA 0.9732236367 Intercept Equation cpiUSA -1.2735570315 Trend Equation cpiUSA -0.0035048123 dolcan -1 Equation cpiUSA 0.1599708690 cpiUSA -1 Equation cpiUSA 1.0214915833 [[19]] [,1] Intercept Equation dolcan 7.691528e-03 dolcan -1 Equation dolcan 9.939684e-01 cpiUSA -1 Equation dolcan 1.357332e-05 Intercept Equation dolcan 3.045117e-02 dolcan -1 Equation dolcan 9.689214e-01 cpiUSA -1 Equation dolcan 1.456640e-04 Intercept Equation cpiUSA -1.012510e+00 dolcan -1 Equation cpiUSA 1.341579e+00 cpiUSA -1 Equation cpiUSA 9.969201e-01 Intercept Equation cpiUSA 4.650176e-01 dolcan -1 Equation cpiUSA -2.412925e-01 cpiUSA -1 Equation cpiUSA 1.000712e+00 [[20]] [,1] Intercept Equation dolcan -2.978663e-02 dolcan -1 Equation dolcan 1.031097e+00 cpiUSA -1 Equation dolcan 8.444228e-06 Intercept Equation dolcan 6.718762e-02 dolcan -1 Equation dolcan 9.433910e-01 cpiUSA -1 Equation dolcan 1.089975e-05 Intercept Equation dolcan 3.045117e-02 dolcan -1 Equation dolcan 9.689214e-01 cpiUSA -1 Equation dolcan 1.456640e-04 Intercept Equation cpiUSA -2.707463e-01 dolcan -1 Equation cpiUSA 5.937531e-01 cpiUSA -1 Equation cpiUSA 9.970502e-01 Intercept Equation cpiUSA 1.918453e+00 dolcan -1 Equation cpiUSA -1.055018e+00 cpiUSA -1 Equation cpiUSA 9.957302e-01 Intercept Equation cpiUSA 4.650176e-01 dolcan -1 Equation cpiUSA -2.412925e-01 cpiUSA -1 Equation cpiUSA 1.000712e+00 [[21]] [,1] dolcan -1 Equation dolcan 1.001838e+00 cpiUSA -1 Equation dolcan -5.982604e-06 dolcan -1 Equation dolcan 9.949031e-01 cpiUSA -1 Equation dolcan 9.159023e-05 dolcan -1 Equation cpiUSA 3.056463e-01 cpiUSA -1 Equation cpiUSA 9.994945e-01 dolcan -1 Equation cpiUSA 1.554722e-01 cpiUSA -1 Equation cpiUSA 9.998859e-01 [[22]] [,1] dolcan -1 Equation dolcan 9.994742e-01 cpiUSA -1 Equation dolcan 8.089218e-05 dolcan -1 Equation dolcan 9.998115e-01 cpiUSA -1 Equation dolcan 1.872682e-05 dolcan -1 Equation dolcan 9.949031e-01 cpiUSA -1 Equation dolcan 9.159023e-05 dolcan -1 Equation cpiUSA 3.063167e-01 cpiUSA -1 Equation cpiUSA 9.977088e-01 dolcan -1 Equation cpiUSA 5.559962e-01 cpiUSA -1 Equation cpiUSA 9.959537e-01 dolcan -1 Equation cpiUSA 1.554722e-01 cpiUSA -1 Equation cpiUSA 9.998859e-01 [[23]] [,1] Trend Equation dolcan 2.085515e-05 dolcan -1 Equation dolcan 1.003846e+00 cpiUSA -1 Equation dolcan -8.488800e-05 Trend Equation dolcan -2.075003e-04 dolcan -1 Equation dolcan 9.702793e-01 cpiUSA -1 Equation dolcan 9.976950e-04 Trend Equation cpiUSA 3.944688e-03 dolcan -1 Equation cpiUSA 6.854827e-01 cpiUSA -1 Equation cpiUSA 9.845697e-01 Trend Equation cpiUSA -1.370513e-03 dolcan -1 Equation cpiUSA -7.164849e-03 cpiUSA -1 Equation cpiUSA 1.005871e+00 [[24]] [,1] Trend Equation dolcan 0.0002877063 dolcan -1 Equation dolcan 1.0280166792 cpiUSA -1 Equation dolcan -0.0010158416 Trend Equation dolcan -0.0001727056 dolcan -1 Equation dolcan 0.9846775202 cpiUSA -1 Equation dolcan 0.0006501501 Trend Equation dolcan -0.0002075003 dolcan -1 Equation dolcan 0.9702793281 cpiUSA -1 Equation dolcan 0.0009976950 Trend Equation cpiUSA 0.0010306707 dolcan -1 Equation cpiUSA 0.4085665265 cpiUSA -1 Equation cpiUSA 0.9937798507 Trend Equation cpiUSA 0.0016630729 dolcan -1 Equation cpiUSA 0.7017293518 cpiUSA -1 Equation cpiUSA 0.9898733656 Trend Equation cpiUSA -0.0013705132 dolcan -1 Equation cpiUSA -0.0071648488 cpiUSA -1 Equation cpiUSA 1.0058706240 [[25]] [,1] Intercept Equation dolcan 0.0923128826 Trend Equation dolcan 0.0006969576 dolcan -1 Equation dolcan 1.1164077100 cpiUSA -1 Equation dolcan 0.0057161444 dolcan -2 Equation dolcan -0.1476973419 cpiUSA -2 Equation dolcan -0.0080535138 Intercept Equation dolcan 0.0006464748 Trend Equation dolcan -0.0001118549 dolcan -1 Equation dolcan 1.1410011259 cpiUSA -1 Equation dolcan -0.0035418464 dolcan -2 Equation dolcan -0.1549284601 cpiUSA -2 Equation dolcan 0.0040490903 Intercept Equation cpiUSA -0.3846155562 Trend Equation cpiUSA -0.0006441612 dolcan -1 Equation cpiUSA -0.0578913909 cpiUSA -1 Equation cpiUSA 1.2098083954 dolcan -2 Equation cpiUSA 0.6664581104 cpiUSA -2 Equation cpiUSA -0.2106835368 Intercept Equation cpiUSA 1.6398792639 Trend Equation cpiUSA 0.0059730476 dolcan -1 Equation cpiUSA 0.5722029695 cpiUSA -1 Equation cpiUSA 1.3342896838 dolcan -2 Equation cpiUSA -1.1084545888 cpiUSA -2 Equation cpiUSA -0.3582835140 [[26]] [,1] Intercept Equation dolcan 0.0923128826 Trend Equation dolcan 0.0006969576 dolcan -1 Equation dolcan 1.1164077100 cpiUSA -1 Equation dolcan 0.0057161444 dolcan -2 Equation dolcan -0.1476973419 cpiUSA -2 Equation dolcan 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cpiUSA 0.0091821349 dolcan -1 Equation cpiUSA 2.0104788680 cpiUSA -1 Equation cpiUSA 1.3074332679 dolcan -2 Equation cpiUSA -2.3912115414 cpiUSA -2 Equation cpiUSA -0.3393392148 [[27]] [,1] Intercept Equation dolcan 0.013958849 dolcan -1 Equation dolcan 1.143821006 cpiUSA -1 Equation dolcan 0.002560297 dolcan -2 Equation dolcan -0.157436226 cpiUSA -2 Equation dolcan -0.002524610 Intercept Equation dolcan 0.040170775 dolcan -1 Equation dolcan 1.133525867 cpiUSA -1 Equation dolcan -0.010238678 dolcan -2 Equation dolcan -0.171307037 cpiUSA -2 Equation dolcan 0.010398124 Intercept Equation cpiUSA -0.647275259 dolcan -1 Equation cpiUSA 0.835415106 cpiUSA -1 Equation cpiUSA 1.394781489 dolcan -2 Equation cpiUSA 0.014986956 cpiUSA -2 Equation cpiUSA -0.396771445 Intercept Equation cpiUSA 0.283005105 dolcan -1 Equation cpiUSA 0.449215476 cpiUSA -1 Equation cpiUSA 1.310967448 dolcan -2 Equation cpiUSA -0.582192922 cpiUSA -2 Equation cpiUSA -0.310592829 [[28]] [,1] Intercept Equation dolcan 0.013958849 dolcan -1 Equation dolcan 1.143821006 cpiUSA -1 Equation dolcan 0.002560297 dolcan -2 Equation dolcan -0.157436226 cpiUSA -2 Equation dolcan -0.002524610 Intercept Equation dolcan 0.023333951 dolcan -1 Equation dolcan 1.213573494 cpiUSA -1 Equation dolcan -0.004115204 dolcan -2 Equation dolcan -0.237363161 cpiUSA -2 Equation dolcan 0.004240793 Intercept Equation dolcan 0.057980029 dolcan -1 Equation dolcan 0.963111394 cpiUSA -1 Equation dolcan -0.027911455 dolcan -2 Equation dolcan -0.026956162 cpiUSA -2 Equation dolcan 0.028299384 Intercept Equation cpiUSA -0.647275259 dolcan -1 Equation cpiUSA 0.835415106 cpiUSA -1 Equation cpiUSA 1.394781489 dolcan -2 Equation cpiUSA 0.014986956 cpiUSA -2 Equation cpiUSA -0.396771445 Intercept Equation cpiUSA -0.050326740 dolcan -1 Equation cpiUSA 0.553317420 cpiUSA -1 Equation cpiUSA 1.269024506 dolcan -2 Equation cpiUSA -0.358283786 cpiUSA -2 Equation cpiUSA -0.269630556 Intercept Equation cpiUSA -0.653460500 dolcan -1 Equation cpiUSA 2.091941103 cpiUSA -1 Equation cpiUSA 1.321798654 dolcan -2 Equation cpiUSA -1.997966295 cpiUSA -2 Equation cpiUSA -0.315876197 [[29]] [,1] dolcan -1 Equation dolcan 1.1452640784 cpiUSA -1 Equation dolcan -0.0005511544 dolcan -2 Equation dolcan -0.1435656825 cpiUSA -2 Equation dolcan 0.0005498422 dolcan -1 Equation dolcan 1.1609380813 cpiUSA -1 Equation dolcan -0.0071056830 dolcan -2 Equation dolcan -0.1655764214 cpiUSA -2 Equation dolcan 0.0072027360 dolcan -1 Equation cpiUSA 0.6624965086 cpiUSA -1 Equation cpiUSA 1.4943161966 dolcan -2 Equation cpiUSA -0.5053663429 cpiUSA -2 Equation cpiUSA -0.4946045183 dolcan -1 Equation cpiUSA 0.5957396608 cpiUSA -1 Equation cpiUSA 1.3144574925 dolcan -2 Equation cpiUSA -0.4870101219 cpiUSA -2 Equation cpiUSA -0.3145950922 [[30]] [,1] dolcan -1 Equation dolcan 1.196393187 cpiUSA -1 Equation dolcan 0.003697079 dolcan -2 Equation dolcan -0.198647695 cpiUSA -2 Equation dolcan -0.003599167 dolcan -1 Equation dolcan 1.126502489 cpiUSA -1 Equation 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-1 Equation dolcan -9.180805e-03 dolcan -2 Equation dolcan -1.574311e-01 cpiUSA -2 Equation dolcan 1.024224e-02 Trend Equation cpiUSA 3.096566e-03 dolcan -1 Equation cpiUSA 7.035062e-01 cpiUSA -1 Equation cpiUSA 1.467223e+00 dolcan -2 Equation cpiUSA -2.400976e-01 cpiUSA -2 Equation cpiUSA -4.792437e-01 Trend Equation cpiUSA -5.662404e-04 dolcan -1 Equation cpiUSA 5.091657e-01 cpiUSA -1 Equation cpiUSA 1.309156e+00 dolcan -2 Equation cpiUSA -4.661987e-01 cpiUSA -2 Equation cpiUSA -3.068291e-01 [[32]] [,1] Trend Equation dolcan -6.292985e-05 dolcan -1 Equation dolcan 1.155769e+00 cpiUSA -1 Equation dolcan 1.521385e-03 dolcan -2 Equation dolcan -1.604489e-01 cpiUSA -2 Equation dolcan -1.290011e-03 Trend Equation dolcan -1.870489e-04 dolcan -1 Equation dolcan 1.184419e+00 cpiUSA -1 Equation dolcan -5.661468e-03 dolcan -2 Equation dolcan -2.110951e-01 cpiUSA -2 Equation dolcan 6.571140e-03 Trend Equation dolcan -1.633523e-04 dolcan -1 Equation dolcan 9.858677e-01 cpiUSA -1 Equation dolcan -2.757334e-02 dolcan -2 Equation dolcan -2.338970e-02 cpiUSA -2 Equation dolcan 2.860914e-02 Trend Equation cpiUSA 3.007284e-03 dolcan -1 Equation cpiUSA 1.053381e+00 cpiUSA -1 Equation cpiUSA 1.507578e+00 dolcan -2 Equation cpiUSA -6.132165e-01 cpiUSA -2 Equation cpiUSA -5.193122e-01 Trend Equation cpiUSA 1.197200e-03 dolcan -1 Equation cpiUSA 3.427475e-01 cpiUSA -1 Equation cpiUSA 1.157797e+00 dolcan -2 Equation cpiUSA -4.378136e-02 cpiUSA -2 Equation cpiUSA -1.632872e-01 Trend Equation cpiUSA 3.571429e-03 dolcan -1 Equation cpiUSA 2.149944e+00 cpiUSA -1 Equation cpiUSA 1.316559e+00 dolcan -2 Equation cpiUSA -2.165356e+00 cpiUSA -2 Equation cpiUSA -3.254554e-01 [[33]] [,1] ECT Equation dolcan -5.165772e-02 Const Equation dolcan 5.288736e-03 Trend Equation dolcan -3.885903e-05 dolcan t -1 Equation dolcan 1.675227e-01 cpiUSA t -1 Equation dolcan -1.218450e-02 ECT Equation dolcan -1.023032e-03 Const Equation dolcan 3.613178e-03 Trend Equation dolcan -3.313512e-05 dolcan t -1 Equation dolcan 1.312604e-01 cpiUSA t -1 Equation dolcan 2.326573e-03 ECT Equation cpiUSA 7.378522e-01 Const Equation cpiUSA 6.238664e-01 Trend Equation cpiUSA -1.062156e-03 dolcan t -1 Equation cpiUSA -1.019883e-01 cpiUSA t -1 Equation cpiUSA 1.395116e-01 ECT Equation cpiUSA 1.548502e-02 Const Equation cpiUSA 1.012940e-01 Trend Equation cpiUSA -3.625345e-05 dolcan t -1 Equation cpiUSA 2.371179e-01 cpiUSA t -1 Equation cpiUSA 6.209022e-01 [[34]] [,1] ECT Equation dolcan -5.165772e-02 Const Equation dolcan 5.288736e-03 Trend Equation dolcan -3.885903e-05 dolcan t -1 Equation dolcan 1.675227e-01 cpiUSA t -1 Equation dolcan -1.218450e-02 ECT Equation dolcan -2.269518e-03 Const Equation dolcan 1.440822e-02 Trend Equation dolcan -1.021736e-04 dolcan t -1 Equation dolcan 8.504187e-02 cpiUSA t -1 Equation dolcan 3.521756e-03 ECT Equation dolcan -2.900588e-02 Const Equation dolcan 1.680242e-02 Trend Equation dolcan 3.615931e-06 dolcan t -1 Equation dolcan 1.850201e-01 cpiUSA t -1 Equation dolcan -7.791395e-03 ECT Equation cpiUSA 7.378522e-01 Const Equation cpiUSA 6.238664e-01 Trend Equation cpiUSA -1.062156e-03 dolcan t -1 Equation cpiUSA -1.019883e-01 cpiUSA t -1 Equation cpiUSA 1.395116e-01 ECT Equation cpiUSA -3.375731e-01 Const Equation cpiUSA 3.659849e-01 Trend Equation cpiUSA -1.185639e-03 dolcan t -1 Equation cpiUSA 1.188678e+00 cpiUSA t -1 Equation cpiUSA 4.816465e-01 ECT Equation cpiUSA 3.350418e-01 Const Equation cpiUSA -1.219990e-01 Trend Equation cpiUSA 1.994943e-03 dolcan t -1 Equation cpiUSA -1.520958e+00 cpiUSA t -1 Equation cpiUSA 6.141567e-01 [[35]] [,1] ECT Equation dolcan -0.037503431 Const Equation dolcan -0.006852286 dolcan t -1 Equation dolcan 0.125089575 cpiUSA t -1 Equation dolcan -0.010247183 ECT Equation dolcan 0.006057814 Const Equation dolcan -0.001555704 dolcan t -1 Equation dolcan 0.164427612 cpiUSA t -1 Equation dolcan 0.002927573 ECT Equation cpiUSA 0.708470889 Const Equation cpiUSA 0.400683554 dolcan t -1 Equation cpiUSA 0.190747386 cpiUSA t -1 Equation cpiUSA 0.198182315 ECT Equation cpiUSA 0.058696937 Const Equation cpiUSA 0.085773731 dolcan t -1 Equation cpiUSA 0.225660438 cpiUSA t -1 Equation cpiUSA 0.619010979 [[36]] [,1] ECT Equation dolcan -0.0375034305 Const Equation dolcan -0.0068522856 dolcan t -1 Equation dolcan 0.1250895753 cpiUSA t -1 Equation dolcan -0.0102471831 ECT Equation dolcan 0.0415211583 Const Equation dolcan -0.0065333156 dolcan t -1 Equation dolcan 0.2580702693 cpiUSA t -1 Equation dolcan 0.0112230307 ECT Equation dolcan -0.0007475249 Const Equation dolcan 0.0007799121 dolcan t -1 Equation dolcan 0.1052364407 cpiUSA t -1 Equation dolcan 0.0029856709 ECT Equation cpiUSA 0.7084708892 Const Equation cpiUSA 0.4006835544 dolcan t -1 Equation cpiUSA 0.1907473865 cpiUSA t -1 Equation cpiUSA 0.1981823150 ECT Equation cpiUSA -0.3566449083 Const Equation cpiUSA 0.1845294740 dolcan t -1 Equation cpiUSA 0.4800998537 cpiUSA t -1 Equation cpiUSA 0.2796628566 ECT Equation cpiUSA -0.0967219539 Const Equation cpiUSA 0.1360188778 dolcan t -1 Equation cpiUSA -0.7272838694 cpiUSA t -1 Equation cpiUSA 0.6800806207 [[37]] [,1] ECT Equation dolcan -0.022026668 dolcan t -1 Equation dolcan 0.117652983 cpiUSA t -1 Equation dolcan -0.014469722 ECT Equation dolcan 0.002797440 dolcan t -1 Equation dolcan 0.168040225 cpiUSA t -1 Equation dolcan 0.001035012 ECT Equation cpiUSA -0.550702304 dolcan t -1 Equation cpiUSA 1.016249503 cpiUSA t -1 Equation cpiUSA 0.324872542 ECT Equation cpiUSA 0.189718939 dolcan t -1 Equation cpiUSA -0.285928640 cpiUSA t -1 Equation cpiUSA 0.750443210 [[38]] [,1] ECT Equation dolcan -0.0252270875 dolcan t -1 Equation dolcan 0.1674051146 cpiUSA t -1 Equation dolcan -0.0180124459 ECT Equation dolcan -0.0154539600 dolcan t -1 Equation dolcan 0.0733310150 cpiUSA t -1 Equation dolcan -0.0093067368 ECT Equation dolcan 0.0030494378 dolcan t -1 Equation dolcan 0.1689193339 cpiUSA t -1 Equation dolcan 0.0007218864 ECT Equation cpiUSA -0.4527280357 dolcan t -1 Equation cpiUSA 2.2623817652 cpiUSA t -1 Equation cpiUSA 0.2429651158 ECT Equation cpiUSA -0.9221995022 dolcan t -1 Equation cpiUSA -0.5414166520 cpiUSA t -1 Equation cpiUSA 0.3017357194 ECT Equation cpiUSA 0.1946558329 dolcan t -1 Equation cpiUSA -0.2687059931 cpiUSA t -1 Equation cpiUSA 0.7443087565 [[39]] [,1] ECT Equation dolcan -5.999900e-02 Trend Equation dolcan -4.729002e-05 dolcan t -1 Equation dolcan 2.434441e-01 cpiUSA t -1 Equation dolcan -1.168530e-02 ECT Equation dolcan 2.438058e-03 Trend Equation dolcan 9.075573e-08 dolcan t -1 Equation dolcan 1.271129e-01 cpiUSA t -1 Equation dolcan 7.793217e-04 ECT Equation cpiUSA -5.717297e-01 Trend Equation cpiUSA 4.019271e-06 dolcan t -1 Equation cpiUSA 1.444312e+00 cpiUSA t -1 Equation cpiUSA 1.073026e-01 ECT Equation cpiUSA 1.881658e-01 Trend Equation cpiUSA 5.901968e-04 dolcan t -1 Equation cpiUSA -1.180760e-01 cpiUSA t -1 Equation cpiUSA 5.950325e-01 [[40]] [,1] ECT Equation dolcan -6.592635e-02 Trend Equation dolcan -4.893727e-05 dolcan t -1 Equation dolcan 1.448262e-01 cpiUSA t -1 Equation dolcan -1.652360e-02 ECT Equation dolcan 2.513236e-03 Trend Equation dolcan -3.076313e-07 dolcan t -1 Equation dolcan 1.907503e-01 cpiUSA t -1 Equation dolcan 2.161459e-03 ECT Equation dolcan 4.302129e-03 Trend Equation dolcan -1.636700e-05 dolcan t -1 Equation dolcan 8.396771e-02 cpiUSA t -1 Equation dolcan 1.005123e-03 ECT Equation cpiUSA -7.485279e-01 Trend Equation cpiUSA -3.444909e-04 dolcan t -1 Equation cpiUSA 2.237712e+00 cpiUSA t -1 Equation cpiUSA 2.191881e-01 ECT Equation cpiUSA 8.025923e-02 Trend Equation cpiUSA 7.917784e-04 dolcan t -1 Equation cpiUSA -4.850491e-01 cpiUSA t -1 Equation cpiUSA 3.835562e-01 ECT Equation cpiUSA 1.290461e-01 Trend Equation cpiUSA 7.655733e-04 dolcan t -1 Equation cpiUSA -6.772437e-01 cpiUSA t -1 Equation cpiUSA 7.078568e-01 [[41]] [,1] ECT Equation dolcan -1.518849e-02 Const Equation dolcan 1.105132e-02 Trend Equation dolcan -4.790127e-05 dolcan t -1 Equation dolcan 1.838534e-01 cpiUSA t -1 Equation dolcan -4.546173e-03 dolcan t -2 Equation dolcan 2.939966e-02 cpiUSA t -2 Equation dolcan -2.047247e-03 ECT Equation dolcan -1.284187e-02 Const Equation dolcan 9.914020e-03 Trend Equation dolcan -3.535269e-05 dolcan t -1 Equation dolcan 1.255440e-01 cpiUSA t -1 Equation dolcan 5.828206e-03 dolcan t -2 Equation dolcan -1.979610e-01 cpiUSA t -2 Equation dolcan -1.062449e-02 ECT Equation cpiUSA -2.511399e-01 Const Equation cpiUSA 3.346974e-01 Trend Equation cpiUSA -8.430391e-04 dolcan t -1 Equation cpiUSA 5.327942e-01 cpiUSA t -1 Equation cpiUSA 3.379895e-01 dolcan t -2 Equation cpiUSA -1.229337e+00 cpiUSA t -2 Equation cpiUSA -1.620237e-01 ECT Equation cpiUSA 1.822094e-01 Const Equation cpiUSA -4.146424e-02 Trend Equation cpiUSA 1.147708e-03 dolcan t -1 Equation cpiUSA -1.067956e+00 cpiUSA t -1 Equation cpiUSA 4.180932e-01 dolcan t -2 Equation cpiUSA 9.412034e-01 cpiUSA t -2 Equation cpiUSA 3.070564e-01 [[42]] [,1] ECT Equation dolcan -1.739221e-02 Const Equation dolcan 1.123809e-02 Trend Equation dolcan -4.874173e-05 dolcan t -1 Equation dolcan 1.570717e-01 cpiUSA t -1 Equation dolcan -1.032538e-02 dolcan t -2 Equation dolcan 5.235467e-02 cpiUSA t -2 Equation dolcan 1.209455e-03 ECT Equation dolcan -3.473239e-01 Const Equation dolcan 7.524714e-02 Trend Equation dolcan -5.319414e-05 dolcan t -1 Equation dolcan 1.602594e-01 cpiUSA t -1 Equation dolcan 3.364773e-02 dolcan t -2 Equation dolcan 1.326966e-01 cpiUSA t -2 Equation dolcan -3.037366e-02 ECT Equation dolcan -1.194830e-02 Const Equation dolcan 9.739977e-03 Trend Equation dolcan 2.161084e-05 dolcan t -1 Equation dolcan 1.143009e-01 cpiUSA t -1 Equation dolcan -2.826679e-03 dolcan t -2 Equation dolcan -2.251498e-01 cpiUSA t -2 Equation dolcan -1.060570e-02 ECT Equation cpiUSA -1.890543e-01 Const Equation cpiUSA 2.840769e-01 Trend Equation cpiUSA -5.662286e-04 dolcan t -1 Equation cpiUSA 4.259146e-01 cpiUSA t -1 Equation cpiUSA 2.872651e-01 dolcan t -2 Equation cpiUSA -1.187444e+00 cpiUSA t -2 Equation cpiUSA -1.194692e-01 ECT Equation cpiUSA -6.118810e+00 Const Equation cpiUSA 2.709147e+00 Trend Equation cpiUSA -9.002670e-03 dolcan t -1 Equation cpiUSA -1.919642e+00 cpiUSA t -1 Equation cpiUSA 4.389649e-01 dolcan t -2 Equation cpiUSA -4.998484e+00 cpiUSA t -2 Equation cpiUSA -2.456765e-01 ECT Equation cpiUSA 3.550181e-01 Const Equation cpiUSA -1.138314e-01 Trend Equation cpiUSA 1.882903e-03 dolcan t -1 Equation cpiUSA -1.348386e+00 cpiUSA t -1 Equation cpiUSA 3.681993e-01 dolcan t -2 Equation cpiUSA 4.192614e-01 cpiUSA t -2 Equation cpiUSA 2.529322e-01 [[43]] [,1] ECT Equation dolcan -0.0026770867 Const Equation dolcan 0.0019011406 dolcan t -1 Equation dolcan 0.1821788744 cpiUSA t -1 Equation dolcan -0.0033491756 dolcan t -2 Equation dolcan 0.0228978890 cpiUSA t -2 Equation dolcan -0.0007533507 ECT Equation dolcan -0.0019469643 Const Equation dolcan 0.0041268900 dolcan t -1 Equation dolcan 0.1173724718 cpiUSA t -1 Equation dolcan 0.0054390809 dolcan t -2 Equation dolcan -0.2105055304 cpiUSA t -2 Equation dolcan -0.0109995510 ECT Equation cpiUSA -0.0309453200 Const Equation cpiUSA 0.1736585917 dolcan t -1 Equation cpiUSA 0.5033226493 cpiUSA t -1 Equation cpiUSA 0.3590560466 dolcan t -2 Equation cpiUSA -1.3437654458 cpiUSA t -2 Equation cpiUSA -0.1392518022 ECT Equation cpiUSA -0.1714883501 Const Equation cpiUSA 0.1464121394 dolcan t -1 Equation cpiUSA -0.8026720620 cpiUSA t -1 Equation cpiUSA 0.4307260063 dolcan t -2 Equation cpiUSA 1.3484553395 cpiUSA t -2 Equation cpiUSA 0.3192326008 [[44]] [,1] ECT Equation dolcan -0.046156798 Const Equation dolcan -0.010111647 dolcan t -1 Equation dolcan 0.158245190 cpiUSA t -1 Equation dolcan -0.011195528 dolcan t -2 Equation dolcan 0.018420448 cpiUSA t -2 Equation dolcan 0.003495803 ECT Equation dolcan 0.020431500 Const Equation dolcan -0.003717539 dolcan t -1 Equation dolcan 0.186732460 cpiUSA t -1 Equation dolcan 0.017180057 dolcan t -2 Equation dolcan 0.019779272 cpiUSA t -2 Equation dolcan -0.009962532 ECT Equation dolcan -0.017644682 Const Equation dolcan 0.012678289 dolcan t -1 Equation dolcan 0.120276258 cpiUSA t -1 Equation dolcan -0.002199864 dolcan t -2 Equation dolcan -0.216552894 cpiUSA t -2 Equation dolcan -0.010093165 ECT Equation cpiUSA 0.960128385 Const Equation cpiUSA 0.518997756 dolcan t -1 Equation cpiUSA -0.372275967 cpiUSA t -1 Equation cpiUSA 0.206833808 dolcan t -2 Equation cpiUSA -1.602010322 cpiUSA t -2 Equation cpiUSA -0.161519009 ECT Equation cpiUSA -0.154707761 Const Equation cpiUSA 0.142118177 dolcan t -1 Equation cpiUSA 1.425814827 cpiUSA t -1 Equation cpiUSA 0.589460044 dolcan t -2 Equation cpiUSA -1.180491828 cpiUSA t -2 Equation cpiUSA -0.135171254 ECT Equation cpiUSA -0.141294905 Const Equation cpiUSA 0.142176901 dolcan t -1 Equation cpiUSA -0.827768858 cpiUSA t -1 Equation cpiUSA 0.422812224 dolcan t -2 Equation cpiUSA 1.168287279 cpiUSA t -2 Equation cpiUSA 0.297587797 [[45]] [,1] ECT Equation dolcan -0.017914669 dolcan t -1 Equation dolcan 0.139173536 cpiUSA t -1 Equation dolcan -0.013284006 dolcan t -2 Equation dolcan 0.002174167 cpiUSA t -2 Equation dolcan 0.001436122 ECT Equation dolcan 0.006491931 dolcan t -1 Equation dolcan 0.160034945 cpiUSA t -1 Equation dolcan 0.007915646 dolcan t -2 Equation dolcan -0.066086343 cpiUSA t -2 Equation dolcan -0.010651845 ECT Equation cpiUSA -0.565345068 dolcan t -1 Equation cpiUSA 0.657587752 cpiUSA t -1 Equation cpiUSA 0.314478775 dolcan t -2 Equation cpiUSA -0.623941905 cpiUSA t -2 Equation cpiUSA -0.088049070 ECT Equation cpiUSA 0.154651435 dolcan t -1 Equation cpiUSA -0.008908433 cpiUSA t -1 Equation cpiUSA 0.671157310 dolcan t -2 Equation cpiUSA -0.915817008 cpiUSA t -2 Equation cpiUSA 0.131826135 [[46]] [,1] ECT Equation dolcan -0.016829069 dolcan t -1 Equation dolcan 0.248791698 cpiUSA t -1 Equation dolcan -0.009049603 dolcan t -2 Equation dolcan -0.162203592 cpiUSA t -2 Equation dolcan -0.000472127 ECT Equation dolcan -0.015045190 dolcan t -1 Equation dolcan 0.033949549 cpiUSA t -1 Equation dolcan -0.026068751 dolcan t -2 Equation dolcan 0.226209316 cpiUSA t -2 Equation dolcan 0.015367971 ECT Equation dolcan 0.005762436 dolcan t -1 Equation dolcan 0.172567504 cpiUSA t -1 Equation dolcan 0.010499939 dolcan t -2 Equation dolcan -0.080842306 cpiUSA t -2 Equation dolcan -0.012471780 ECT Equation cpiUSA -0.630575270 dolcan t -1 Equation cpiUSA 0.704853888 cpiUSA t -1 Equation cpiUSA 0.113211738 dolcan t -2 Equation cpiUSA 0.715918781 cpiUSA t -2 Equation cpiUSA -0.144705191 ECT Equation cpiUSA -0.709563131 dolcan t -1 Equation cpiUSA -0.332452599 cpiUSA t -1 Equation cpiUSA 0.439421564 dolcan t -2 Equation cpiUSA -1.400513919 cpiUSA t -2 Equation cpiUSA -0.032866320 ECT Equation cpiUSA 0.152098278 dolcan t -1 Equation cpiUSA -0.146886730 cpiUSA t -1 Equation cpiUSA 0.639630121 dolcan t -2 Equation cpiUSA -1.132415428 cpiUSA t -2 Equation cpiUSA 0.164573269 [[47]] [,1] ECT Equation dolcan -1.594506e-03 Trend Equation dolcan 5.687498e-06 dolcan t -1 Equation dolcan 1.856852e-01 cpiUSA t -1 Equation dolcan -1.987102e-03 dolcan t -2 Equation dolcan 2.346587e-02 cpiUSA t -2 Equation dolcan 5.909138e-04 ECT Equation dolcan 6.034676e-03 Trend Equation dolcan 7.266438e-06 dolcan t -1 Equation dolcan 1.190289e-01 cpiUSA t -1 Equation dolcan 6.094024e-03 dolcan t -2 Equation dolcan -2.116016e-01 cpiUSA t -2 Equation dolcan -9.724057e-03 ECT Equation cpiUSA 1.605637e-01 Trend Equation cpiUSA 7.799357e-04 dolcan t -1 Equation cpiUSA 5.882712e-01 cpiUSA t -1 Equation cpiUSA 4.154928e-01 dolcan t -2 Equation cpiUSA -1.409047e+00 cpiUSA t -2 Equation cpiUSA -8.212513e-02 ECT Equation cpiUSA 1.032605e-01 Trend Equation cpiUSA 9.694584e-04 dolcan t -1 Equation cpiUSA -1.040707e+00 cpiUSA t -1 Equation cpiUSA 4.169815e-01 dolcan t -2 Equation cpiUSA 9.982535e-01 cpiUSA t -2 Equation cpiUSA 3.032905e-01 [[48]] [,1] ECT Equation dolcan -2.995578e-03 Trend Equation dolcan 6.111664e-06 dolcan t -1 Equation dolcan 1.616106e-01 cpiUSA t -1 Equation dolcan -7.636568e-03 dolcan t -2 Equation dolcan 4.661039e-02 cpiUSA t -2 Equation dolcan 4.104931e-03 ECT Equation dolcan -5.993876e-02 Trend Equation dolcan 6.599656e-05 dolcan t -1 Equation dolcan 1.751623e-01 cpiUSA t -1 Equation dolcan 4.194837e-02 dolcan t -2 Equation dolcan 2.039924e-01 cpiUSA t -2 Equation dolcan -3.413151e-02 ECT Equation dolcan 6.794794e-03 Trend Equation dolcan 6.522883e-05 dolcan t -1 Equation dolcan 1.066869e-01 cpiUSA t -1 Equation dolcan -2.756671e-03 dolcan t -2 Equation dolcan -2.406763e-01 cpiUSA t -2 Equation dolcan -1.007585e-02 ECT Equation cpiUSA 1.748642e-01 Trend Equation cpiUSA 8.203576e-04 dolcan t -1 Equation cpiUSA 5.406502e-01 cpiUSA t -1 Equation cpiUSA 3.552330e-01 dolcan t -2 Equation cpiUSA -1.332648e+00 cpiUSA t -2 Equation cpiUSA -4.627725e-02 ECT Equation cpiUSA 4.228013e+00 Trend Equation cpiUSA -4.711408e-03 dolcan t -1 Equation cpiUSA -1.383088e+00 cpiUSA t -1 Equation cpiUSA 7.378154e-01 dolcan t -2 Equation cpiUSA -2.431600e+00 cpiUSA t -2 Equation cpiUSA -3.809715e-01 ECT Equation cpiUSA 1.359670e-01 Trend Equation cpiUSA 1.373138e-03 dolcan t -1 Equation cpiUSA -1.259400e+00 cpiUSA t -1 Equation cpiUSA 3.673811e-01 dolcan t -2 Equation cpiUSA 6.007203e-01 cpiUSA t -2 Equation cpiUSA 2.467398e-01 > sapply(mods_nonLIn, coef, regime = "L") [[1]] Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619 Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833 [[2]] Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.08210166 0.0007054584 0.9822979 -0.002408619 Equation cpiUSA -0.55588003 -0.0017977750 0.7181117 1.003209833 [[3]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.007691528 0.9939684 1.357332e-05 Equation cpiUSA -1.012509544 1.3415788 9.969201e-01 [[4]] Intercept dolcan -1 cpiUSA -1 Equation dolcan -0.02978663 1.0310970 8.444228e-06 Equation cpiUSA -0.27074633 0.5937531 9.970502e-01 [[5]] dolcan -1 cpiUSA -1 Equation dolcan 1.0018378 -5.982604e-06 Equation cpiUSA 0.3056463 9.994945e-01 [[6]] dolcan -1 cpiUSA -1 Equation dolcan 0.9994742 8.089218e-05 Equation cpiUSA 0.3063167 9.977088e-01 [[7]] Trend dolcan -1 cpiUSA -1 Equation dolcan 2.085515e-05 1.0038460 -0.000084888 Equation cpiUSA 3.944688e-03 0.6854827 0.984569738 [[8]] Trend dolcan -1 cpiUSA -1 Equation dolcan 0.0002877063 1.0280167 -0.001015842 Equation cpiUSA 0.0010306707 0.4085665 0.993779851 [[9]] Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973 Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581 cpiUSA -2 Equation dolcan -0.008053514 Equation cpiUSA -0.210683537 [[10]] Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.09231288 0.0006969576 1.11640771 0.005716144 -0.1476973 Equation cpiUSA -0.38461556 -0.0006441612 -0.05789139 1.209808395 0.6664581 cpiUSA -2 Equation dolcan -0.008053514 Equation cpiUSA -0.210683537 [[11]] Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461 Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145 [[12]] Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.01395885 1.1438210 0.002560297 -0.15743623 -0.00252461 Equation cpiUSA -0.64727526 0.8354151 1.394781489 0.01498696 -0.39677145 [[13]] dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1452641 -0.0005511544 -0.1435657 0.0005498422 Equation cpiUSA 0.6624965 1.4943161966 -0.5053663 -0.4946045183 [[14]] dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.19639319 0.003697079 -0.1986477 -0.003599167 Equation cpiUSA -0.03686374 1.224304032 0.2957565 -0.226656499 [[15]] Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -1.622245e-05 1.1450492 -0.0004092175 -0.1449554 0.0004693694 Equation cpiUSA 3.096566e-03 0.7035062 1.4672230481 -0.2400976 -0.4792437363 [[16]] Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -6.292985e-05 1.155769 0.001521385 -0.1604489 -0.001290011 Equation cpiUSA 3.007284e-03 1.053381 1.507577719 -0.6132165 -0.519312189 [[17]] ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845 Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116 [[18]] ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.05165772 0.005288736 -3.885903e-05 0.1675227 -0.0121845 Equation cpiUSA 0.73785216 0.623866396 -1.062156e-03 -0.1019883 0.1395116 [[19]] ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718 Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232 [[20]] ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan -0.03750343 -0.006852286 0.1250896 -0.01024718 Equation cpiUSA 0.70847089 0.400683554 0.1907474 0.19818232 [[21]] ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.02202667 0.117653 -0.01446972 Equation cpiUSA -0.55070230 1.016250 0.32487254 [[22]] ECT dolcan t -1 cpiUSA t -1 Equation dolcan -0.02522709 0.1674051 -0.01801245 Equation cpiUSA -0.45272804 2.2623818 0.24296512 [[23]] ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.0599990 -4.729002e-05 0.2434441 -0.0116853 Equation cpiUSA -0.5717297 4.019271e-06 1.4443120 0.1073026 [[24]] ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.06592635 -4.893727e-05 0.1448262 -0.0165236 Equation cpiUSA -0.74852793 -3.444909e-04 2.2377120 0.2191881 [[25]] ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.01518849 0.01105132 -4.790127e-05 0.1838534 -0.004546173 Equation cpiUSA -0.25113994 0.33469736 -8.430391e-04 0.5327942 0.337989478 dolcan t -2 cpiUSA t -2 Equation dolcan 0.02939966 -0.002047247 Equation cpiUSA -1.22933741 -0.162023742 [[26]] ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.01739221 0.01123809 -4.874173e-05 0.1570717 -0.01032538 Equation cpiUSA -0.18905435 0.28407694 -5.662286e-04 0.4259146 0.28726509 dolcan t -2 cpiUSA t -2 Equation dolcan 0.05235467 0.001209455 Equation cpiUSA -1.18744412 -0.119469224 [[27]] ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.002677087 0.001901141 0.1821789 -0.003349176 0.02289789 Equation cpiUSA -0.030945320 0.173658592 0.5033226 0.359056047 -1.34376545 cpiUSA t -2 Equation dolcan -0.0007533507 Equation cpiUSA -0.1392518022 [[28]] ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.0461568 -0.01011165 0.1582452 -0.01119553 0.01842045 Equation cpiUSA 0.9601284 0.51899776 -0.3722760 0.20683381 -1.60201032 cpiUSA t -2 Equation dolcan 0.003495803 Equation cpiUSA -0.161519009 [[29]] ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.01791467 0.1391735 -0.01328401 0.002174167 0.001436122 Equation cpiUSA -0.56534507 0.6575878 0.31447878 -0.623941905 -0.088049070 [[30]] ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan -0.01682907 0.2487917 -0.009049603 -0.1622036 -0.000472127 Equation cpiUSA -0.63057527 0.7048539 0.113211738 0.7159188 -0.144705191 [[31]] ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.001594506 5.687498e-06 0.1856852 -0.001987102 0.02346587 Equation cpiUSA 0.160563744 7.799357e-04 0.5882712 0.415492814 -1.40904656 cpiUSA t -2 Equation dolcan 0.0005909138 Equation cpiUSA -0.0821251317 [[32]] ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.002995578 6.111664e-06 0.1616106 -0.007636568 0.04661039 Equation cpiUSA 0.174864230 8.203576e-04 0.5406502 0.355232986 -1.33264807 cpiUSA t -2 Equation dolcan 0.004104931 Equation cpiUSA -0.046277248 > sapply(mods_nonLIn, coef, regime = "H") [[1]] Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan -0.01354042 -0.0001653546 0.9914561 0.0007168335 Equation cpiUSA 2.20206986 0.0073398658 -0.7468369 0.9702240258 [[2]] Intercept Trend dolcan -1 cpiUSA -1 Equation dolcan 0.3579121 0.001426282 0.8674328 -0.005605241 Equation cpiUSA -1.2735570 -0.003504812 0.1599709 1.021491583 [[3]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.03045117 0.9689214 0.000145664 Equation cpiUSA 0.46501765 -0.2412925 1.000711673 [[4]] Intercept dolcan -1 cpiUSA -1 Equation dolcan 0.03045117 0.9689214 0.000145664 Equation cpiUSA 0.46501765 -0.2412925 1.000711673 [[5]] dolcan -1 cpiUSA -1 Equation dolcan 0.9949031 9.159023e-05 Equation cpiUSA 0.1554722 9.998859e-01 [[6]] dolcan -1 cpiUSA -1 Equation dolcan 0.9949031 9.159023e-05 Equation cpiUSA 0.1554722 9.998859e-01 [[7]] Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0002075003 0.970279328 0.000997695 Equation cpiUSA -0.0013705132 -0.007164849 1.005870624 [[8]] Trend dolcan -1 cpiUSA -1 Equation dolcan -0.0002075003 0.970279328 0.000997695 Equation cpiUSA -0.0013705132 -0.007164849 1.005870624 [[9]] Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.0006464748 -0.0001118549 1.141001 -0.003541846 -0.1549285 Equation cpiUSA 1.6398792639 0.0059730476 0.572203 1.334289684 -1.1084546 cpiUSA -2 Equation dolcan 0.00404909 Equation cpiUSA -0.35828351 [[10]] Intercept Trend dolcan -1 cpiUSA -1 dolcan -2 Equation dolcan 0.3044483 0.001169578 0.9527351 -0.02974125 -0.07704594 Equation cpiUSA 1.2815143 0.009182135 2.0104789 1.30743327 -2.39121154 cpiUSA -2 Equation dolcan 0.02531077 Equation cpiUSA -0.33933921 [[11]] Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.04017077 1.1335259 -0.01023868 -0.1713070 0.01039812 Equation cpiUSA 0.28300510 0.4492155 1.31096745 -0.5821929 -0.31059283 [[12]] Intercept dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 0.05798003 0.9631114 -0.02791145 -0.02695616 0.02829938 Equation cpiUSA -0.65346050 2.0919411 1.32179865 -1.99796630 -0.31587620 [[13]] dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1609381 -0.007105683 -0.1655764 0.007202736 Equation cpiUSA 0.5957397 1.314457492 -0.4870101 -0.314595092 [[14]] dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan 1.1589176 -0.008044606 -0.1627678 0.008132882 Equation cpiUSA 0.6281012 1.326424793 -0.5220339 -0.326551571 [[15]] Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0002216198 1.1270540 -0.009180805 -0.1574311 0.01024224 Equation cpiUSA -0.0005662404 0.5091657 1.309155537 -0.4661987 -0.30682914 [[16]] Trend dolcan -1 cpiUSA -1 dolcan -2 cpiUSA -2 Equation dolcan -0.0001633523 0.9858677 -0.02757334 -0.0233897 0.02860914 Equation cpiUSA 0.0035714290 2.1499439 1.31655866 -2.1653563 -0.32545538 [[17]] ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.001023032 0.003613178 -3.313512e-05 0.1312604 0.002326573 Equation cpiUSA 0.015485020 0.101293958 -3.625345e-05 0.2371179 0.620902189 [[18]] ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.02900588 0.01680242 3.615931e-06 0.1850201 -0.007791395 Equation cpiUSA 0.33504178 -0.12199902 1.994943e-03 -1.5209576 0.614156675 [[19]] ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan 0.006057814 -0.001555704 0.1644276 0.002927573 Equation cpiUSA 0.058696937 0.085773731 0.2256604 0.619010979 [[20]] ECT Const dolcan t -1 cpiUSA t -1 Equation dolcan -0.0007475249 0.0007799121 0.1052364 0.002985671 Equation cpiUSA -0.0967219539 0.1360188778 -0.7272839 0.680080621 [[21]] ECT dolcan t -1 cpiUSA t -1 Equation dolcan 0.00279744 0.1680402 0.001035012 Equation cpiUSA 0.18971894 -0.2859286 0.750443210 [[22]] ECT dolcan t -1 cpiUSA t -1 Equation dolcan 0.003049438 0.1689193 0.0007218864 Equation cpiUSA 0.194655833 -0.2687060 0.7443087565 [[23]] ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan 0.002438058 9.075573e-08 0.1271129 0.0007793217 Equation cpiUSA 0.188165815 5.901968e-04 -0.1180760 0.5950325178 [[24]] ECT Trend dolcan t -1 cpiUSA t -1 Equation dolcan 0.004302129 -0.0000163670 0.08396771 0.001005123 Equation cpiUSA 0.129046087 0.0007655733 -0.67724374 0.707856779 [[25]] ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.01284187 0.00991402 -3.535269e-05 0.125544 0.005828206 Equation cpiUSA 0.18220945 -0.04146424 1.147708e-03 -1.067956 0.418093241 dolcan t -2 cpiUSA t -2 Equation dolcan -0.1979610 -0.01062449 Equation cpiUSA 0.9412034 0.30705642 [[26]] ECT Const Trend dolcan t -1 cpiUSA t -1 Equation dolcan -0.0119483 0.009739977 2.161084e-05 0.1143009 -0.002826679 Equation cpiUSA 0.3550181 -0.113831430 1.882903e-03 -1.3483856 0.368199325 dolcan t -2 cpiUSA t -2 Equation dolcan -0.2251498 -0.0106057 Equation cpiUSA 0.4192614 0.2529322 [[27]] ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.001946964 0.00412689 0.1173725 0.005439081 -0.2105055 Equation