Indicator | Variable | Coefficient | SE | Z-value | P-value |
---|---|---|---|---|---|
HVLa | Theta_1 | -1.03 | 0.05 | -19.53 | < 0.0001 |
Theta_5 | -0.37 | 0.11 | -3.33 | < 0.0001 | |
Theta_6 | 0.55 | 0.09 | 5.67 | < 0.0001 | |
Dummy_jan_2008_3 | 0.28 | 0.09 | 3.09 | < 0.0001 | |
Dummy_jan_2008_4 | -0.30 | 0.00 | -3.36 | < 0.0001 | |
PCPb | Phi_1 | 0.62 | 0.08 | 7.20 | < 0.0001 |
Theta_1 | -1.00 | 0.06 | -14.94 | < 0.0001 | |
Dummy_jan_2011 | 0.68 | 0.24 | 2.82 | < 0.0001 | |
Dummy_jan_2011_1 | -1.83 | 0.43 | -4.19 | < 0.0001 | |
Dummy_jan_2011_2 | 1.13 | 0.25 | 4.49 | < 0.0001 | |
PMHc | Phi_1 | 0.99 | 0.07 | 12.61 | < 0.0001 |
Phi_3 | -0.18 | 0.08 | -2.25 | 0.02 | |
Theta_1 | -1.49 | 0.03 | -39.96 | < 0.0001 | |
Theta_3 | 0.49 | 0.03 | 13.19 | < 0.0001 | |
Dummy_apr_2008 | 0.76 | 0.06 | 11.42 | < 0.0001 | |
Dummy_aug_2009 | -6.87 | 1.36 | -5.04 | < 0.0001 | |
Dummy_aug_2009_1 | 5.97 | 1.31 | 4.53 | < 0.0001 |