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References
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Appendices
Appendix 1. Data Used in the Estimation
Stationary Series Graphs
Original Series Graphs
Summary Statistics
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DLOG(CPI) |
DLOG(EXRATE) |
GBAL |
DLOG(MA_CLG) |
DLOG(MBASE) |
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|
Mean |
0.030208 |
0.025029 |
-225.5905 |
0.041290 |
0.033637 |
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Median |
0.015873 |
0.007649 |
-202.5290 |
0.026195 |
0.026617 |
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Maximum |
0.192272 |
0.289432 |
779.7972 |
0.210979 |
0.192222 |
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Minimum |
-0.010050 |
-0.031324 |
-1221.000 |
-0.061903 |
-0.077805 |
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Std. Dev. |
0.038387 |
0.051489 |
331.5991 |
0.050048 |
0.054344 |
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Skewness |
2.282945 |
2.879105 |
-0.307773 |
1.080060 |
0.669356 |
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Kurtosis |
8.818993 |
13.67761 |
5.741517 |
4.604015 |
3.688655 |
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Jarque-Bera |
150.4471 |
404.7128 |
21.71073 |
19.90719 |
6.232586 |
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Probability |
0.000000 |
0.000000 |
0.000019 |
0.000048 |
0.044321 |
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Sum |
1.993737 |
1.651902 |
-14888.98 |
2.725140 |
2.220017 |
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Sum Sq. Dev. |
0.095780 |
0.172325 |
7147269. |
0.162810 |
0.191960 |
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Observations |
66 |
66 |
66 |
66 |
66 |
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CPI |
EXRATE |
MBASE |
MA_CLG |
|
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Mean |
17.87530 |
2.632824 |
6722.512 |
9857.083 |
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Median |
17.69375 |
1.882672 |
6668.000 |
7017.845 |
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Maximum |
30.86976 |
5.543100 |
14025.00 |
21525.84 |
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Minimum |
5.095265 |
1.172000 |
1409.196 |
1445.900 |
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Std. Dev. |
6.136360 |
1.323945 |
3318.025 |
6106.564 |
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Skewness |
-0.063575 |
1.028380 |
0.462127 |
0.564182 |
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Kurtosis |
2.639760 |
2.602049 |
2.266566 |
1.915644 |
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Jarque-Bera |
0.401335 |
12.06871 |
3.828470 |
6.734838 |
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Probability |
0.818184 |
0.002395 |
0.147455 |
0.034479 |
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Sum |
1179.770 |
173.7664 |
443685.8 |
650567.5 |
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Sum Sq. Dev. |
2447.569 |
113.9340 |
7.16E+08 |
2.42E+09 |
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