cpiUSA -0.171488350 0.14641214 -0.8026721 0.430726006 1.3484553 cpiUSA t -2 Equation dolcan -0.01099955 Equation cpiUSA 0.31923260 [[28]] ECT Const dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan -0.01764468 0.01267829 0.1202763 -0.002199864 -0.2165529 Equation cpiUSA -0.14129491 0.14217690 -0.8277689 0.422812224 1.1682873 cpiUSA t -2 Equation dolcan -0.01009317 Equation cpiUSA 0.29758780 [[29]] ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan 0.006491931 0.160034945 0.007915646 -0.06608634 -0.01065185 Equation cpiUSA 0.154651435 -0.008908433 0.671157310 -0.91581701 0.13182613 [[30]] ECT dolcan t -1 cpiUSA t -1 dolcan t -2 cpiUSA t -2 Equation dolcan 0.005762436 0.1725675 0.01049994 -0.08084231 -0.01247178 Equation cpiUSA 0.152098278 -0.1468867 0.63963012 -1.13241543 0.16457327 [[31]] ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan 0.006034676 7.266438e-06 0.1190289 0.006094024 -0.2116016 Equation cpiUSA 0.103260490 9.694584e-04 -1.0407069 0.416981490 0.9982535 cpiUSA t -2 Equation dolcan -0.009724057 Equation cpiUSA 0.303290461 [[32]] ECT Trend dolcan t -1 cpiUSA t -1 dolcan t -2 Equation dolcan 0.006794794 6.522883e-05 0.1066869 -0.002756671 -0.2406763 Equation cpiUSA 0.135966975 1.373138e-03 -1.2593996 0.367381138 0.6007203 cpiUSA t -2 Equation dolcan -0.01007585 Equation cpiUSA 0.24673984 > > ## utilities: get_lag, get_nVar, df.residual > sapply(mods, tsDyn:::get_series) [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" [2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" [,9] [,10] [,11] [,12] [,13] [,14] [,15] [,16] [1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" [2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" [2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" [,25] [,26] [,27] [,28] [,29] [,30] [,31] [,32] [1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" [2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" [,33] [,34] [,35] [,36] [,37] [,38] [,39] [,40] [1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" [2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" [,41] [,42] [,43] [,44] [,45] [,46] [,47] [,48] [1,] "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" "dolcan" [2,] "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" "cpiUSA" > models_multivariate %>% + mutate(lag_out = map_int(object, tsDyn:::get_lag.nlVar), + nVar_out = map_int(object, tsDyn:::get_nVar.nlVar), + df_out = map(object, df.residual)) %>% + select(-starts_with("object")) %>% + as.data.frame() lag include model nthresh lag_out nVar_out df_out 1 1 both VAR NA 1 2 319 2 1 const VAR NA 1 2 320 3 1 none VAR NA 1 2 321 4 1 trend VAR NA 1 2 320 5 2 both VAR NA 2 2 316 6 2 const VAR NA 2 2 317 7 2 none VAR NA 2 2 318 8 2 trend VAR NA 2 2 317 9 1 both VECM NA 1 2 317 10 1 const VECM NA 1 2 318 11 1 none VECM NA 1 2 319 12 1 trend VECM NA 1 2 318 13 2 both VECM NA 2 2 314 14 2 const VECM NA 2 2 315 15 2 none VECM NA 2 2 316 16 2 trend VECM NA 2 2 315 17 1 both TVAR 1 1 2 315 18 1 both TVAR 2 1 2 311 19 1 const TVAR 1 1 2 317 20 1 const TVAR 2 1 2 314 21 1 none TVAR 1 1 2 319 22 1 none TVAR 2 1 2 317 23 1 trend TVAR 1 1 2 317 24 1 trend TVAR 2 1 2 314 25 2 both TVAR 1 2 2 310 26 2 both TVAR 2 2 2 304 27 2 const TVAR 1 2 2 312 28 2 const TVAR 2 2 2 307 29 2 none TVAR 1 2 2 314 30 2 none TVAR 2 2 2 310 31 2 trend TVAR 1 2 2 312 32 2 trend TVAR 2 2 2 307 33 1 both TVECM 1 1 2 317 34 1 both TVECM 2 1 2 317 35 1 const TVECM 1 1 2 318 36 1 const TVECM 2 1 2 318 37 1 none TVECM 1 1 2 319 38 1 none TVECM 2 1 2 319 39 1 trend TVECM 1 1 2 318 40 1 trend TVECM 2 1 2 318 41 2 both TVECM 1 2 2 314 42 2 both TVECM 2 2 2 314 43 2 const TVECM 1 2 2 315 44 2 const TVECM 2 2 2 315 45 2 none TVECM 1 2 2 316 46 2 none TVECM 2 2 2 316 47 2 trend TVECM 1 2 2 315 48 2 trend TVECM 2 2 2 315 > > > > > uni_stats <- models_multivariate %>% + mutate_at("object", list(deviance = ~map_dbl(., deviance), + AIC = ~map_dbl(., AIC), + BIC = ~map_dbl(., BIC), + logLik = ~map_dbl(., logLik))) %>% + select(-starts_with("object")) > > as.data.frame(uni_stats) lag include model nthresh deviance AIC BIC logLik 1 1 both VAR NA 10.044863 -3918.837 -3888.616 1050.78416 2 1 const VAR NA 10.056006 -3922.400 -3899.734 1050.56567 3 1 none VAR NA 10.572927 -3907.237 -3892.126 1040.98396 4 1 trend VAR NA 10.200193 -3916.979 -3894.313 1047.85541 5 2 both VAR NA 7.949829 -3982.323 -3937.029 1089.36528 6 2 const VAR NA 7.952476 -3986.131 -3948.385 1089.26900 7 2 none VAR NA 8.095284 -3980.289 -3950.092 1084.34791 8 2 trend VAR NA 8.034911 -3981.552 -3943.806 1086.97953 9 1 both VECM NA 7.960313 -3983.832 -3942.312 -12.44047 10 1 const VECM NA 7.984527 -3983.729 -3949.758 -12.42773 11 1 none VECM NA 9.764497 -3919.627 -3893.205 -12.21623 12 1 trend VECM NA 8.181358 -3974.330 -3940.359 -12.39854 13 2 both VECM NA 7.937843 -3962.912 -3906.340 -12.43898 14 2 const VECM NA 7.956742 -3962.974 -3913.945 -12.42671 15 2 none VECM NA 9.344372 -3911.881 -3870.395 -12.25508 16 2 trend VECM NA 8.131732 -3954.238 -3905.209 -12.39950 17 1 both TVAR 1 8.161472 -3974.104 -3909.884 1087.41751 18 1 both TVAR 2 7.794644 -3974.970 -3876.751 1096.85081 19 1 const TVAR 1 8.348522 -3971.026 -3921.917 1081.87871 20 1 const TVAR 2 7.915594 -3976.778 -3901.225 1091.75449 21 1 none TVAR 1 9.029764 -3950.762 -3916.763 1067.74675 22 1 none TVAR 2 8.123147 -3975.972 -3923.085 1085.35180 23 1 trend TVAR 1 8.842832 -3954.841 -3905.732 1073.78631 24 1 trend TVAR 2 8.069110 -3974.302 -3898.749 1090.51655 25 2 both TVAR 1 7.045296 -3999.979 -3905.615 1111.19308 26 2 both TVAR 2 6.794512 -3995.990 -3852.557 1122.19836 27 2 const TVAR 1 7.278526 -3997.421 -3918.155 1105.91411 28 2 const TVAR 2 6.972166 -3995.703 -3874.917 1116.05490 29 2 none TVAR 1 7.512746 -3990.483 -3926.315 1098.44488 30 2 none TVAR 2 7.141784 -3990.169 -3892.031 1107.28805 31 2 trend TVAR 1 7.415455 -3992.260 -3912.995 1103.33370 32 2 trend TVAR 2 7.025195 -3994.773 -3873.988 1115.59023 33 1 both TVECM 1 7.298715 -4002.429 -3923.163 1108.41789 34 1 both TVECM 2 7.007150 -4001.215 -3880.429 1118.81102 35 1 const TVECM 1 7.411220 -4001.207 -3937.040 1103.80725 36 1 const TVECM 2 7.128824 -4000.627 -3902.489 1112.51714 37 1 none TVECM 1 8.235945 -3974.743 -3925.674 1086.57525 38 1 none TVECM 2 7.768609 -3980.323 -3904.831 1096.36484 39 1 trend TVECM 1 7.674577 -3986.448 -3922.280 1096.42744 40 1 trend TVECM 2 7.313595 -3985.205 -3887.067 1104.80603 41 2 both TVECM 1 7.026082 -3978.469 -3869.098 1107.27617 42 2 both TVECM 2 6.526916 -3987.609 -3821.666 1126.84620 43 2 const TVECM 1 7.174833 -3977.099 -3882.813 1102.59081 44 2 const TVECM 2 6.958434 -3977.753 -3834.438 1115.91804 45 2 none TVECM 1 8.129782 -3951.727 -3872.527 1085.90505 46 2 none TVECM 2 7.778024 -3957.032 -3836.346 1099.55728 47 2 trend TVECM 1 7.476702 -3962.656 -3868.370 1095.36946 48 2 trend TVECM 2 7.116788 -3965.483 -3822.168 1109.78272 > > > > sapply(mods, function(x) dim(residuals(x, initVal=FALSE))) [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14] [1,] 323 323 323 323 322 322 322 322 322 322 322 322 321 321 [2,] 2 2 2 2 2 2 2 2 2 2 2 2 2 2 [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26] [1,] 321 321 323 323 323 323 323 323 323 323 322 322 [2,] 2 2 2 2 2 2 2 2 2 2 2 2 [,27] [,28] [,29] [,30] [,31] [,32] [,33] [,34] [,35] [,36] [,37] [,38] [1,] 322 322 322 322 322 322 322 322 322 322 322 322 [2,] 2 2 2 2 2 2 2 2 2 2 2 2 [,39] [,40] [,41] [,42] [,43] [,44] [,45] [,46] [,47] [,48] [1,] 322 322 321 321 321 321 321 321 321 321 [2,] 2 2 2 2 2 2 2 2 2 2 > sapply(mods, function(x) dim(residuals(x, initVal=TRUE))) [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14] [1,] 324 324 324 324 324 324 324 324 324 324 324 324 324 324 [2,] 2 2 2 2 2 2 2 2 2 2 2 2 2 2 [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26] [1,] 324 324 324 324 324 324 324 324 324 324 324 324 [2,] 2 2 2 2 2 2 2 2 2 2 2 2 [,27] [,28] [,29] [,30] [,31] [,32] [,33] [,34] [,35] [,36] [,37] [,38] [1,] 324 324 324 324 324 324 324 324 324 324 324 324 [2,] 2 2 2 2 2 2 2 2 2 2 2 2 [,39] [,40] [,41] [,42] [,43] [,44] [,45] [,46] [,47] [,48] [1,] 324 324 324 324 324 324 324 324 324 324 [2,] 2 2 2 2 2 2 2 2 2 2 > sapply(mods, function(x) head(residuals(x), 3)) [,1] [,2] [,3] [,4] [,5] [1,] -0.005308679 -0.0053528912 -0.0044470911 -4.875801e-03 -0.0002761132 [2,] -0.000562297 -0.0006130099 0.0003521491 -9.193893e-05 0.0021370882 [3,] 0.002334327 0.0022838251 0.0032484540 2.803963e-03 -0.0025009876 [4,] -0.112614651 -0.1140590044 -0.0817844594 -9.690370e-02 0.0176156297 [5,] -0.032854255 -0.0345109777 -0.0001214182 -1.578299e-02 -0.1018553909 [6,] -0.112606385 -0.1142562095 -0.0798855362 -9.556132e-02 -0.0766399682 [,6] [,7] [,8] [,9] [,10] [1,] -0.0003212195 0.001032152 0.0003538675 -0.0001994337 0.0007452142 [2,] 0.0020802604 0.003316316 0.0027547418 0.0022212265 0.0031165244 [3,] -0.0025557374 -0.001209697 -0.0018476732 -0.0024170157 -0.0014856339 [4,] 0.0182193343 0.038581166 0.0307258957 0.0202515098 0.0268066443 [5,] -0.1010948050 -0.082498017 -0.0890016583 -0.0989631161 -0.0927504322 [6,] -0.0759071945 -0.055655648 -0.0630441145 -0.0737534121 -0.0672903334 [,11] [,12] [,13] [,14] [,15] [1,] 0.0016321643 0.001168065 0.001814330 0.002760607 0.003482956 [2,] 0.0035287153 0.003389858 -0.002362168 -0.001434433 -0.000770474 [3,] -0.0006638402 -0.001084396 -0.004412278 -0.003414396 -0.002414532 [4,] 0.0817506885 0.044282550 -0.100555090 -0.094831405 -0.056686869 [5,] -0.0672163725 -0.078426778 -0.073791351 -0.068179817 -0.033118638 [6,] -0.0163825460 -0.050335303 -0.043677558 -0.037641732 0.015157327 [,16] [,17] [,18] [,19] [,20] [1,] 0.003166844 -0.001424210 -0.001424210 -0.0057438958 -0.0052248731 [2,] -0.001050438 0.003062471 0.003062471 -0.0009687918 -0.0003114186 [3,] -0.002909126 0.005926812 0.005926812 0.0019341782 0.0025520947 [4,] -0.078928511 -0.059742392 -0.059742392 -0.0519551103 -0.0500568651 [5,] -0.052816895 0.024102528 0.024102528 0.0335939086 0.0327004754 [6,] -0.019642286 -0.055756275 -0.055756275 -0.0470502604 -0.0471562181 [,21] [,22] [,23] [,24] [,25] [1,] -0.0053691455 -0.0054379213 -0.0051889773 -0.003561525 0.004102126 [2,] -0.0005612088 -0.0006552363 -0.0003794736 0.001247440 0.005617448 [3,] 0.0023383849 0.0022235012 0.0025183605 0.004103193 0.001805708 [4,] -0.1012870876 -0.0519933722 -0.0672088253 -0.045271423 0.031527658 [5,] -0.0200601424 0.0295753355 0.0143145229 0.036391430 -0.061917000 [6,] -0.1002598556 -0.0501429777 -0.0662180249 -0.043409223 -0.054753418 [,26] [,27] [,28] [,29] [,30] [1,] 0.004102126 -0.0002059923 -0.0002059923 8.170417e-05 0.0006375665 [2,] 0.005617448 0.0017416863 0.0017416863 2.335062e-03 0.0022721680 [3,] 0.001805708 -0.0023652295 -0.0023652295 -2.031810e-03 -0.0019255622 [4,] 0.031527658 0.0512300076 0.0512300076 2.957823e-02 0.0343563228 [5,] -0.061917000 -0.0608379247 -0.0608379247 -9.251089e-02 -0.0620061819 [6,] -0.054753418 -0.0420762634 -0.0420762634 -6.498183e-02 -0.0536045705 [,31] [,32] [,33] [,34] [,35] [1,] -4.617848e-05 -0.0003474697 -0.0018647997 0.002666191 -0.0004805491 [2,] 2.195463e-03 0.0016847810 0.0002490016 0.005208250 0.0014165758 [3,] -2.158039e-03 -0.0025396333 -0.0038113147 0.000175325 -0.0027311159 [4,] 5.398867e-02 0.0629246852 0.0429958251 0.080479236 0.0365552931 [5,] -6.586403e-02 -0.0618868869 -0.0877304605 -0.042313378 -0.0938493139 [6,] -4.088708e-02 -0.0346586317 -0.0487259889 -0.001118014 -0.0550318552 [,36] [,37] [,38] [,39] [,40] [1,] 0.0005356284 1.384438e-05 -5.954496e-05 0.0001118291 -0.001076092 [2,] 0.0026890999 2.033583e-03 1.981847e-03 0.0023472748 0.001370979 [3,] -0.0012766080 -2.273531e-03 -2.353100e-03 -0.0018613160 -0.002679665 [4,] 0.0529823134 2.386660e-02 2.242882e-02 0.0547875865 0.062880401 [5,] -0.0782618171 -1.141770e-01 -1.151906e-01 -0.0722191478 -0.070838222 [6,] -0.0316654940 -6.348857e-02 -6.504743e-02 -0.0350355286 -0.023128661 [,41] [,42] [,43] [,44] [,45] [1,] 0.0004232282 0.0023172126 0.0006064402 0.0021432667 4.087696e-05 [2,] -0.0015282666 -0.0002227808 -0.0013067853 -0.0004197752 -2.526233e-03 [3,] -0.0037580293 -0.0025569680 -0.0035697717 -0.0027031857 -4.964813e-03 [4,] -0.0317054075 -0.0284696452 -0.0376532966 -0.0436251449 -1.012334e-01 [5,] -0.0355441350 -0.0295319264 -0.0427344185 -0.0466955940 -6.379911e-02 [6,] 0.0056861494 0.0070541105 -0.0004255431 -0.0056854926 -2.347663e-02 [,46] [,47] [,48] [1,] 5.409569e-06 0.0001197018 0.0020260673 [2,] -2.174246e-03 -0.0018566902 -0.0005134883 [3,] -4.643001e-03 -0.0039856278 -0.0027786570 [4,] -9.824560e-02 -0.0304359439 -0.0250670208 [5,] -6.451122e-02 -0.0341705412 -0.0261344179 [6,] -2.180155e-02 0.0066380537 0.0096449964 > sapply(mods, function(x) head(residuals(x, initVal=TRUE), 3)) [,1] [,2] [,3] [,4] [,5] [1,] NA NA NA NA NA [2,] -0.005308679 -0.0053528912 -0.0044470911 -4.875801e-03 NA [3,] -0.000562297 -0.0006130099 0.0003521491 -9.193893e-05 -0.0002761132 [4,] NA NA NA NA NA [5,] -0.112614651 -0.1140590044 -0.0817844594 -9.690370e-02 NA [6,] -0.032854255 -0.0345109777 -0.0001214182 -1.578299e-02 0.0176156297 [,6] [,7] [,8] [,9] [,10] [1,] NA NA NA NA NA [2,] NA NA NA NA NA [3,] -0.0003212195 0.001032152 0.0003538675 -0.0001994337 0.0007452142 [4,] NA NA NA NA NA [5,] NA NA NA NA NA [6,] 0.0182193343 0.038581166 0.0307258957 0.0202515098 0.0268066443 [,11] [,12] [,13] [,14] [,15] [,16] [,17] [,18] [1,] NA NA NA NA NA NA NA NA [2,] NA NA NA NA NA NA -0.001424210 -0.001424210 [3,] 0.001632164 0.001168065 NA NA NA NA 0.003062471 0.003062471 [4,] NA NA NA NA NA NA NA NA [5,] NA NA NA NA NA NA -0.059742392 -0.059742392 [6,] 0.081750688 0.044282550 NA NA NA NA 0.024102528 0.024102528 [,19] [,20] [,21] [,22] [,23] [1,] NA NA NA NA NA [2,] -0.0057438958 -0.0052248731 -0.0053691455 -0.0054379213 -0.0051889773 [3,] -0.0009687918 -0.0003114186 -0.0005612088 -0.0006552363 -0.0003794736 [4,] NA NA NA NA NA [5,] -0.0519551103 -0.0500568651 -0.1012870876 -0.0519933722 -0.0672088253 [6,] 0.0335939086 0.0327004754 -0.0200601424 0.0295753355 0.0143145229 [,24] [,25] [,26] [,27] [,28] [1,] NA NA NA NA NA [2,] -0.003561525 NA NA NA NA [3,] 0.001247440 0.004102126 0.004102126 -0.0002059923 -0.0002059923 [4,] NA NA NA NA NA [5,] -0.045271423 NA NA NA NA [6,] 0.036391430 0.031527658 0.031527658 0.0512300076 0.0512300076 [,29] [,30] [,31] [,32] [,33] [1,] NA NA NA NA NA [2,] NA NA NA NA NA [3,] 8.170417e-05 0.0006375665 -4.617848e-05 -0.0003474697 -0.00186480 [4,] NA NA NA NA NA [5,] NA NA NA NA NA [6,] 2.957823e-02 0.0343563228 5.398867e-02 0.0629246852 0.04299583 [,34] [,35] [,36] [,37] [,38] [1,] NA NA NA NA NA [2,] NA NA NA NA NA [3,] 0.002666191 -0.0004805491 0.0005356284 1.384438e-05 -5.954496e-05 [4,] NA NA NA NA NA [5,] NA NA NA NA NA [6,] 0.080479236 0.0365552931 0.0529823134 2.386660e-02 2.242882e-02 [,39] [,40] [,41] [,42] [,43] [,44] [,45] [,46] [,47] [,48] [1,] NA NA NA NA NA NA NA NA NA NA [2,] NA NA NA NA NA NA NA NA NA NA [3,] 0.0001118291 -0.001076092 NA NA NA NA NA NA NA NA [4,] NA NA NA NA NA NA NA NA NA NA [5,] NA NA NA NA NA NA NA NA NA NA [6,] 0.0547875865 0.062880401 NA NA NA NA NA NA NA NA > sapply(mods, function(x) tail(residuals(x), 3)) [,1] [,2] [,3] [,4] [,5] [1,] 0.0000438739 -0.0002672998 -0.001430829 0.0004183927 0.004408037 [2,] -0.0106570524 -0.0109737178 -0.012133437 -0.0102672949 -0.010300829 [3,] 0.0042229912 0.0038897905 0.002869918 0.0047041355 0.005821738 [4,] 0.0038329653 -0.0063326719 -0.047790370 0.0174258190 -0.142307519 [5,] -0.1258433297 -0.1361883725 -0.177510303 -0.1116973985 -0.135430154 [6,] -0.1967164630 -0.2076016940 -0.243940747 -0.1792537242 -0.140241858 [,6] [,7] [,8] [,9] [,10] [1,] 0.004002238 0.001911235 0.004720864 0.004635935 0.002210391 [2,] -0.010676874 -0.012076582 -0.009809016 -0.010080144 -0.012103246 [3,] 0.005446472 0.004390315 0.006440390 0.006049157 0.004200300 [4,] -0.136876284 -0.168335980 -0.135797413 -0.134473459 -0.151304887 [5,] -0.130397150 -0.151456121 -0.125195241 -0.127844025 -0.141882807 [6,] -0.135219285 -0.151109458 -0.127367349 -0.132424257 -0.145253914 [,11] [,12] [,13] [,14] [,15] [1,] 0.001761170 0.001668408 0.004448133 0.002105365 0.002063668 [2,] -0.010954132 -0.012102074 -0.009489065 -0.011935364 -0.011837849 [3,] 0.006152866 0.004469782 0.006226286 0.004324666 0.006005050 [4,] -0.179132795 -0.186621759 -0.131767469 -0.145938021 -0.148139879 [5,] -0.070698483 -0.163375366 -0.143500593 -0.158297368 -0.153147969 [6,] -0.024298031 -0.160178596 -0.133286039 -0.144788246 -0.056053417 [,16] [,17] [,18] [,19] [,20] [1,] 0.001663540 0.0007586967 -0.0018483821 -9.425697e-05 -9.425697e-05 [2,] -0.012351173 -0.0099150435 -0.0127873328 -1.080785e-02 -1.080785e-02 [3,] 0.004519487 0.0051129851 -0.0001734336 3.864951e-03 3.864951e-03 [4,] -0.176292885 0.0257029014 -0.0056338404 1.298343e-02 1.298343e-02 [5,] -0.189265482 -0.1053083511 -0.1365073302 -1.170383e-01 -1.170383e-01 [6,] -0.160577611 -0.1881816356 -0.2028752259 -1.895493e-01 -1.895493e-01 [,21] [,22] [,23] [,24] [,25] [1,] -0.002062814 -0.002062814 0.001081961 0.001081961 0.004930888 [2,] -0.012778583 -0.012778583 -0.009595217 -0.009595217 -0.009619263 [3,] 0.002163017 0.002163017 0.005239294 0.005239294 0.006446378 [4,] -0.017078256 -0.017078256 0.003692584 0.003692584 -0.083978311 [5,] -0.147133175 -0.147133175 -0.126107445 -0.126107445 -0.118634088 [6,] -0.215539373 -0.215539373 -0.195220957 -0.195220957 -0.139960013 [,26] [,27] [,28] [,29] [,30] [1,] 0.007958548 0.006733075 9.232744e-03 0.003069195 0.003310677 [2,] -0.012341188 -0.010151020 -1.101619e-02 -0.012701341 -0.012709521 [3,] -0.001934612 0.004933680 -8.505483e-05 0.003079866 0.002929368 [4,] -0.079977878 -0.079994680 -6.997441e-02 -0.101192255 -0.104105640 [5,] -0.143694020 -0.120277812 -1.332917e-01 -0.138633038 -0.138302578 [6,] -0.154826151 -0.145053874 -1.403056e-01 -0.161405995 -0.159174350 [,31] [,32] [,33] [,34] [,35] [1,] 0.007200325 0.0093251297 0.004720619 0.004720619 0.0012557049 [2,] -0.009366025 -0.0109431121 -0.012754825 -0.012754825 -0.0149060797 [3,] 0.005824471 0.0002960907 0.001909557 0.001909557 -0.0003260228 [4,] -0.090637183 -0.0742255268 0.012645928 0.012645928 -0.0467923780 [5,] -0.130111278 -0.1378090983 -0.068035697 -0.068035697 -0.1145342558 [6,] -0.154393508 -0.1454364519 -0.111601265 -0.111601265 -0.1486770065 [,36] [,37] [,38] [,39] [,40] [1,] 0.0012557049 3.222807e-03 0.00489317 0.006737791 0.006326841 [2,] -0.0149060797 -1.412074e-02 -0.01441868 -0.011860549 -0.012197368 [3,] -0.0003260228 7.483059e-06 -0.00025493 0.003592208 0.001505638 [4,] -0.0467923780 -1.199745e-01 -0.02753768 -0.013840469 -0.003389256 [5,] -0.1145342558 -1.643901e-01 -0.11858171 -0.135057082 -0.102111120 [6,] -0.1486770065 -1.875231e-01 -0.13791887 -0.182140168 -0.127815820 [,41] [,42] [,43] [,44] [,45] [1,] 0.005074408 0.006004894 0.002423600 0.0016221496 0.003170901 [2,] -0.008998245 -0.009858670 -0.011719170 -0.0159526623 -0.014469657 [3,] 0.006110133 0.004848736 0.004143152 -0.0004264964 0.000512633 [4,] -0.074738870 -0.076982358 -0.121391818 -0.0432468242 -0.119770936 [5,] -0.088122464 -0.115138703 -0.136009434 -0.0886935978 -0.151409247 [6,] -0.141934394 -0.163337681 -0.176552322 -0.1499705620 -0.197728345 [,46] [,47] [,48] [1,] 0.004289740 0.001890719 0.002797694 [2,] -0.016653157 -0.012215001 -0.013164409 [3,] 0.002182878 0.004289260 0.003071763 [4,] -0.027440621 -0.171159229 -0.158054074 [5,] -0.082521807 -0.185544263 -0.198701324 [6,] -0.195612179 -0.197080887 -0.208256076 > > sapply(mods, function(x) head(fitted(x), 3)) [,1] [,2] [,3] [,4] [,5] [,6] [1,] 1.0009087 1.0009529 1.0000471 1.0004758 0.9969761 0.9970212 [2,] 0.9972623 0.9973130 0.9963479 0.9967919 0.9985629 0.9986197 [3,] 0.9983657 0.9984162 0.9974515 0.9978960 1.0033010 1.0033557 [4,] 28.2826147 28.2840590 28.2517845 28.2669037 28.4223844 28.4217807 [5,] 28.4728543 28.4745110 28.4401214 28.4557830 28.7318554 28.7310948 [6,] 28.7426064 28.7442562 28.7098855 28.7255613 28.8866400 28.8859072 [,7] [,8] [,9] [,10] [,11] [,12] [1,] 0.9956678 0.9963461 0.001299434 0.0003547858 -0.0005321643 -6.806549e-05 [2,] 0.9973837 0.9979453 0.001778774 0.0008834756 0.0004712847 6.101423e-04 [3,] 1.0020097 1.0026477 0.002517016 0.0015856339 0.0007638402 1.184396e-03 [4,] 28.4014188 28.4092741 0.249748490 0.2431933557 0.1882493115 2.257175e-01 [5,] 28.7124980 28.7190017 0.288963116 0.2827504322 0.2572163725 2.684268e-01 [6,] 28.8656556 28.8730441 0.253753412 0.2472903334 0.1963825460 2.303353e-01 [,13] [,14] [,15] [,16] [,17] [,18] [1,] 0.002185670 0.001239393 5.170443e-04 0.0008331564 0.9970242 0.9970242 [2,] 0.002462168 0.001534433 8.704740e-04 0.0011504379 0.9936375 0.9936375 [3,] 0.002012278 0.001014396 1.453227e-05 0.0005091261 0.9947732 0.9947732 [4,] 0.290555090 0.284831405 2.466869e-01 0.2689285113 28.2297424 28.2297424 [5,] 0.253791351 0.248179817 2.131186e-01 0.2328168951 28.4158975 28.4158975 [6,] 0.243677558 0.237641732 1.848427e-01 0.2196422856 28.6857563 28.6857563 [,19] [,20] [,21] [,22] [,23] [,24] [1,] 1.0013439 1.0008249 1.0009691 1.0010379 1.0007890 0.9991615 [2,] 0.9976688 0.9970114 0.9972612 0.9973552 0.9970795 0.9954526 [3,] 0.9987658 0.9981479 0.9983616 0.9984765 0.9981816 0.9965968 [4,] 28.2219551 28.2200569 28.2712871 28.2219934 28.2372088 28.2152714 [5,] 28.4064061 28.4072995 28.4600601 28.4104247 28.4256855 28.4036086 [6,] 28.6770503 28.6771562 28.7302599 28.6801430 28.6962180 28.6734092 [,25] [,26] [,27] [,28] [,29] [,30] [1,] 0.9925979 0.9925979 0.9969060 0.9969060 0.9966183 0.9960624 [2,] 0.9950826 0.9950826 0.9989583 0.9989583 0.9983649 0.9984278 [3,] 0.9989943 0.9989943 1.0031652 1.0031652 1.0028318 1.0027256 [4,] 28.4084723 28.4084723 28.3887700 28.3887700 28.4104218 28.4056437 [5,] 28.6919170 28.6919170 28.6908379 28.6908379 28.7225109 28.6920062 [6,] 28.8647534 28.8647534 28.8520763 28.8520763 28.8749818 28.8636046 [,31] [,32] [,33] [,34] [,35] [,36] [1,] 0.9967462 0.9970475 0.002964800 -1.566191e-03 0.001580549 0.0005643716 [2,] 0.9985045 0.9990152 0.003750998 -1.208250e-03 0.002583424 0.0013109001 [3,] 1.0029580 1.0033396 0.003911315 -7.532505e-05 0.002831116 0.0013766080 [4,] 28.3860113 28.3770753 0.227004175 1.895208e-01 0.233444707 0.2170176866 [5,] 28.6958640 28.6918869 0.277730460 2.323134e-01 0.283849314 0.2682618171 [6,] 28.8508871 28.8446586 0.228725989 1.811180e-01 0.235031855 0.2116654940 [,37] [,38] [,39] [,40] [,41] [,42] [1,] 0.001086156 0.001159545 0.0009881709 0.002176092 0.003576772 0.0016827874 [2,] 0.001966417 0.002018153 0.0016527252 0.002629021 0.001628267 0.0003227808 [3,] 0.002373531 0.002453100 0.0019613160 0.002779665 0.001358029 0.0001569680 [4,] 0.246133404 0.247571177 0.2152124135 0.207119599 0.221705408 0.2184696452 [5,] 0.304177047 0.305190615 0.2622191478 0.260838222 0.215544135 0.2095319264 [6,] 0.243488573 0.245047428 0.2150355286 0.203128661 0.194313851 0.1929458895 [,43] [,44] [,45] [,46] [,47] [,48] [1,] 0.003393560 0.0018567333 0.003959123 0.003994590 0.003880298 0.0019739327 [2,] 0.001406785 0.0005197752 0.002626233 0.002274246 0.001956690 0.0006134883 [3,] 0.001169772 0.0003031857 0.002564813 0.002243001 0.001585628 0.0003786570 [4,] 0.227653297 0.2336251449 0.291233410 0.288245598 0.220435944 0.2150670208 [5,] 0.222734419 0.2266955940 0.243799106 0.244511219 0.214170541 0.2061344179 [6,] 0.200425543 0.2056854926 0.223476630 0.221801549 0.193361946 0.1903550036 > sapply(mods, function(x) tail(fitted(x), 3)) [,1] [,2] [,3] [,4] [,5] [,6] [1,] 1.477556 1.477867 1.479031 1.477182 1.473192 1.473598 [2,] 1.478057 1.478374 1.479533 1.477667 1.477701 1.478077 [3,] 1.467977 1.468310 1.469330 1.467496 1.466378 1.466754 [4,] 110.376167 110.386333 110.427790 110.362574 110.522308 110.516876 [5,] 110.575843 110.586188 110.627510 110.561697 110.585430 110.580397 [6,] 110.646716 110.657602 110.693941 110.629254 110.590242 110.585219 [,7] [,8] [,9] [,10] [,11] [1,] 1.475689 1.472879 -0.0041359353 -0.0017103905 -0.001261170 [2,] 1.479477 1.477209 -0.0001198563 0.0019032456 0.000754132 [3,] 1.467810 1.465760 -0.0012491574 0.0005996997 -0.001352866 [4,] 110.548336 110.515797 0.3344734591 0.3513048875 0.379132795 [5,] 110.601456 110.575195 0.1978440251 0.2118828075 0.140698483 [6,] 110.601109 110.577367 0.1324242575 0.1452539143 0.024298031 [,12] [,13] [,14] [,15] [,16] [1,] -0.001168408 -0.0039481332 -0.0016053652 -0.001563668 -0.0011635402 [2,] 0.001902074 -0.0007109355 0.0017353637 0.001637849 0.0021511734 [3,] 0.000330218 -0.0014262855 0.0004753343 -0.001205050 0.0002805132 [4,] 0.386621759 0.3317674689 0.3459380207 0.348139879 0.3762928845 [5,] 0.233375366 0.2135005935 0.2282973675 0.223147969 0.2592654816 [6,] 0.160178596 0.1332860394 0.1447882464 0.056053417 0.1605776114 [,17] [,18] [,19] [,20] [,21] [,22] [1,] 1.476841 1.479448 1.477694 1.477694 1.479663 1.479663 [2,] 1.477315 1.480187 1.478208 1.478208 1.480179 1.480179 [3,] 1.467087 1.472373 1.468335 1.468335 1.470037 1.470037 [4,] 110.354297 110.385634 110.367017 110.367017 110.397078 110.397078 [5,] 110.555308 110.586507 110.567038 110.567038 110.597133 110.597133 [6,] 110.638182 110.652875 110.639549 110.639549 110.665539 110.665539 [,23] [,24] [,25] [,26] [,27] [,28] [1,] 1.476518 1.476518 1.472669 1.469641 1.470867 1.468367 [2,] 1.476995 1.476995 1.477019 1.479741 1.477551 1.478416 [3,] 1.466961 1.466961 1.465754 1.474135 1.467266 1.472285 [4,] 110.376307 110.376307 110.463978 110.459978 110.459995 110.449974 [5,] 110.576107 110.576107 110.568634 110.593694 110.570278 110.583292 [6,] 110.645221 110.645221 110.589960 110.604826 110.595054 110.590306 [,29] [,30] [,31] [,32] [,33] [,34] [1,] 1.474531 1.474289 1.470400 1.468275 -0.004220619 -0.004220619 [2,] 1.480101 1.480110 1.476766 1.478343 0.002554825 0.002554825 [3,] 1.469120 1.469271 1.466376 1.471904 0.002890443 0.002890443 [4,] 110.481192 110.484106 110.470637 110.454226 0.187354072 0.187354072 [5,] 110.588633 110.588303 110.580111 110.587809 0.138035697 0.138035697 [6,] 110.611406 110.609174 110.604394 110.595436 0.111601265 0.111601265 [,35] [,36] [,37] [,38] [,39] [1,] -0.0007557049 -0.0007557049 -0.002722807 -0.004393170 -0.006237791 [2,] 0.0047060797 0.0047060797 0.003920743 0.004218684 0.001660549 [3,] 0.0051260228 0.0051260228 0.004792517 0.005054930 0.001207792 [4,] 0.2467923780 0.2467923780 0.319974470 0.227537683 0.213840469 [5,] 0.1845342558 0.1845342558 0.234390088 0.188581705 0.205057082 [6,] 0.1486770065 0.1486770065 0.187523106 0.137918871 0.182140168 [,40] [,41] [,42] [,43] [,44] [1,] -0.005826841 -0.004574408 -5.504894e-03 -0.0019235999 -0.001122150 [2,] 0.001997368 -0.001201755 -3.413303e-04 0.0015191704 0.005752662 [3,] 0.003294362 -0.001310133 -4.873627e-05 0.0006568483 0.005226496 [4,] 0.203389256 0.274738870 2.769824e-01 0.3213918182 0.243246824 [5,] 0.172111120 0.158122464 1.851387e-01 0.2060094340 0.158693598 [6,] 0.127815820 0.141934394 1.633377e-01 0.1765523223 0.149970562 [,45] [,46] [,47] [,48] [1,] -0.002670901 -0.003789740 -0.0013907190 -0.002297694 [2,] 0.004269657 0.006453157 0.0020150009 0.002964409 [3,] 0.004287367 0.002617122 0.0005107403 0.001728237 [4,] 0.319770936 0.227440621 0.3711592295 0.358054074 [5,] 0.221409247 0.152521807 0.2555442634 0.268701324 [6,] 0.197728345 0.195612179 0.1970808866 0.208256076 > > > ## > suppressMessages(suppressWarnings(sapply(mods, tsDyn:::mod_refit_check))) [1] TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE [16] TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE [31] TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE TRUE [46] TRUE TRUE TRUE > > ## Linear models > sapply(mods_Linear, \(x) round(confint(x),3)) [[1]] 2.5 % 97.5 % dolcan:Intercept -0.014 0.035 dolcan:Trend 0.379 0.379 dolcan:dolcan-1 -0.018 0.018 dolcan:cpiUSA-1 -0.001 0.000 cpiUSA:Intercept 0.652 1.322 cpiUSA:Trend -0.142 -0.137 cpiUSA:dolcan-1 -0.239 0.239 cpiUSA:cpiUSA-1 0.993 1.011 [[2]] 2.5 % 97.5 % dolcan:Intercept -0.003 0.029 dolcan:dolcan-1 0.438 0.473 dolcan:cpiUSA-1 0.987 0.987 cpiUSA:Intercept -0.361 0.079 cpiUSA:dolcan-1 -0.239 0.239 cpiUSA:cpiUSA-1 0.998 1.001 [[3]] 2.5 % 97.5 % dolcan:dolcan-1 0.996 1.005 dolcan:cpiUSA-1 0.335 0.335 cpiUSA:dolcan-1 -0.066 0.066 cpiUSA:cpiUSA-1 0.997 0.999 [[4]] 2.5 % 97.5 % dolcan:Trend 0.000 0.000 dolcan:dolcan-1 -0.016 0.011 dolcan:cpiUSA-1 0.991 0.992 cpiUSA:Trend 0.035 0.038 cpiUSA:dolcan-1 -0.183 0.183 cpiUSA:cpiUSA-1 1.002 1.016 [[5]] 2.5 % 97.5 % dolcan:Intercept -0.011 0.038 dolcan:Trend 0.283 0.283 dolcan:dolcan-1 -0.109 0.109 dolcan:cpiUSA-1 -0.008 0.008 dolcan:dolcan-2 1.041 1.259 dolcan:cpiUSA-2 0.525 0.541 cpiUSA:Intercept -0.306 0.299 cpiUSA:Trend 1.455 1.460 cpiUSA:dolcan-1 -1.511 1.179 cpiUSA:cpiUSA-1 -0.704 -0.506 cpiUSA:dolcan-2 -1.340 1.348 cpiUSA:cpiUSA-2 -0.558 -0.360 [[6]] 2.5 % 97.5 % dolcan:Intercept 0.000 0.033 dolcan:dolcan-1 0.137 0.355 dolcan:cpiUSA-1 1.143 1.159 dolcan:dolcan-2 0.421 0.638 dolcan:cpiUSA-2 -0.012 0.004 cpiUSA:Intercept 1.254 1.660 cpiUSA:dolcan-1 -1.510 1.177 cpiUSA:cpiUSA-1 -0.699 -0.502 cpiUSA:dolcan-2 -1.338 1.346 cpiUSA:cpiUSA-2 -0.556 -0.359 [[7]] 2.5 % 97.5 % dolcan:dolcan-1 1.052 1.270 dolcan:cpiUSA-1 0.676 0.692 dolcan:dolcan-2 -0.111 0.107 dolcan:cpiUSA-2 1.476 1.491 cpiUSA:dolcan-1 -1.507 1.187 cpiUSA:cpiUSA-1 -0.604 -0.411 cpiUSA:dolcan-2 -1.348 1.352 cpiUSA:cpiUSA-2 -0.581 -0.388 [[8]] 2.5 % 97.5 % dolcan:Trend 0.000 0.000 dolcan:dolcan-1 -0.110 0.108 dolcan:cpiUSA-1 1.146 1.161 dolcan:dolcan-2 0.489 0.707 dolcan:cpiUSA-2 -0.011 0.005 cpiUSA:Trend 1.468 1.471 cpiUSA:dolcan-1 -1.511 1.186 cpiUSA:cpiUSA-1 -0.637 -0.440 cpiUSA:dolcan-2 -1.344 1.351 cpiUSA:cpiUSA-2 -0.565 -0.367 [[9]] 2.5 % 97.5 % dolcan:ECT -0.032 0.002 dolcan:Intercept -0.061 -0.040 dolcan:Trend 0.011 0.011 dolcan:dolcan-1 0.084 0.302 dolcan:cpiUSA-1 -0.008 0.008 cpiUSA:ECT -0.205 0.204 cpiUSA:Intercept 0.038 0.293 cpiUSA:Trend 0.587 0.588 cpiUSA:dolcan-1 -1.346 1.338 cpiUSA:cpiUSA-1 0.358 0.556 [[10]] 2.5 % 97.5 % dolcan:ECT -0.006 0.004 dolcan:Intercept 0.044 0.049 dolcan:dolcan-1 -0.107 0.111 dolcan:cpiUSA-1 0.124 0.140 cpiUSA:ECT 0.099 0.220 cpiUSA:Intercept 0.515 0.576 cpiUSA:dolcan-1 -1.342 1.336 cpiUSA:cpiUSA-1 0.366 0.562 [[11]] 2.5 % 97.5 % dolcan:ECT -0.006 0.004 dolcan:dolcan-1 -0.036 0.182 dolcan:cpiUSA-1 0.163 0.173 cpiUSA:ECT 1.010 1.144 cpiUSA:dolcan-1 -1.471 1.476 cpiUSA:cpiUSA-1 0.736 0.865 [[12]] 2.5 % 97.5 % dolcan:ECT -0.005 0.007 dolcan:Trend 0.239 0.239 dolcan:dolcan-1 -0.109 0.109 dolcan:cpiUSA-1 -0.007 0.008 cpiUSA:ECT 0.087 0.235 cpiUSA:Trend 0.508 0.508 cpiUSA:dolcan-1 -1.359 1.356 cpiUSA:cpiUSA-1 0.410 0.600 [[13]] 2.5 % 97.5 % dolcan:ECT -0.032 0.002 dolcan:Intercept -0.050 -0.029 dolcan:Trend 0.012 0.012 dolcan:dolcan-1 0.074 0.295 dolcan:cpiUSA-1 -0.009 0.009 dolcan:dolcan-2 -0.111 0.111 dolcan:cpiUSA-2 0.159 0.177 cpiUSA:ECT 0.485 0.899 cpiUSA:Intercept -0.134 0.129 cpiUSA:Trend 0.453 0.454 cpiUSA:dolcan-1 -1.386 1.342 cpiUSA:cpiUSA-1 -0.741 -0.519 cpiUSA:dolcan-2 -1.373 1.367 cpiUSA:cpiUSA-2 -0.100 0.122 [[14]] 2.5 % 97.5 % dolcan:ECT -0.006 0.004 dolcan:Intercept 0.043 0.049 dolcan:dolcan-1 -0.108 0.113 dolcan:cpiUSA-1 0.121 0.139 dolcan:dolcan-2 0.053 0.274 dolcan:cpiUSA-2 0.657 0.675 cpiUSA:ECT -0.063 0.060 cpiUSA:Intercept 0.423 0.492 cpiUSA:dolcan-1 -1.393 1.332 cpiUSA:cpiUSA-1 -0.792 -0.570 cpiUSA:dolcan-2 -1.366 1.362 cpiUSA:cpiUSA-2 -0.095 0.127 [[15]] 2.5 % 97.5 % dolcan:ECT -0.006 0.004 dolcan:dolcan-1 -0.050 0.172 dolcan:cpiUSA-1 0.164 0.180 dolcan:dolcan-2 1.018 1.240 dolcan:cpiUSA-2 -0.007 0.010 cpiUSA:ECT 0.572 0.705 cpiUSA:dolcan-1 -1.494 1.443 cpiUSA:cpiUSA-1 -0.517 -0.300 cpiUSA:dolcan-2 -1.473 1.476 cpiUSA:cpiUSA-2 0.094 0.309 [[16]] 2.5 % 97.5 % dolcan:ECT -0.005 0.008 dolcan:Trend 0.230 0.230 dolcan:dolcan-1 -0.111 0.111 dolcan:cpiUSA-1 -0.008 0.009 dolcan:dolcan-2 0.054 0.277 dolcan:cpiUSA-2 0.646 0.664 cpiUSA:ECT -0.079 0.078 cpiUSA:Trend 0.484 0.484 cpiUSA:dolcan-1 -1.409 1.348 cpiUSA:cpiUSA-1 -0.872 -0.652 cpiUSA:dolcan-2 -1.382 1.380 cpiUSA:cpiUSA-2 -0.066 0.154 > map_dfr(mods_Linear, \(x) tidy(x) |> + mutate(across(where(is.numeric), ~round(., 3)))) equation term estimate std.error statistic p.value 1 dolcan Intercept 0.010 0.012 0.838 0.403 2 dolcan Trend 0.000 0.000 -0.249 0.803 3 dolcan dolcan -1 0.987 0.009 110.837 0.000 4 dolcan cpiUSA -1 0.000 0.000 0.442 0.659 5 cpiUSA Intercept 0.379 0.170 2.226 0.027 6 cpiUSA Trend -0.001 0.001 -0.596 0.551 7 cpiUSA dolcan -1 -0.140 0.122 -1.147 0.252 8 cpiUSA cpiUSA -1 1.002 0.004 222.856 0.000 9 dolcan Intercept 0.013 0.008 1.559 0.120 10 dolcan dolcan -1 0.987 0.009 111.020 0.000 11 dolcan cpiUSA -1 0.000 0.000 1.252 0.212 12 cpiUSA Intercept 0.455 0.112 4.065 0.000 13 cpiUSA dolcan -1 -0.141 0.121 -1.162 0.246 14 cpiUSA cpiUSA -1 1.000 0.001 1421.261 0.000 15 dolcan dolcan -1 1.000 0.002 419.096 0.000 16 dolcan cpiUSA -1 0.000 0.000 0.307 0.759 17 cpiUSA dolcan -1 0.335 0.033 10.043 0.000 18 cpiUSA cpiUSA -1 0.998 0.001 1830.173 0.000 19 dolcan Trend 0.000 0.000 -1.336 0.183 20 dolcan dolcan -1 0.992 0.007 146.709 0.000 21 dolcan cpiUSA -1 0.000 0.000 1.368 0.172 22 cpiUSA Trend -0.003 0.001 -3.427 0.001 23 cpiUSA dolcan -1 0.037 0.093 0.393 0.694 24 cpiUSA cpiUSA -1 1.009 0.003 302.527 0.000 25 dolcan Intercept 0.014 0.012 1.092 0.275 26 dolcan Trend 0.000 0.000 -0.299 0.765 27 dolcan dolcan -1 1.150 0.055 20.756 0.000 28 dolcan cpiUSA -1 -0.004 0.004 -0.920 0.358 29 dolcan dolcan -2 -0.166 0.055 -2.999 0.003 30 dolcan cpiUSA -2 0.004 0.004 0.957 0.339 31 cpiUSA Intercept 0.283 0.154 1.843 0.066 32 cpiUSA Trend 0.000 0.001 0.325 0.746 33 cpiUSA dolcan -1 0.533 0.684 0.780 0.436 34 cpiUSA cpiUSA -1 1.458 0.050 29.055 0.000 35 cpiUSA dolcan -2 -0.605 0.683 -0.885 0.377 36 cpiUSA cpiUSA -2 -0.459 0.050 -9.106 0.000 37 dolcan Intercept 0.016 0.008 1.959 0.051 38 dolcan dolcan -1 1.151 0.055 20.794 0.000 39 dolcan cpiUSA -1 -0.004 0.004 -0.914 0.362 40 dolcan dolcan -2 -0.166 0.055 -3.009 0.003 41 dolcan cpiUSA -2 0.004 0.004 0.932 0.352 42 cpiUSA Intercept 0.246 0.103 2.388 0.018 43 cpiUSA dolcan -1 0.529 0.683 0.776 0.439 44 cpiUSA cpiUSA -1 1.457 0.050 29.098 0.000 45 cpiUSA dolcan -2 -0.601 0.682 -0.880 0.379 46 cpiUSA cpiUSA -2 -0.457 0.050 -9.136 0.000 47 dolcan dolcan -1 1.161 0.055 20.982 0.000 48 dolcan cpiUSA -1 -0.002 0.004 -0.490 0.625 49 dolcan dolcan -2 -0.160 0.055 -2.889 0.004 50 dolcan cpiUSA -2 0.002 0.004 0.493 0.622 51 cpiUSA dolcan -1 0.684 0.685 1.000 0.318 52 cpiUSA cpiUSA -1 1.484 0.049 30.161 0.000 53 cpiUSA dolcan -2 -0.507 0.686 -0.739 0.460 54 cpiUSA cpiUSA -2 -0.485 0.049 -9.877 0.000 55 dolcan Trend 0.000 0.000 -1.649 0.100 56 dolcan dolcan -1 1.153 0.055 20.833 0.000 57 dolcan cpiUSA -1 -0.003 0.004 -0.786 0.432 58 dolcan dolcan -2 -0.163 0.055 -2.944 0.003 59 dolcan cpiUSA -2 0.004 0.004 0.878 0.381 60 cpiUSA Trend -0.001 0.001 -1.543 0.124 61 cpiUSA dolcan -1 0.598 0.685 0.872 0.384 62 cpiUSA cpiUSA -1 1.469 0.050 29.426 0.000 63 cpiUSA dolcan -2 -0.538 0.685 -0.786 0.432 64 cpiUSA cpiUSA -2 -0.466 0.050 -9.234 0.000 65 dolcan ECT -0.015 0.008 -1.787 0.075 66 dolcan Intercept 0.011 0.005 2.088 0.038 67 dolcan Trend 0.000 0.000 -1.735 0.084 68 dolcan dolcan -1 0.166 0.055 2.996 0.003 69 dolcan cpiUSA -1 -0.004 0.004 -0.977 0.329 70 cpiUSA ECT -0.050 0.104 -0.484 0.629 71 cpiUSA Intercept 0.193 0.065 2.972 0.003 72 cpiUSA Trend 0.000 0.000 -0.975 0.330 73 cpiUSA dolcan -1 0.587 0.682 0.861 0.390 74 cpiUSA cpiUSA -1 0.457 0.050 9.091 0.000 75 dolcan ECT -0.001 0.003 -0.439 0.661 76 dolcan Intercept 0.002 0.001 1.678 0.094 77 dolcan dolcan -1 0.160 0.055 2.884 0.004 78 dolcan cpiUSA -1 -0.003 0.004 -0.743 0.458 79 cpiUSA ECT 0.047 0.031 1.503 0.134 80 cpiUSA Intercept 0.132 0.016 8.446 0.000 81 cpiUSA dolcan -1 0.545 0.681 0.801 0.424 82 cpiUSA cpiUSA -1 0.464 0.050 9.314 0.000 83 dolcan ECT -0.001 0.003 -0.269 0.788 84 dolcan dolcan -1 0.168 0.055 3.043 0.003 85 dolcan cpiUSA -1 0.002 0.002 1.000 0.318 86 cpiUSA ECT 0.073 0.034 2.149 0.032 87 cpiUSA dolcan -1 1.077 0.749 1.438 0.151 88 cpiUSA cpiUSA -1 0.800 0.033 24.314 0.000 89 dolcan ECT 0.001 0.003 0.453 0.651 90 dolcan Trend 0.000 0.000 1.212 0.227 91 dolcan dolcan -1 0.161 0.056 2.902 0.004 92 dolcan cpiUSA -1 -0.001 0.004 -0.317 0.752 93 cpiUSA ECT 0.239 0.038 6.342 0.000 94 cpiUSA Trend 0.001 0.000 7.869 0.000 95 cpiUSA dolcan -1 0.508 0.690 0.737 0.462 96 cpiUSA cpiUSA -1 0.505 0.048 10.495 0.000 97 dolcan ECT -0.015 0.009 -1.788 0.075 98 dolcan Intercept 0.012 0.005 2.140 0.033 99 dolcan Trend 0.000 0.000 -1.746 0.082 100 dolcan dolcan -1 0.168 0.056 2.987 0.003 101 dolcan cpiUSA -1 -0.003 0.005 -0.555 0.579 102 dolcan dolcan -2 -0.022 0.056 -0.389 0.697 103 dolcan cpiUSA -2 -0.003 0.005 -0.673 0.502 104 cpiUSA ECT -0.040 0.105 -0.379 0.705 105 cpiUSA Intercept 0.185 0.067 2.773 0.006 106 cpiUSA Trend 0.000 0.000 -0.856 0.393 107 cpiUSA dolcan -1 0.692 0.693 0.998 0.319 108 cpiUSA cpiUSA -1 0.454 0.057 8.031 0.000 109 cpiUSA dolcan -2 -0.630 0.696 -0.905 0.366 110 cpiUSA cpiUSA -2 0.011 0.057 0.194 0.846 111 dolcan ECT -0.001 0.003 -0.406 0.685 112 dolcan Intercept 0.002 0.001 1.731 0.084 113 dolcan dolcan -1 0.164 0.056 2.903 0.004 114 dolcan cpiUSA -1 -0.002 0.005 -0.413 0.680 115 dolcan dolcan -2 -0.030 0.056 -0.538 0.591 116 dolcan cpiUSA -2 -0.002 0.005 -0.501 0.616 117 cpiUSA ECT 0.046 0.031 1.476 0.141 118 cpiUSA Intercept 0.130 0.017 7.435 0.000 119 cpiUSA dolcan -1 0.666 0.692 0.961 0.337 120 cpiUSA cpiUSA -1 0.458 0.056 8.131 0.000 121 cpiUSA dolcan -2 -0.681 0.693 -0.982 0.327 122 cpiUSA cpiUSA -2 0.016 0.056 0.280 0.780 123 dolcan ECT -0.001 0.003 -0.296 0.768 124 dolcan dolcan -1 0.172 0.056 3.062 0.002 125 dolcan cpiUSA -1 0.002 0.004 0.369 0.712 126 dolcan dolcan -2 -0.025 0.057 -0.446 0.656 127 dolcan cpiUSA -2 0.001 0.004 0.297 0.767 128 cpiUSA ECT 0.061 0.034 1.803 0.072 129 cpiUSA dolcan -1 1.129 0.746 1.512 0.131 130 cpiUSA cpiUSA -1 0.638 0.055 11.614 0.000 131 cpiUSA dolcan -2 -0.409 0.749 -0.545 0.586 132 cpiUSA cpiUSA -2 0.202 0.055 3.689 0.000 133 dolcan ECT 0.002 0.003 0.513 0.608 134 dolcan Trend 0.000 0.000 1.211 0.227 135 dolcan dolcan -1 0.166 0.057 2.930 0.004 136 dolcan cpiUSA -1 -0.001 0.005 -0.148 0.883 137 dolcan dolcan -2 -0.030 0.057 -0.534 0.594 138 dolcan cpiUSA -2 -0.001 0.005 -0.225 0.822 139 cpiUSA ECT 0.230 0.040 5.757 0.000 140 cpiUSA Trend 0.001 0.000 6.875 0.000 141 cpiUSA dolcan -1 0.655 0.701 0.935 0.350 142 cpiUSA cpiUSA -1 0.484 0.056 8.631 0.000 143 cpiUSA dolcan -2 -0.762 0.702 -1.086 0.278 144 cpiUSA cpiUSA -2 0.044 0.056 0.788 0.431 > > ## Non linear functions > sapply(mods_nonLIn, function(x) head(regime(x), 3)) [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14] [1,] NA NA NA NA NA NA NA NA NA NA NA NA NA NA [2,] 1 1 1 1 1 1 1 1 NA NA NA NA NA NA [3,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26] [1,] NA NA NA NA NA NA NA NA NA NA NA NA [2,] NA NA NA NA NA NA NA NA NA NA NA NA [3,] 1 1 2 3 2 3 2 3 2 3 NA NA [,27] [,28] [,29] [,30] [,31] [,32] [1,] NA NA NA NA NA NA [2,] NA NA NA NA NA NA [3,] NA NA NA NA NA NA > sapply(mods_nonLIn, function(x) tail(regime(x), 3)) [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14] [1,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3 [2,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3 [3,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3 [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26] [1,] 2 3 1 1 1 1 1 1 1 1 1 1 [2,] 2 3 1 1 1 1 1 1 1 1 1 1 [3,] 2 3 1 1 1 1 1 1 1 1 1 1 [,27] [,28] [,29] [,30] [,31] [,32] [1,] 1 1 1 1 1 1 [2,] 1 1 1 1 1 1 [3,] 1 1 1 1 1 1 > > sapply(mods_nonLIn, function(x) head(regime(x, initVal=FALSE), 3)) [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14] [1,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 [2,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 [3,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26] [1,] 1 1 2 3 2 3 2 3 2 3 2 3 [2,] 1 1 2 3 2 3 2 3 2 3 2 3 [3,] 1 1 2 3 2 3 2 3 2 3 2 3 [,27] [,28] [,29] [,30] [,31] [,32] [1,] 2 3 2 3 2 3 [2,] 2 3 2 3 2 3 [3,] 2 3 2 3 2 3 > sapply(mods_nonLIn, function(x) tail(regime(x, initVal=FALSE), 3)) [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14] [1,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3 [2,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3 [3,] 2 3 2 3 2 3 2 3 2 3 2 3 2 3 [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26] [1,] 2 3 1 1 1 1 1 1 1 1 1 1 [2,] 2 3 1 1 1 1 1 1 1 1 1 1 [3,] 2 3 1 1 1 1 1 1 1 1 1 1 [,27] [,28] [,29] [,30] [,31] [,32] [1,] 1 1 1 1 1 1 [2,] 1 1 1 1 1 1 [3,] 1 1 1 1 1 1 > > sapply(mods_nonLIn, function(x) head(regime(x, time=FALSE), 3)) [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14] [1,] NA NA NA NA NA NA NA NA NA NA NA NA NA NA [2,] 1 1 1 1 1 1 1 1 NA NA NA NA NA NA [3,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26] [1,] NA NA NA NA NA NA NA NA NA NA NA NA [2,] NA NA NA NA NA NA NA NA NA NA NA NA [3,] 1 1 2 3 2 3 2 3 2 3 NA NA [,27] [,28] [,29] [,30] [,31] [,32] [1,] NA NA NA NA NA NA [2,] NA NA NA NA NA NA [3,] NA NA NA NA NA NA > sapply(mods_nonLIn, function(x) head(regime(x, time=FALSE, initVal=FALSE), 3)) [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14] [1,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 [2,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 [3,] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 [,15] [,16] [,17] [,18] [,19] [,20] [,21] [,22] [,23] [,24] [,25] [,26] [1,] 1 1 2 3 2 3 2 3 2 3 2 3 [2,] 1 1 2 3 2 3 2 3 2 3 2 3 [3,] 1 1 2 3 2 3 2 3 2 3 2 3 [,27] [,28] [,29] [,30] [,31] [,32] [1,] 2 3 2 3 2 3 [2,] 2 3 2 3 2 3 [3,] 2 3 2 3 2 3 > > > ## toLatex > sapply(mods, toLatex) [[1]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \begin{smatrix} %const 0.0104 \\ 0.3790 \end{smatrix}+\begin{smatrix} %trend -2.2\text{e-05} \\ -0.0007 \end{smatrix}t +\begin{smatrix} %Lag1 0.9871 & 0.0001 \\ -0.1395 & 1.0023 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} \end{equation} [[2]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \begin{smatrix} %const 0.0128 \\ 0.4554 \end{smatrix} +\begin{smatrix} %Lag1 0.9871 & 6.4\text{e-05} \\ -0.1411 & 0.9996 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} \end{equation} [[3]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= +\begin{smatrix} %Lag1 1.0004 & 1.2\text{e-05} \\ 0.3346 & 0.9978 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} \end{equation} [[4]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \begin{smatrix} %trend -7.7\text{e-05} \\ -0.0027 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.9920 & 0.0003 \\ 0.0365 & 1.0090 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} \end{equation} [[5]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \begin{smatrix} %const 0.0136 \\ 0.2832 \end{smatrix}+\begin{smatrix} %trend -2.6\text{e-05} \\ 0.0003 \end{smatrix}t +\begin{smatrix} %Lag1 1.1504 & -0.0037 \\ 0.5332 & 1.4575 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1661 & 0.0039 \\ -0.6049 & -0.4591 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} \end{equation} [[6]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \begin{smatrix} %const 0.0164 \\ 0.2463 \end{smatrix} +\begin{smatrix} %Lag1 1.1507 & -0.0037 \\ 0.5294 & 1.4571 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1664 & 0.0038 \\ -0.6006 & -0.4574 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} \end{equation} [[7]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= +\begin{smatrix} %Lag1 1.1610 & -0.0019 \\ 0.6843 & 1.4836 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1602 & 0.0020 \\ -0.5073 & -0.4848 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} \end{equation} [[8]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \begin{smatrix} %trend -9.6\text{e-05} \\ -0.0011 \end{smatrix} %trend +\begin{smatrix} %Lag1 1.1535 & -0.0032 \\ 0.5978 & 1.4694 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1629 & 0.0036 \\ -0.5384 & -0.4660 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} \end{equation} [[9]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT -0.0151 \\ -0.0503 \end{smatrix}ECT_{-1} \begin{smatrix} %const 0.0110 \\ 0.1931 \end{smatrix}+\begin{smatrix} %trend -4.5\text{e-05} \\ -0.0003 \end{smatrix}t +\begin{smatrix} %Lag1 0.1656 & -0.0040 \\ 0.5872 & 0.4569 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} \end{equation} [[10]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT -0.0011 \\ 0.0466 \end{smatrix}ECT_{-1} \begin{smatrix} %const 0.0021 \\ 0.1316 \end{smatrix} +\begin{smatrix} %Lag1 0.1595 & -0.0030 \\ 0.5453 & 0.4636 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} \end{equation} [[11]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT -0.0007 \\ 0.0732 \end{smatrix}ECT_{-1} +\begin{smatrix} %Lag1 0.1681 & 0.0024 \\ 1.0771 & 0.8004 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} \end{equation} [[12]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT 0.0014 \\ 0.2386 \end{smatrix}ECT_{-1} \begin{smatrix} %trend 7.6\text{e-06} \\ 0.0006 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1611 & -0.0012 \\ 0.5082 & 0.5052 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} \end{equation} [[13]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT -0.0152 \\ -0.0398 \end{smatrix}ECT_{-1} \begin{smatrix} %const 0.0116 \\ 0.1849 \end{smatrix}+\begin{smatrix} %trend -4.6\text{e-05} \\ -0.0003 \end{smatrix}t +\begin{smatrix} %Lag1 0.1679 & -0.0025 \\ 0.6918 & 0.4539 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0220 & -0.0031 \\ -0.6301 & 0.0110 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} \end{equation} [[14]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT -0.0010 \\ 0.0461 \end{smatrix}ECT_{-1} \begin{smatrix} %const 0.0025 \\ 0.1298 \end{smatrix} +\begin{smatrix} %Lag1 0.1635 & -0.0019 \\ 0.6656 & 0.4578 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0303 & -0.0023 \\ -0.6808 & 0.0158 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} \end{equation} [[15]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT -0.0008 \\ 0.0609 \end{smatrix}ECT_{-1} +\begin{smatrix} %Lag1 0.1723 & 0.0015 \\ 1.1289 & 0.6385 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0252 & 0.0012 \\ -0.4086 & 0.2017 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} \end{equation} [[16]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT 0.0017 \\ 0.2304 \end{smatrix}ECT_{-1} \begin{smatrix} %trend 8.4\text{e-06} \\ 0.0006 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1656 & -0.0007 \\ 0.6551 & 0.4838 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0302 & -0.0010 \\ -0.7619 & 0.0441 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} \end{equation} [[17]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const 0.0821 \\ -0.5559 \end{smatrix}+\begin{smatrix} %trend 0.0007 \\ -0.0018 \end{smatrix}t +\begin{smatrix} %Lag1 0.9823 & -0.0024 \\ 0.7181 & 1.0032 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ \begin{smatrix} %const -0.0135 \\ 2.2021 \end{smatrix}+\begin{smatrix} %trend -0.0002 \\ 0.0073 \end{smatrix}t +\begin{smatrix} %Lag1 0.9915 & 0.0007 \\ -0.7468 & 0.9702 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.1439 \\ \end{array} \right. \end{equation} [[18]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const 0.0821 \\ -0.5559 \end{smatrix}+\begin{smatrix} %trend 0.0007 \\ -0.0018 \end{smatrix}t +\begin{smatrix} %Lag1 0.9823 & -0.0024 \\ 0.7181 & 1.0032 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ \begin{smatrix} %const -0.0213 \\ 2.0413 \end{smatrix}+\begin{smatrix} %trend -0.0002 \\ 0.0064 \end{smatrix}t +\begin{smatrix} %Lag1 0.9952 & 0.0008 \\ -0.6686 & 0.9732 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if } 1.1439 < \text{Th} < 1.3893 \\ \begin{smatrix} %const 0.3579 \\ -1.2736 \end{smatrix}+\begin{smatrix} %trend 0.0014 \\ -0.0035 \end{smatrix}t +\begin{smatrix} %Lag1 0.8674 & -0.0056 \\ 0.1600 & 1.0215 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.3893 \\ \end{array} \right. \end{equation} [[19]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const 0.0077 \\ -1.0125 \end{smatrix} +\begin{smatrix} %Lag1 0.9940 & 1.4\text{e-05} \\ 1.3416 & 0.9969 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.2252 \\ \begin{smatrix} %const 0.0305 \\ 0.4650 \end{smatrix} +\begin{smatrix} %Lag1 0.9689 & 0.0001 \\ -0.2413 & 1.0007 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[20]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const -0.0298 \\ -0.2707 \end{smatrix} +\begin{smatrix} %Lag1 1.0311 & 8.4\text{e-06} \\ 0.5938 & 0.9971 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ \begin{smatrix} %const 0.0672 \\ 1.9185 \end{smatrix} +\begin{smatrix} %Lag1 0.9434 & 1.1\text{e-05} \\ -1.0550 & 0.9957 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if } 1.1439 < \text{Th} < 1.2252 \\ \begin{smatrix} %const 0.0305 \\ 0.4650 \end{smatrix} +\begin{smatrix} %Lag1 0.9689 & 0.0001 \\ -0.2413 & 1.0007 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[21]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} +\begin{smatrix} %Lag1 1.0018 & -6\text{e-06} \\ 0.3056 & 0.9995 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.2252 \\ +\begin{smatrix} %Lag1 0.9949 & 9.2\text{e-05} \\ 0.1555 & 0.9999 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[22]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} +\begin{smatrix} %Lag1 0.9995 & 8.1\text{e-05} \\ 0.3063 & 0.9977 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ +\begin{smatrix} %Lag1 0.9998 & 1.9\text{e-05} \\ 0.5560 & 0.9960 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if } 1.1439 < \text{Th} < 1.2252 \\ +\begin{smatrix} %Lag1 0.9949 & 9.2\text{e-05} \\ 0.1555 & 0.9999 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[23]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %trend 2.1\text{e-05} \\ 0.0039 \end{smatrix} %trend +\begin{smatrix} %Lag1 1.0038 & -8.5\text{e-05} \\ 0.6855 & 0.9846 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.2252 \\ \begin{smatrix} %trend -0.0002 \\ -0.0014 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.9703 & 0.0010 \\ -0.0072 & 1.0059 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[24]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %trend 0.0003 \\ 0.0010 \end{smatrix} %trend +\begin{smatrix} %Lag1 1.0280 & -0.0010 \\ 0.4086 & 0.9938 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ \begin{smatrix} %trend -0.0002 \\ 0.0017 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.9847 & 0.0007 \\ 0.7017 & 0.9899 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if } 1.1439 < \text{Th} < 1.2252 \\ \begin{smatrix} %trend -0.0002 \\ -0.0014 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.9703 & 0.0010 \\ -0.0072 & 1.0059 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[25]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const 0.0923 \\ -0.3846 \end{smatrix}+\begin{smatrix} %trend 0.0007 \\ -0.0006 \end{smatrix}t +\begin{smatrix} %Lag1 1.1164 & 0.0057 \\ -0.0579 & 1.2098 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1477 & -0.0081 \\ 0.6665 & -0.2107 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ \begin{smatrix} %const 0.0006 \\ 1.6399 \end{smatrix}+\begin{smatrix} %trend -0.0001 \\ 0.0060 \end{smatrix}t +\begin{smatrix} %Lag1 1.1410 & -0.0035 \\ 0.5722 & 1.3343 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1549 & 0.0040 \\ -1.1085 & -0.3583 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.1439 \\ \end{array} \right. \end{equation} [[26]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const 0.0923 \\ -0.3846 \end{smatrix}+\begin{smatrix} %trend 0.0007 \\ -0.0006 \end{smatrix}t +\begin{smatrix} %Lag1 1.1164 & 0.0057 \\ -0.0579 & 1.2098 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1477 & -0.0081 \\ 0.6665 & -0.2107 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ \begin{smatrix} %const -0.0154 \\ 1.5002 \end{smatrix}+\begin{smatrix} %trend -0.0002 \\ 0.0054 \end{smatrix}t +\begin{smatrix} %Lag1 1.1806 & 0.0010 \\ 0.5086 & 1.3202 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1865 & -0.0003 \\ -0.9522 & -0.3425 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if } 1.1439 < \text{Th} < 1.3893 \\ \begin{smatrix} %const 0.3044 \\ 1.2815 \end{smatrix}+\begin{smatrix} %trend 0.0012 \\ 0.0092 \end{smatrix}t +\begin{smatrix} %Lag1 0.9527 & -0.0297 \\ 2.0105 & 1.3074 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0770 & 0.0253 \\ -2.3912 & -0.3393 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.3893 \\ \end{array} \right. \end{equation} [[27]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const 0.0140 \\ -0.6473 \end{smatrix} +\begin{smatrix} %Lag1 1.1438 & 0.0026 \\ 0.8354 & 1.3948 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1574 & -0.0025 \\ 0.0150 & -0.3968 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.2252 \\ \begin{smatrix} %const 0.0402 \\ 0.2830 \end{smatrix} +\begin{smatrix} %Lag1 1.1335 & -0.0102 \\ 0.4492 & 1.3110 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1713 & 0.0104 \\ -0.5822 & -0.3106 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[28]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const 0.0140 \\ -0.6473 \end{smatrix} +\begin{smatrix} %Lag1 1.1438 & 0.0026 \\ 0.8354 & 1.3948 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1574 & -0.0025 \\ 0.0150 & -0.3968 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.2252 \\ \begin{smatrix} %const 0.0233 \\ -0.0503 \end{smatrix} +\begin{smatrix} %Lag1 1.2136 & -0.0041 \\ 0.5533 & 1.2690 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.2374 & 0.0042 \\ -0.3583 & -0.2696 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if } 1.2252 < \text{Th} < 1.3893 \\ \begin{smatrix} %const 0.0580 \\ -0.6535 \end{smatrix} +\begin{smatrix} %Lag1 0.9631 & -0.0279 \\ 2.0919 & 1.3218 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0270 & 0.0283 \\ -1.9980 & -0.3159 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.3893 \\ \end{array} \right. \end{equation} [[29]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} +\begin{smatrix} %Lag1 1.1453 & -0.0006 \\ 0.6625 & 1.4943 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1436 & 0.0005 \\ -0.5054 & -0.4946 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.2263 \\ +\begin{smatrix} %Lag1 1.1609 & -0.0071 \\ 0.5957 & 1.3145 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1656 & 0.0072 \\ -0.4870 & -0.3146 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.2263 \\ \end{array} \right. \end{equation} [[30]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} +\begin{smatrix} %Lag1 1.1964 & 0.0037 \\ -0.0369 & 1.2243 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1986 & -0.0036 \\ 0.2958 & -0.2267 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ +\begin{smatrix} %Lag1 1.1265 & 0.0035 \\ 0.9516 & 1.3785 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1289 & -0.0034 \\ -0.6091 & -0.3809 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if } 1.1439 < \text{Th} < 1.2252 \\ +\begin{smatrix} %Lag1 1.1589 & -0.0080 \\ 0.6281 & 1.3264 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1628 & 0.0081 \\ -0.5220 & -0.3266 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[31]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %trend -1.6\text{e-05} \\ 0.0031 \end{smatrix} %trend +\begin{smatrix} %Lag1 1.1450 & -0.0004 \\ 0.7035 & 1.4672 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1450 & 0.0005 \\ -0.2401 & -0.4792 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.2263 \\ \begin{smatrix} %trend -0.0002 \\ -0.0006 \end{smatrix} %trend +\begin{smatrix} %Lag1 1.1271 & -0.0092 \\ 0.5092 & 1.3092 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1574 & 0.0102 \\ -0.4662 & -0.3068 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.2263 \\ \end{array} \right. \end{equation} [[32]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %trend -6.3\text{e-05} \\ 0.0030 \end{smatrix} %trend +\begin{smatrix} %Lag1 1.1558 & 0.0015 \\ 1.0534 & 1.5076 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1604 & -0.0013 \\ -0.6132 & -0.5193 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.2338 \\ \begin{smatrix} %trend -0.0002 \\ 0.0012 \end{smatrix} %trend +\begin{smatrix} %Lag1 1.1844 & -0.0057 \\ 0.3427 & 1.1578 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.2111 & 0.0066 \\ -0.0438 & -0.1633 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if } 1.2338 < \text{Th} < 1.3893 \\ \begin{smatrix} %trend -0.0002 \\ 0.0036 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.9859 & -0.0276 \\ 2.1499 & 1.3166 \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0234 & 0.0286 \\ -2.1654 & -0.3255 \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.3893 \\ \end{array} \right. \end{equation} [[33]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0517 \\ 0.7379 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0053 \\ 0.6239 \end{smatrix}+\begin{smatrix} %trend -3.9\text{e-05} \\ -0.0011 \end{smatrix}t +\begin{smatrix} %Lag1 0.1675 & -0.0122 \\ -0.1020 & 0.1395 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.1176 \\ \begin{smatrix} %ECT -0.0010 \\ 0.0155 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0036 \\ 0.1013 \end{smatrix}+\begin{smatrix} %trend -3.3\text{e-05} \\ -3.6\text{e-05} \end{smatrix}t +\begin{smatrix} %Lag1 0.1313 & 0.0023 \\ 0.2371 & 0.6209 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> -0.1176 \\ \end{array} \right. \end{equation} [[34]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0517 \\ 0.7379 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0053 \\ 0.6239 \end{smatrix}+\begin{smatrix} %trend -3.9\text{e-05} \\ -0.0011 \end{smatrix}t +\begin{smatrix} %Lag1 0.1675 & -0.0122 \\ -0.1020 & 0.1395 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.1176 \\ \begin{smatrix} %ECT -0.0023 \\ -0.3376 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0144 \\ 0.3660 \end{smatrix}+\begin{smatrix} %trend -0.0001 \\ -0.0012 \end{smatrix}t +\begin{smatrix} %Lag1 0.0850 & 0.0035 \\ 1.1887 & 0.4816 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if } -0.1176 < \text{Th} < 0.3236 \\ \begin{smatrix} %ECT -0.0290 \\ 0.3350 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0168 \\ -0.1220 \end{smatrix}+\begin{smatrix} %trend 3.6\text{e-06} \\ 0.0020 \end{smatrix}t +\begin{smatrix} %Lag1 0.1850 & -0.0078 \\ -1.5210 & 0.6142 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> 0.3236 \\ \end{array} \right. \end{equation} [[35]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0375 \\ 0.7085 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const -0.0069 \\ 0.4007 \end{smatrix} +\begin{smatrix} %Lag1 0.1251 & -0.0102 \\ 0.1907 & 0.1982 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.1176 \\ \begin{smatrix} %ECT 0.0061 \\ 0.0587 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const -0.0016 \\ 0.0858 \end{smatrix} +\begin{smatrix} %Lag1 0.1644 & 0.0029 \\ 0.2257 & 0.6190 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> -0.1176 \\ \end{array} \right. \end{equation} [[36]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0375 \\ 0.7085 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const -0.0069 \\ 0.4007 \end{smatrix} +\begin{smatrix} %Lag1 0.1251 & -0.0102 \\ 0.1907 & 0.1982 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.1205 \\ \begin{smatrix} %ECT 0.0415 \\ -0.3566 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const -0.0065 \\ 0.1845 \end{smatrix} +\begin{smatrix} %Lag1 0.2581 & 0.0112 \\ 0.4801 & 0.2797 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if } -0.1205 < \text{Th} < 0.1832 \\ \begin{smatrix} %ECT -0.0007 \\ -0.0967 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0008 \\ 0.1360 \end{smatrix} +\begin{smatrix} %Lag1 0.1052 & 0.0030 \\ -0.7273 & 0.6801 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> 0.1832 \\ \end{array} \right. \end{equation} [[37]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0220 \\ -0.5507 \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.1177 & -0.0145 \\ 1.0162 & 0.3249 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.1176 \\ \begin{smatrix} %ECT 0.0028 \\ 0.1897 \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.1680 & 0.0010 \\ -0.2859 & 0.7504 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> -0.1176 \\ \end{array} \right. \end{equation} [[38]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0252 \\ -0.4527 \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.1674 & -0.0180 \\ 2.2624 & 0.2430 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.2599 \\ \begin{smatrix} %ECT -0.0155 \\ -0.9222 \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.0733 & -0.0093 \\ -0.5414 & 0.3017 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if } -0.2599 < \text{Th} < -0.1051 \\ \begin{smatrix} %ECT 0.0030 \\ 0.1947 \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.1689 & 0.0007 \\ -0.2687 & 0.7443 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> -0.1051 \\ \end{array} \right. \end{equation} [[39]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0600 \\ -0.5717 \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend -4.7\text{e-05} \\ 4.0\text{e-06} \end{smatrix} %trend +\begin{smatrix} %Lag1 0.2434 & -0.0117 \\ 1.4443 & 0.1073 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.2639 \\ \begin{smatrix} %ECT 0.0024 \\ 0.1882 \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend 9.1\text{e-08} \\ 0.0006 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1271 & 0.0008 \\ -0.1181 & 0.5950 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> -0.2639 \\ \end{array} \right. \end{equation} [[40]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0659 \\ -0.7485 \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend -4.9\text{e-05} \\ -0.0003 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1448 & -0.0165 \\ 2.2377 & 0.2192 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.2796 \\ \begin{smatrix} %ECT 0.0025 \\ 0.0803 \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend -3.1\text{e-07} \\ 0.0008 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1908 & 0.0022 \\ -0.4850 & 0.3836 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if } -0.2796 < \text{Th} < 0.2373 \\ \begin{smatrix} %ECT 0.0043 \\ 0.1290 \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend -1.6\text{e-05} \\ 0.0008 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.0840 & 0.0010 \\ -0.6772 & 0.7079 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> 0.2373 \\ \end{array} \right. \end{equation} [[41]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0152 \\ -0.2511 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0111 \\ 0.3347 \end{smatrix}+\begin{smatrix} %trend -4.8\text{e-05} \\ -0.0008 \end{smatrix}t +\begin{smatrix} %Lag1 0.1839 & -0.0045 \\ 0.5328 & 0.3380 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0294 & -0.0020 \\ -1.2293 & -0.1620 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< 0.2123 \\ \begin{smatrix} %ECT -0.0128 \\ 0.1822 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0099 \\ -0.0415 \end{smatrix}+\begin{smatrix} %trend -3.5\text{e-05} \\ 0.0011 \end{smatrix}t +\begin{smatrix} %Lag1 0.1255 & 0.0058 \\ -1.0680 & 0.4181 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1980 & -0.0106 \\ 0.9412 & 0.3071 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> 0.2123 \\ \end{array} \right. \end{equation} [[42]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0174 \\ -0.1891 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0112 \\ 0.2841 \end{smatrix}+\begin{smatrix} %trend -4.9\text{e-05} \\ -0.0006 \end{smatrix}t +\begin{smatrix} %Lag1 0.1571 & -0.0103 \\ 0.4259 & 0.2873 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0524 & 0.0012 \\ -1.1874 & -0.1195 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< 0.1839 \\ \begin{smatrix} %ECT -0.3473 \\ -6.1188 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0752 \\ 2.7091 \end{smatrix}+\begin{smatrix} %trend -5.3\text{e-05} \\ -0.0090 \end{smatrix}t +\begin{smatrix} %Lag1 0.1603 & 0.0336 \\ -1.9196 & 0.4390 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.1327 & -0.0304 \\ -4.9985 & -0.2457 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if } 0.1839 < \text{Th} < 0.2161 \\ \begin{smatrix} %ECT -0.0119 \\ 0.3550 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0097 \\ -0.1138 \end{smatrix}+\begin{smatrix} %trend 2.2\text{e-05} \\ 0.0019 \end{smatrix}t +\begin{smatrix} %Lag1 0.1143 & -0.0028 \\ -1.3484 & 0.3682 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.2251 & -0.0106 \\ 0.4193 & 0.2529 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> 0.2161 \\ \end{array} \right. \end{equation} [[43]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0027 \\ -0.0309 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0019 \\ 0.1737 \end{smatrix} +\begin{smatrix} %Lag1 0.1822 & -0.0033 \\ 0.5033 & 0.3591 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0229 & -0.0008 \\ -1.3438 & -0.1393 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< 0.2123 \\ \begin{smatrix} %ECT -0.0019 \\ -0.1715 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0041 \\ 0.1464 \end{smatrix} +\begin{smatrix} %Lag1 0.1174 & 0.0054 \\ -0.8027 & 0.4307 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.2105 & -0.0110 \\ 1.3485 & 0.3192 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> 0.2123 \\ \end{array} \right. \end{equation} [[44]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0462 \\ 0.9601 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const -0.0101 \\ 0.5190 \end{smatrix} +\begin{smatrix} %Lag1 0.1582 & -0.0112 \\ -0.3723 & 0.2068 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0184 & 0.0035 \\ -1.6020 & -0.1615 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< -0.2136 \\ \begin{smatrix} %ECT 0.0204 \\ -0.1547 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const -0.0037 \\ 0.1421 \end{smatrix} +\begin{smatrix} %Lag1 0.1867 & 0.0172 \\ 1.4258 & 0.5895 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0198 & -0.0100 \\ -1.1805 & -0.1352 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if } -0.2136 < \text{Th} < 0.2161 \\ \begin{smatrix} %ECT -0.0176 \\ -0.1413 \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0127 \\ 0.1422 \end{smatrix} +\begin{smatrix} %Lag1 0.1203 & -0.0022 \\ -0.8278 & 0.4228 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.2166 & -0.0101 \\ 1.1683 & 0.2976 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> 0.2161 \\ \end{array} \right. \end{equation} [[45]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0179 \\ -0.5653 \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.1392 & -0.0133 \\ 0.6576 & 0.3145 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0022 & 0.0014 \\ -0.6239 & -0.0880 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< -0.1898 \\ \begin{smatrix} %ECT 0.0065 \\ 0.1547 \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.1600 & 0.0079 \\ -0.0089 & 0.6712 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0661 & -0.0107 \\ -0.9158 & 0.1318 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> -0.1898 \\ \end{array} \right. \end{equation} [[46]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0168 \\ -0.6306 \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.2488 & -0.0090 \\ 0.7049 & 0.1132 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1622 & -0.0005 \\ 0.7159 & -0.1447 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< -0.2834 \\ \begin{smatrix} %ECT -0.0150 \\ -0.7096 \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.0339 & -0.0261 \\ -0.3325 & 0.4394 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.2262 & 0.0154 \\ -1.4005 & -0.0329 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if } -0.2834 < \text{Th} < -0.2136 \\ \begin{smatrix} %ECT 0.0058 \\ 0.1521 \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.1726 & 0.0105 \\ -0.1469 & 0.6396 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0808 & -0.0125 \\ -1.1324 & 0.1646 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> -0.2136 \\ \end{array} \right. \end{equation} [[47]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0016 \\ 0.1606 \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend 5.7\text{e-06} \\ 0.0008 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1857 & -0.0020 \\ 0.5883 & 0.4155 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0235 & 0.0006 \\ -1.4090 & -0.0821 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< 0.2123 \\ \begin{smatrix} %ECT 0.0060 \\ 0.1033 \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend 7.3\text{e-06} \\ 0.0010 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1190 & 0.0061 \\ -1.0407 & 0.4170 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.2116 & -0.0097 \\ 0.9983 & 0.3033 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> 0.2123 \\ \end{array} \right. \end{equation} [[48]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0030 \\ 0.1749 \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend 6.1\text{e-06} \\ 0.0008 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1616 & -0.0076 \\ 0.5407 & 0.3552 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0466 & 0.0041 \\ -1.3326 & -0.0463 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< 0.1839 \\ \begin{smatrix} %ECT -0.0599 \\ 4.2280 \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend 6.6\text{e-05} \\ -0.0047 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1752 & 0.0419 \\ -1.3831 & 0.7378 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.2040 & -0.0341 \\ -2.4316 & -0.3810 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if } 0.1839 < \text{Th} < 0.2161 \\ \begin{smatrix} %ECT 0.0068 \\ 0.1360 \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend 6.5\text{e-05} \\ 0.0014 \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1067 & -0.0028 \\ -1.2594 & 0.3674 \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.2407 & -0.0101 \\ 0.6007 & 0.2467 \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> 0.2161 \\ \end{array} \right. \end{equation} > options(show.signif.stars=FALSE) > sapply(mods, function(x) toLatex(summary(x))) [[1]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \begin{smatrix} %const 0.0104(0.0125) \\ 0.3790(0.1702) \end{smatrix}+\begin{smatrix} %trend -2.2\text{e-05}(8.7\text{e-05}) \\ -0.0007(0.0012) \end{smatrix}t +\begin{smatrix} %Lag1 0.9871(0.0089) & 0.0001(0.0003) \\ -0.1395(0.1216) & 1.0023(0.0045) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} \end{equation} [[2]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \begin{smatrix} %const 0.0128(0.0082) \\ 0.4554(0.1120) \end{smatrix} +\begin{smatrix} %Lag1 0.9871(0.0089) & 6.4\text{e-05}(5.1\text{e-05}) \\ -0.1411(0.1215) & 0.9996(0.0007) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} \end{equation} [[3]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= +\begin{smatrix} %Lag1 1.0004(0.0024) & 1.2\text{e-05}(3.9\text{e-05}) \\ 0.3346(0.0333) & 0.9978(0.0005) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} \end{equation} [[4]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \begin{smatrix} %trend -7.7\text{e-05}(5.7\text{e-05}) \\ -0.0027(0.0008) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.9920(0.0068) & 0.0003(0.0002) \\ 0.0365(0.0929) & 1.0090(0.0033) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} \end{equation} [[5]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \begin{smatrix} %const 0.0136(0.0125) \\ 0.2832(0.1537) \end{smatrix}+\begin{smatrix} %trend -2.6\text{e-05}(8.7\text{e-05}) \\ 0.0003(0.0011) \end{smatrix}t +\begin{smatrix} %Lag1 1.1504(0.0554) & -0.0037(0.0041) \\ 0.5332(0.6837) & 1.4575(0.0502) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1661(0.0554) & 0.0039(0.0041) \\ -0.6049(0.6833) & -0.4591(0.0504) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} \end{equation} [[6]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \begin{smatrix} %const 0.0164(0.0084) \\ 0.2463(0.1031) \end{smatrix} +\begin{smatrix} %Lag1 1.1507(0.0553) & -0.0037(0.0041) \\ 0.5294(0.6827) & 1.4571(0.0501) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1664(0.0553) & 0.0038(0.0041) \\ -0.6006(0.6822) & -0.4574(0.0501) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} \end{equation} [[7]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= +\begin{smatrix} %Lag1 1.1610(0.0553) & -0.0019(0.0040) \\ 0.6843(0.6846) & 1.4836(0.0492) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1602(0.0555) & 0.0020(0.0040) \\ -0.5073(0.6861) & -0.4848(0.0491) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} \end{equation} [[8]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \begin{smatrix} %trend -9.6\text{e-05}(5.8\text{e-05}) \\ -0.0011(0.0007) \end{smatrix} %trend +\begin{smatrix} %Lag1 1.1535(0.0554) & -0.0032(0.0040) \\ 0.5978(0.6854) & 1.4694(0.0499) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1629(0.0553) & 0.0036(0.0041) \\ -0.5384(0.6849) & -0.4660(0.0505) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} \end{equation} [[9]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT -0.0151(0.0084) \\ -0.0503(0.1041) \end{smatrix}ECT_{-1} \begin{smatrix} %const 0.0110(0.0053) \\ 0.1931(0.0650) \end{smatrix}+\begin{smatrix} %trend -4.5\text{e-05}(2.6\text{e-05}) \\ -0.0003(0.0003) \end{smatrix}t +\begin{smatrix} %Lag1 0.1656(0.0553) & -0.0040(0.0041) \\ 0.5872(0.6821) & 0.4569(0.0503) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} \end{equation} [[10]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT -0.0011(0.0025) \\ 0.0466(0.0310) \end{smatrix}ECT_{-1} \begin{smatrix} %const 0.0021(0.0013) \\ 0.1316(0.0156) \end{smatrix} +\begin{smatrix} %Lag1 0.1595(0.0553) & -0.0030(0.0040) \\ 0.5453(0.6807) & 0.4636(0.0498) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} \end{equation} [[11]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT -0.0007(0.0025) \\ 0.0732(0.0340) \end{smatrix}ECT_{-1} +\begin{smatrix} %Lag1 0.1681(0.0552) & 0.0024(0.0024) \\ 1.0771(0.7488) & 0.8004(0.0329) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} \end{equation} [[12]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT 0.0014(0.0030) \\ 0.2386(0.0376) \end{smatrix}ECT_{-1} \begin{smatrix} %trend 7.6\text{e-06}(6.3\text{e-06}) \\ 0.0006(7.8\text{e-05}) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1611(0.0555) & -0.0012(0.0039) \\ 0.5082(0.6900) & 0.5052(0.0481) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} \end{equation} [[13]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT -0.0152(0.0085) \\ -0.0398(0.1052) \end{smatrix}ECT_{-1} \begin{smatrix} %const 0.0116(0.0054) \\ 0.1849(0.0667) \end{smatrix}+\begin{smatrix} %trend -4.6\text{e-05}(2.6\text{e-05}) \\ -0.0003(0.0003) \end{smatrix}t +\begin{smatrix} %Lag1 0.1679(0.0562) & -0.0025(0.0046) \\ 0.6918(0.6934) & 0.4539(0.0565) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0220(0.0564) & -0.0031(0.0046) \\ -0.6301(0.6962) & 0.0110(0.0567) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} \end{equation} [[14]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT -0.0010(0.0025) \\ 0.0461(0.0313) \end{smatrix}ECT_{-1} \begin{smatrix} %const 0.0025(0.0014) \\ 0.1298(0.0175) \end{smatrix} +\begin{smatrix} %Lag1 0.1635(0.0563) & -0.0019(0.0046) \\ 0.6656(0.6924) & 0.4578(0.0563) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0303(0.0564) & -0.0023(0.0046) \\ -0.6808(0.6933) & 0.0158(0.0564) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} \end{equation} [[15]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT -0.0008(0.0025) \\ 0.0609(0.0338) \end{smatrix}ECT_{-1} +\begin{smatrix} %Lag1 0.1723(0.0563) & 0.0015(0.0041) \\ 1.1289(0.7465) & 0.6385(0.0550) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0252(0.0565) & 0.0012(0.0041) \\ -0.4086(0.7495) & 0.2017(0.0547) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} \end{equation} [[16]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= +\begin{smatrix} %ECT 0.0017(0.0032) \\ 0.2304(0.0400) \end{smatrix}ECT_{-1} \begin{smatrix} %trend 8.4\text{e-06}(7.0\text{e-06}) \\ 0.0006(8.6\text{e-05}) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1656(0.0565) & -0.0007(0.0045) \\ 0.6551(0.7006) & 0.4838(0.0561) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0302(0.0566) & -0.0010(0.0045) \\ -0.7619(0.7019) & 0.0441(0.0560) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} \end{equation} [[17]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const 0.0821(0.0789) \\ -0.5559(0.9804) \end{smatrix}+\begin{smatrix} %trend 0.0007(0.0004) \\ -0.0018(0.0056) \end{smatrix}t +\begin{smatrix} %Lag1 0.9823(0.0483) & -0.0024(0.0015) \\ 0.7181(0.6005) & 1.0032(0.0191) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ \begin{smatrix} %const -0.0135(0.0215) \\ 2.2021(0.2674) \end{smatrix}+\begin{smatrix} %trend -0.0002(0.0001) \\ 0.0073(0.0015) \end{smatrix}t +\begin{smatrix} %Lag1 0.9915(0.0107) & 0.0007(0.0005) \\ -0.7468(0.1326) & 0.9702(0.0059) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.1439 \\ \end{array} \right. \end{equation} [[18]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const 0.0821(0.0790) \\ -0.5559(0.9641) \end{smatrix}+\begin{smatrix} %trend 0.0007(0.0004) \\ -0.0018(0.0055) \end{smatrix}t +\begin{smatrix} %Lag1 0.9823(0.0484) & -0.0024(0.0015) \\ 0.7181(0.5905) & 1.0032(0.0188) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ \begin{smatrix} %const -0.0213(0.0222) \\ 2.0413(0.2707) \end{smatrix}+\begin{smatrix} %trend -0.0002(0.0001) \\ 0.0064(0.0016) \end{smatrix}t +\begin{smatrix} %Lag1 0.9952(0.0124) & 0.0008(0.0005) \\ -0.6686(0.1518) & 0.9732(0.0063) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if } 1.1439 < \text{Th} < 1.3893 \\ \begin{smatrix} %const 0.3579(0.2290) \\ -1.2736(2.7959) \end{smatrix}+\begin{smatrix} %trend 0.0014(0.0010) \\ -0.0035(0.0126) \end{smatrix}t +\begin{smatrix} %Lag1 0.8674(0.0769) & -0.0056(0.0042) \\ 0.1600(0.9391) & 1.0215(0.0519) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.3893 \\ \end{array} \right. \end{equation} [[19]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const 0.0077(0.0171) \\ -1.0125(0.2138) \end{smatrix} +\begin{smatrix} %Lag1 0.9940(0.0178) & 1.4\text{e-05}(6.9\text{e-05}) \\ 1.3416(0.2218) & 0.9969(0.0009) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.2252 \\ \begin{smatrix} %const 0.0305(0.0196) \\ 0.4650(0.2452) \end{smatrix} +\begin{smatrix} %Lag1 0.9689(0.0175) & 0.0001(8.2\text{e-05}) \\ -0.2413(0.2179) & 1.0007(0.0010) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[20]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const -0.0298(0.0348) \\ -0.2707(0.4248) \end{smatrix} +\begin{smatrix} %Lag1 1.0311(0.0373) & 8.4\text{e-06}(0.0002) \\ 0.5938(0.4552) & 0.9971(0.0019) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ \begin{smatrix} %const 0.0672(0.0777) \\ 1.9185(0.9477) \end{smatrix} +\begin{smatrix} %Lag1 0.9434(0.0654) & 1.1\text{e-05}(8.1\text{e-05}) \\ -1.0550(0.7981) & 0.9957(0.0010) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if } 1.1439 < \text{Th} < 1.2252 \\ \begin{smatrix} %const 0.0305(0.0197) \\ 0.4650(0.2399) \end{smatrix} +\begin{smatrix} %Lag1 0.9689(0.0175) & 0.0001(8.2\text{e-05}) \\ -0.2413(0.2131) & 1.0007(0.0010) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[21]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} +\begin{smatrix} %Lag1 1.0018(0.0029) & -6\text{e-06}(5.4\text{e-05}) \\ 0.3056(0.0377) & 0.9995(0.0007) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.2252 \\ +\begin{smatrix} %Lag1 0.9949(0.0049) & 9.2\text{e-05}(7.4\text{e-05}) \\ 0.1555(0.0630) & 0.9999(0.0010) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[22]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} +\begin{smatrix} %Lag1 0.9995(0.0051) & 8.1\text{e-05}(0.0001) \\ 0.3063(0.0627) & 0.9977(0.0016) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ +\begin{smatrix} %Lag1 0.9998(0.0049) & 1.9\text{e-05}(8.1\text{e-05}) \\ 0.5560(0.0606) & 0.9960(0.0010) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if } 1.1439 < \text{Th} < 1.2252 \\ +\begin{smatrix} %Lag1 0.9949(0.0049) & 9.2\text{e-05}(7.4\text{e-05}) \\ 0.1555(0.0599) & 0.9999(0.0009) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[23]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %trend 2.1\text{e-05}(0.0001) \\ 0.0039(0.0017) \end{smatrix} %trend +\begin{smatrix} %Lag1 1.0038(0.0130) & -8.5\text{e-05}(0.0005) \\ 0.6855(0.1673) & 0.9846(0.0064) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.2252 \\ \begin{smatrix} %trend -0.0002(9.4\text{e-05}) \\ -0.0014(0.0012) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.9703(0.0121) & 0.0010(0.0004) \\ -0.0072(0.1564) & 1.0059(0.0054) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[24]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %trend 0.0003(0.0002) \\ 0.0010(0.0024) \end{smatrix} %trend +\begin{smatrix} %Lag1 1.0280(0.0201) & -0.0010(0.0008) \\ 0.4086(0.2491) & 0.9938(0.0094) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ \begin{smatrix} %trend -0.0002(0.0002) \\ 0.0017(0.0024) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.9847(0.0175) & 0.0007(0.0007) \\ 0.7017(0.2173) & 0.9899(0.0088) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if } 1.1439 < \text{Th} < 1.2252 \\ \begin{smatrix} %trend -0.0002(9.4\text{e-05}) \\ -0.0014(0.0012) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.9703(0.0121) & 0.0010(0.0004) \\ -0.0072(0.1501) & 1.0059(0.0051) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[25]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const 0.0923(0.0822) \\ -0.3846(0.9608) \end{smatrix}+\begin{smatrix} %trend 0.0007(0.0005) \\ -0.0006(0.0055) \end{smatrix}t +\begin{smatrix} %Lag1 1.1164(0.1652) & 0.0057(0.0160) \\ -0.0579(1.9317) & 1.2098(0.1872) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1477(0.1670) & -0.0081(0.0163) \\ 0.6665(1.9529) & -0.2107(0.1901) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ \begin{smatrix} %const 0.0006(0.0231) \\ 1.6399(0.2701) \end{smatrix}+\begin{smatrix} %trend -0.0001(0.0001) \\ 0.0060(0.0014) \end{smatrix}t +\begin{smatrix} %Lag1 1.1410(0.0596) & -0.0035(0.0047) \\ 0.5722(0.6974) & 1.3343(0.0546) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1549(0.0597) & 0.0040(0.0046) \\ -1.1085(0.6980) & -0.3583(0.0533) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.1439 \\ \end{array} \right. \end{equation} [[26]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const 0.0923(0.0817) \\ -0.3846(0.9528) \end{smatrix}+\begin{smatrix} %trend 0.0007(0.0005) \\ -0.0006(0.0054) \end{smatrix}t +\begin{smatrix} %Lag1 1.1164(0.1642) & 0.0057(0.0159) \\ -0.0579(1.9156) & 1.2098(0.1856) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1477(0.1660) & -0.0081(0.0162) \\ 0.6665(1.9366) & -0.2107(0.1885) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ \begin{smatrix} %const -0.0154(0.0238) \\ 1.5002(0.2773) \end{smatrix}+\begin{smatrix} %trend -0.0002(0.0001) \\ 0.0054(0.0016) \end{smatrix}t +\begin{smatrix} %Lag1 1.1806(0.0687) & 0.0010(0.0052) \\ 0.5086(0.8014) & 1.3202(0.0602) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1865(0.0681) & -0.0003(0.0051) \\ -0.9522(0.7944) & -0.3425(0.0589) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if } 1.1439 < \text{Th} < 1.3893 \\ \begin{smatrix} %const 0.3044(0.2443) \\ 1.2815(2.8498) \end{smatrix}+\begin{smatrix} %trend 0.0012(0.0011) \\ 0.0092(0.0130) \end{smatrix}t +\begin{smatrix} %Lag1 0.9527(0.1378) & -0.0297(0.0111) \\ 2.0105(1.6081) & 1.3074(0.1297) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0770(0.1330) & 0.0253(0.0114) \\ -2.3912(1.5514) & -0.3393(0.1329) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.3893 \\ \end{array} \right. \end{equation} [[27]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const 0.0140(0.0181) \\ -0.6473(0.2154) \end{smatrix} +\begin{smatrix} %Lag1 1.1438(0.0902) & 0.0026(0.0065) \\ 0.8354(1.0711) & 1.3948(0.0772) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1574(0.0911) & -0.0025(0.0065) \\ 0.0150(1.0824) & -0.3968(0.0770) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.2252 \\ \begin{smatrix} %const 0.0402(0.0198) \\ 0.2830(0.2353) \end{smatrix} +\begin{smatrix} %Lag1 1.1335(0.0713) & -0.0102(0.0060) \\ 0.4492(0.8467) & 1.3110(0.0713) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1713(0.0702) & 0.0104(0.0060) \\ -0.5822(0.8334) & -0.3106(0.0714) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[28]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %const 0.0140(0.0181) \\ -0.6473(0.2125) \end{smatrix} +\begin{smatrix} %Lag1 1.1438(0.0900) & 0.0026(0.0065) \\ 0.8354(1.0568) & 1.3948(0.0762) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1574(0.0910) & -0.0025(0.0065) \\ 0.0150(1.0678) & -0.3968(0.0759) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.2252 \\ \begin{smatrix} %const 0.0233(0.0295) \\ -0.0503(0.3461) \end{smatrix} +\begin{smatrix} %Lag1 1.2136(0.0890) & -0.0041(0.0072) \\ 0.5533(1.0451) & 1.2690(0.0850) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.2374(0.0858) & 0.0042(0.0072) \\ -0.3583(1.0068) & -0.2696(0.0851) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if } 1.2252 < \text{Th} < 1.3893 \\ \begin{smatrix} %const 0.0580(0.0681) \\ -0.6535(0.7991) \end{smatrix} +\begin{smatrix} %Lag1 0.9631(0.1377) & -0.0279(0.0110) \\ 2.0919(1.6169) & 1.3218(0.1292) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0270(0.1244) & 0.0283(0.0110) \\ -1.9980(1.4599) & -0.3159(0.1297) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.3893 \\ \end{array} \right. \end{equation} [[29]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} +\begin{smatrix} %Lag1 1.1453(0.0902) & -0.0006(0.0059) \\ 0.6625(1.0808) & 1.4943(0.0712) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1436(0.0905) & 0.0005(0.0059) \\ -0.5054(1.0845) & -0.4946(0.0712) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.2263 \\ +\begin{smatrix} %Lag1 1.1609(0.0705) & -0.0071(0.0060) \\ 0.5957(0.8445) & 1.3145(0.0719) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1656(0.0704) & 0.0072(0.0060) \\ -0.4870(0.8432) & -0.3146(0.0719) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.2263 \\ \end{array} \right. \end{equation} [[30]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} +\begin{smatrix} %Lag1 1.1964(0.1579) & 0.0037(0.0159) \\ -0.0369(1.8495) & 1.2243(0.1863) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1986(0.1590) & -0.0036(0.0159) \\ 0.2958(1.8622) & -0.2267(0.1863) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.1439 \\ +\begin{smatrix} %Lag1 1.1265(0.1110) & 0.0035(0.0075) \\ 0.9516(1.2997) & 1.3785(0.0879) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1289(0.1112) & -0.0034(0.0075) \\ -0.6091(1.3020) & -0.3809(0.0876) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if } 1.1439 < \text{Th} < 1.2252 \\ +\begin{smatrix} %Lag1 1.1589(0.0707) & -0.0080(0.0060) \\ 0.6281(0.8282) & 1.3264(0.0697) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1628(0.0706) & 0.0081(0.0060) \\ -0.5220(0.8266) & -0.3266(0.0697) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.2252 \\ \end{array} \right. \end{equation} [[31]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %trend -1.6\text{e-05}(0.0001) \\ 0.0031(0.0016) \end{smatrix} %trend +\begin{smatrix} %Lag1 1.1450(0.0897) & -0.0004(0.0060) \\ 0.7035(1.0774) & 1.4672(0.0723) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1450(0.0907) & 0.0005(0.0059) \\ -0.2401(1.0893) & -0.4792(0.0714) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.2263 \\ \begin{smatrix} %trend -0.0002(9.6\text{e-05}) \\ -0.0006(0.0012) \end{smatrix} %trend +\begin{smatrix} %Lag1 1.1271(0.0716) & -0.0092(0.0060) \\ 0.5092(0.8599) & 1.3092(0.0725) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1574(0.0701) & 0.0102(0.0061) \\ -0.4662(0.8415) & -0.3068(0.0734) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.2263 \\ \end{array} \right. \end{equation} [[32]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector X_{t}^{1} \\ X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %trend -6.3\text{e-05}(0.0001) \\ 0.0030(0.0015) \end{smatrix} %trend +\begin{smatrix} %Lag1 1.1558(0.0889) & 0.0015(0.0058) \\ 1.0534(1.0500) & 1.5076(0.0686) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1604(0.0899) & -0.0013(0.0057) \\ -0.6132(1.0612) & -0.5193(0.0677) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}< 1.2338 \\ \begin{smatrix} %trend -0.0002(0.0002) \\ 0.0012(0.0020) \end{smatrix} %trend +\begin{smatrix} %Lag1 1.1844(0.0926) & -0.0057(0.0079) \\ 0.3427(1.0931) & 1.1578(0.0929) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.2111(0.0877) & 0.0066(0.0079) \\ -0.0438(1.0356) & -0.1633(0.0937) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if } 1.2338 < \text{Th} < 1.3893 \\ \begin{smatrix} %trend -0.0002(0.0003) \\ 0.0036(0.0037) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.9859(0.1352) & -0.0276(0.0110) \\ 2.1499(1.5968) & 1.3166(0.1297) \end{smatrix} \begin{smatrix} X_{t-1}^{1} \\ X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0234(0.1258) & 0.0286(0.0111) \\ -2.1654(1.4854) & -0.3255(0.1308) \end{smatrix} \begin{smatrix} X_{t-2}^{1} \\ X_{t-2}^{2} \end{smatrix} & \text{if Th}> 1.3893 \\ \end{array} \right. \end{equation} [[33]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0517(0.0284) \\ 0.7379(0.3404) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0053(0.0109) \\ 0.6239(0.1304) \end{smatrix}+\begin{smatrix} %trend -3.9\text{e-05}(3.5\text{e-05}) \\ -0.0011(0.0004) \end{smatrix}t +\begin{smatrix} %Lag1 0.1675(0.0835) & -0.0122(0.0068) \\ -0.1020(1.0027) & 0.1395(0.0819) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.1176 \\ \begin{smatrix} %ECT -0.0010(0.0139) \\ 0.0155(0.1664) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0036(0.0083) \\ 0.1013(0.0996) \end{smatrix}+\begin{smatrix} %trend -3.3\text{e-05}(3.8\text{e-05}) \\ -3.6\text{e-05}(0.0005) \end{smatrix}t +\begin{smatrix} %Lag1 0.1313(0.0747) & 0.0023(0.0051) \\ 0.2371(0.8964) & 0.6209(0.0613) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> -0.1176 \\ \end{array} \right. \end{equation} [[34]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0517(0.0283) \\ 0.7379(0.3362) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0053(0.0108) \\ 0.6239(0.1288) \end{smatrix}+\begin{smatrix} %trend -3.9\text{e-05}(3.5\text{e-05}) \\ -0.0011(0.0004) \end{smatrix}t +\begin{smatrix} %Lag1 0.1675(0.0832) & -0.0122(0.0068) \\ -0.1020(0.9904) & 0.1395(0.0809) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.1176 \\ \begin{smatrix} %ECT -0.0023(0.0168) \\ -0.3376(0.2003) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0144(0.0121) \\ 0.3660(0.1444) \end{smatrix}+\begin{smatrix} %trend -0.0001(5.9\text{e-05}) \\ -0.0012(0.0007) \end{smatrix}t +\begin{smatrix} %Lag1 0.0850(0.0929) & 0.0035(0.0067) \\ 1.1887(1.1052) & 0.4816(0.0798) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if } -0.1176 < \text{Th} < 0.3236 \\ \begin{smatrix} %ECT -0.0290(0.0368) \\ 0.3350(0.4381) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0168(0.0191) \\ -0.1220(0.2279) \end{smatrix}+\begin{smatrix} %trend 3.6\text{e-06}(8.2\text{e-05}) \\ 0.0020(0.0010) \end{smatrix}t +\begin{smatrix} %Lag1 0.1850(0.1286) & -0.0078(0.0106) \\ -1.5210(1.5305) & 0.6142(0.1265) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> 0.3236 \\ \end{array} \right. \end{equation} [[35]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0375(0.0183) \\ 0.7085(0.2200) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const -0.0069(0.0060) \\ 0.4007(0.0724) \end{smatrix} +\begin{smatrix} %Lag1 0.1251(0.0787) & -0.0102(0.0064) \\ 0.1907(0.9463) & 0.1982(0.0773) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.1176 \\ \begin{smatrix} %ECT 0.0061(0.0062) \\ 0.0587(0.0743) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const -0.0016(0.0023) \\ 0.0858(0.0277) \end{smatrix} +\begin{smatrix} %Lag1 0.1644(0.0783) & 0.0029(0.0052) \\ 0.2257(0.9415) & 0.6190(0.0627) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> -0.1176 \\ \end{array} \right. \end{equation} [[36]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0375(0.0183) \\ 0.7085(0.2171) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const -0.0069(0.0060) \\ 0.4007(0.0715) \end{smatrix} +\begin{smatrix} %Lag1 0.1251(0.0786) & -0.0102(0.0064) \\ 0.1907(0.9340) & 0.1982(0.0763) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.1205 \\ \begin{smatrix} %ECT 0.0415(0.0199) \\ -0.3566(0.2361) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const -0.0065(0.0040) \\ 0.1845(0.0473) \end{smatrix} +\begin{smatrix} %Lag1 0.2581(0.1399) & 0.0112(0.0113) \\ 0.4801(1.6625) & 0.2797(0.1339) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if } -0.1205 < \text{Th} < 0.1832 \\ \begin{smatrix} %ECT -0.0007(0.0111) \\ -0.0967(0.1321) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0008(0.0047) \\ 0.1360(0.0559) \end{smatrix} +\begin{smatrix} %Lag1 0.1052(0.0982) & 0.0030(0.0062) \\ -0.7273(1.1672) & 0.6801(0.0738) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> 0.1832 \\ \end{array} \right. \end{equation} [[37]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0220(0.0069) \\ -0.5507(0.0868) \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.1177(0.0790) & -0.0145(0.0061) \\ 1.0162(1.0004) & 0.3249(0.0767) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.1176 \\ \begin{smatrix} %ECT 0.0028(0.0042) \\ 0.1897(0.0530) \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.1680(0.0770) & 0.0010(0.0042) \\ -0.2859(0.9741) & 0.7504(0.0530) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> -0.1176 \\ \end{array} \right. \end{equation} [[38]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0252(0.0094) \\ -0.4527(0.1153) \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.1674(0.1299) & -0.0180(0.0101) \\ 2.2624(1.5980) & 0.2430(0.1242) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.2599 \\ \begin{smatrix} %ECT -0.0155(0.0118) \\ -0.9222(0.1449) \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.0733(0.1023) & -0.0093(0.0079) \\ -0.5414(1.2582) & 0.3017(0.0973) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if } -0.2599 < \text{Th} < -0.1051 \\ \begin{smatrix} %ECT 0.0030(0.0043) \\ 0.1947(0.0524) \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.1689(0.0773) & 0.0007(0.0043) \\ -0.2687(0.9509) & 0.7443(0.0527) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> -0.1051 \\ \end{array} \right. \end{equation} [[39]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0600(0.0389) \\ -0.5717(0.4731) \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend -4.7\text{e-05}(4.3\text{e-05}) \\ 4.0\text{e-06}(0.0005) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.2434(0.1212) & -0.0117(0.0093) \\ 1.4443(1.4749) & 0.1073(0.1127) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.2639 \\ \begin{smatrix} %ECT 0.0024(0.0034) \\ 0.1882(0.0413) \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend 9.1\text{e-08}(7.8\text{e-06}) \\ 0.0006(9.5\text{e-05}) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1271(0.0625) & 0.0008(0.0043) \\ -0.1181(0.7613) & 0.5950(0.0523) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> -0.2639 \\ \end{array} \right. \end{equation} [[40]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0659(0.0410) \\ -0.7485(0.4878) \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend -4.9\text{e-05}(4.6\text{e-05}) \\ -0.0003(0.0005) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1448(0.1360) & -0.0165(0.0103) \\ 2.2377(1.6189) & 0.2192(0.1228) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}< -0.2796 \\ \begin{smatrix} %ECT 0.0025(0.0057) \\ 0.0803(0.0675) \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend -3.1\text{e-07}(8.7\text{e-06}) \\ 0.0008(0.0001) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1908(0.0748) & 0.0022(0.0057) \\ -0.4850(0.8905) & 0.3836(0.0675) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if } -0.2796 < \text{Th} < 0.2373 \\ \begin{smatrix} %ECT 0.0043(0.0054) \\ 0.1290(0.0642) \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend -1.6\text{e-05}(3.5\text{e-05}) \\ 0.0008(0.0004) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.0840(0.1103) & 0.0010(0.0071) \\ -0.6772(1.3130) & 0.7079(0.0840) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} & \text{if Th}> 0.2373 \\ \end{array} \right. \end{equation} [[41]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0152(0.0094) \\ -0.2511(0.1096) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0111(0.0064) \\ 0.3347(0.0753) \end{smatrix}+\begin{smatrix} %trend -4.8\text{e-05}(3.2\text{e-05}) \\ -0.0008(0.0004) \end{smatrix}t +\begin{smatrix} %Lag1 0.1839(0.0661) & -0.0045(0.0054) \\ 0.5328(0.7715) & 0.3380(0.0632) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0294(0.0644) & -0.0020(0.0054) \\ -1.2293(0.7525) & -0.1620(0.0626) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< 0.2123 \\ \begin{smatrix} %ECT -0.0128(0.0295) \\ 0.1822(0.3444) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0099(0.0152) \\ -0.0415(0.1775) \end{smatrix}+\begin{smatrix} %trend -3.5\text{e-05}(7.8\text{e-05}) \\ 0.0011(0.0009) \end{smatrix}t +\begin{smatrix} %Lag1 0.1255(0.1144) & 0.0058(0.0107) \\ -1.0680(1.3358) & 0.4181(0.1248) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1980(0.1223) & -0.0106(0.0113) \\ 0.9412(1.4283) & 0.3071(0.1314) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> 0.2123 \\ \end{array} \right. \end{equation} [[42]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0174(0.0103) \\ -0.1891(0.1190) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0112(0.0066) \\ 0.2841(0.0757) \end{smatrix}+\begin{smatrix} %trend -4.9\text{e-05}(3.4\text{e-05}) \\ -0.0006(0.0004) \end{smatrix}t +\begin{smatrix} %Lag1 0.1571(0.0693) & -0.0103(0.0058) \\ 0.4259(0.7969) & 0.2873(0.0664) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0524(0.0690) & 0.0012(0.0058) \\ -1.1874(0.7936) & -0.1195(0.0666) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< 0.1839 \\ \begin{smatrix} %ECT -0.3473(0.2701) \\ -6.1188(3.1069) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0752(0.0659) \\ 2.7091(0.7580) \end{smatrix}+\begin{smatrix} %trend -5.3\text{e-05}(0.0002) \\ -0.0090(0.0018) \end{smatrix}t +\begin{smatrix} %Lag1 0.1603(0.2469) & 0.0336(0.0165) \\ -1.9196(2.8400) & 0.4390(0.1899) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.1327(0.2603) & -0.0304(0.0161) \\ -4.9985(2.9937) & -0.2457(0.1852) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if } 0.1839 < \text{Th} < 0.2161 \\ \begin{smatrix} %ECT -0.0119(0.0302) \\ 0.3550(0.3470) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0097(0.0154) \\ -0.1138(0.1769) \end{smatrix}+\begin{smatrix} %trend 2.2\text{e-05}(8.8\text{e-05}) \\ 0.0019(0.0010) \end{smatrix}t +\begin{smatrix} %Lag1 0.1143(0.1149) & -0.0028(0.0114) \\ -1.3484(1.3217) & 0.3682(0.1309) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.2251(0.1235) & -0.0106(0.0116) \\ 0.4193(1.4206) & 0.2529(0.1340) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> 0.2161 \\ \end{array} \right. \end{equation} [[43]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0027(0.0040) \\ -0.0309(0.0473) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0019(0.0018) \\ 0.1737(0.0206) \end{smatrix} +\begin{smatrix} %Lag1 0.1822(0.0661) & -0.0033(0.0054) \\ 0.5033(0.7770) & 0.3591(0.0629) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0229(0.0643) & -0.0008(0.0053) \\ -1.3438(0.7562) & -0.1393(0.0622) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< 0.2123 \\ \begin{smatrix} %ECT -0.0019(0.0172) \\ -0.1715(0.2017) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0041(0.0083) \\ 0.1464(0.0973) \end{smatrix} +\begin{smatrix} %Lag1 0.1174(0.1130) & 0.0054(0.0107) \\ -0.8027(1.3288) & 0.4307(0.1253) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.2105(0.1192) & -0.0110(0.0112) \\ 1.3485(1.4015) & 0.3192(0.1320) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> 0.2123 \\ \end{array} \right. \end{equation} [[44]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0462(0.0266) \\ 0.9601(0.3168) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const -0.0101(0.0088) \\ 0.5190(0.1049) \end{smatrix} +\begin{smatrix} %Lag1 0.1582(0.0846) & -0.0112(0.0067) \\ -0.3723(1.0060) & 0.2068(0.0800) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0184(0.0828) & 0.0035(0.0072) \\ -1.6020(0.9849) & -0.1615(0.0859) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< -0.2136 \\ \begin{smatrix} %ECT 0.0204(0.0111) \\ -0.1547(0.1321) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const -0.0037(0.0029) \\ 0.1421(0.0345) \end{smatrix} +\begin{smatrix} %Lag1 0.1867(0.1087) & 0.0172(0.0085) \\ 1.4258(1.2918) & 0.5895(0.1006) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0198(0.1063) & -0.0100(0.0080) \\ -1.1805(1.2642) & -0.1352(0.0949) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if } -0.2136 < \text{Th} < 0.2161 \\ \begin{smatrix} %ECT -0.0176(0.0191) \\ -0.1413(0.2271) \end{smatrix}ECT_{-1}+ \begin{smatrix} %const 0.0127(0.0096) \\ 0.1422(0.1137) \end{smatrix} +\begin{smatrix} %Lag1 0.1203(0.1116) & -0.0022(0.0110) \\ -0.8278(1.3273) & 0.4228(0.1310) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.2166(0.1177) & -0.0101(0.0114) \\ 1.1683(1.3996) & 0.2976(0.1355) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> 0.2161 \\ \end{array} \right. \end{equation} [[45]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0179(0.0077) \\ -0.5653(0.0972) \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.1392(0.0831) & -0.0133(0.0065) \\ 0.6576(1.0509) & 0.3145(0.0822) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0022(0.0814) & 0.0014(0.0071) \\ -0.6239(1.0296) & -0.0880(0.0897) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< -0.1898 \\ \begin{smatrix} %ECT 0.0065(0.0042) \\ 0.1547(0.0528) \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.1600(0.0768) & 0.0079(0.0062) \\ -0.0089(0.9717) & 0.6712(0.0781) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0661(0.0776) & -0.0107(0.0060) \\ -0.9158(0.9817) & 0.1318(0.0758) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> -0.1898 \\ \end{array} \right. \end{equation} [[46]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0168(0.0094) \\ -0.6306(0.1192) \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.2488(0.1218) & -0.0090(0.0094) \\ 0.7049(1.5386) & 0.1132(0.1192) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.1622(0.1182) & -0.0005(0.0087) \\ 0.7159(1.4931) & -0.1447(0.1102) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< -0.2834 \\ \begin{smatrix} %ECT -0.0150(0.0158) \\ -0.7096(0.1996) \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.0339(0.1187) & -0.0261(0.0116) \\ -0.3325(1.4989) & 0.4394(0.1463) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.2262(0.1210) & 0.0154(0.0131) \\ -1.4005(1.5279) & -0.0329(0.1650) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if } -0.2834 < \text{Th} < -0.2136 \\ \begin{smatrix} %ECT 0.0058(0.0039) \\ 0.1521(0.0496) \end{smatrix}ECT_{-1}+ +\begin{smatrix} %Lag1 0.1726(0.0747) & 0.0105(0.0057) \\ -0.1469(0.9433) & 0.6396(0.0716) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.0808(0.0749) & -0.0125(0.0057) \\ -1.1324(0.9454) & 0.1646(0.0716) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> -0.2136 \\ \end{array} \right. \end{equation} [[47]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0016(0.0050) \\ 0.1606(0.0603) \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend 5.7\text{e-06}(8.8\text{e-06}) \\ 0.0008(0.0001) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1857(0.0662) & -0.0020(0.0052) \\ 0.5883(0.7933) & 0.4155(0.0625) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0235(0.0645) & 0.0006(0.0051) \\ -1.4090(0.7727) & -0.0821(0.0617) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< 0.2123 \\ \begin{smatrix} %ECT 0.0060(0.0057) \\ 0.1033(0.0687) \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend 7.3\text{e-06}(4.2\text{e-05}) \\ 0.0010(0.0005) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1190(0.1142) & 0.0061(0.0107) \\ -1.0407(1.3685) & 0.4170(0.1283) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.2116(0.1208) & -0.0097(0.0112) \\ 0.9983(1.4473) & 0.3033(0.1342) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> 0.2123 \\ \end{array} \right. \end{equation} [[48]] %insert in the preamble and uncomment the line you want for usual /medium /small matrix %\usepackage{amsmath} \newenvironment{smatrix}{\begin{pmatrix}}{\end{pmatrix}} %USUAL %\usepackage{amsmath} \newenvironment{smatrix}{\left(\begin{smallmatrix}}{\end{smallmatrix}\right)} %SMALL %\usepackage{nccmath} \newenvironment{smatrix}{\left(\begin{mmatrix}}{\end{mmatrix}\right)} %MEDIUM \begin{equation} \begin{smatrix} %explained vector \Delta X_{t}^{1} \\ \Delta X_{t}^{2} \end{smatrix}= \left\{ \begin{array}{ll} \begin{smatrix} %ECT -0.0030(0.0060) \\ 0.1749(0.0718) \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend 6.1\text{e-06}(1\text{e-05}) \\ 0.0008(0.0001) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1616(0.0694) & -0.0076(0.0056) \\ 0.5407(0.8276) & 0.3552(0.0664) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.0466(0.0691) & 0.0041(0.0056) \\ -1.3326(0.8238) & -0.0463(0.0662) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}< 0.1839 \\ \begin{smatrix} %ECT -0.0599(0.0983) \\ 4.2280(1.1725) \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend 6.6\text{e-05}(0.0001) \\ -0.0047(0.0015) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1752(0.2472) & 0.0419(0.0149) \\ -1.3831(2.9475) & 0.7378(0.1772) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 0.2040(0.2533) & -0.0341(0.0158) \\ -2.4316(3.0205) & -0.3810(0.1884) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if } 0.1839 < \text{Th} < 0.2161 \\ \begin{smatrix} %ECT 0.0068(0.0059) \\ 0.1360(0.0702) \end{smatrix}ECT_{-1}+ \begin{smatrix} %trend 6.5\text{e-05}(5.5\text{e-05}) \\ 0.0014(0.0007) \end{smatrix} %trend +\begin{smatrix} %Lag1 0.1067(0.1146) & -0.0028(0.0114) \\ -1.2594(1.3661) & 0.3674(0.1360) \end{smatrix} \begin{smatrix} \Delta X_{t-1}^{1} \\ \Delta X_{t-1}^{2} \end{smatrix} +\begin{smatrix} %Lag2 -0.2407(0.1214) & -0.0101(0.0116) \\ 0.6007(1.4470) & 0.2467(0.1389) \end{smatrix} \begin{smatrix} \Delta X_{t-2}^{1} \\ \Delta X_{t-2}^{2} \end{smatrix} & \text{if Th}> 0.2161 \\ \end{array} \right. \end{equation} > > > proc.time() user system elapsed 13.48 2.31 15.71