Kết Quả Hồi Quy Hàm Đồng Vượt Ngưỡng Theo Bg Và Biến Trễ

Equation: UNTITLED

Specification: COERCII C BG COERCII(-1)

Quantile

Coefficient

Std. Error

t-Statistic

Prob.

C

0.01

-0.03665

0.001872

-19.5736

0.0000

0.05

-0.02353

0.001248

-18.8437

0.0000

0.1

-0.01626

0.001102

-14.763

0.0000

0.9

0.016484

0.001051

15.68971

0.0000

0.95

0.024496

0.001899

12.9005

0.0000

0.99

0.041413

0.001334

31.05146

0.0000

BG

0.01

-0.00798

0.003038

-2.62692

0.0087

0.05

-0.00889

0.002752

-3.22961

0.0013

0.1

-0.0104

0.003021

-3.44061

0.0006

0.9

0.003687

0.00275

1.340753

0.1802

0.95

0.010153

0.003497

2.903407

0.0037

0.99

0.005427

0.002276

2.38484

0.0172

COERCII(-1)

0.01

0.320002

0.067863

4.715379

0.0000

0.05

0.470523

0.040017

11.75814

0.0000

0.1

0.422674

0.042367

9.976563

0.0000

0.9

0.253362

0.061747

4.103206

0.0000

0.95

0.249057

0.066473

3.746723

0.0002

0.99

0.029233

0.019106

1.52998

0.1262

Equation: UNTITLED

Specification: COERDRC C BG COERDRC(-1)

Quantile

Coefficient

Std. Error

t-Statistic

Prob.

C

0.01

-0.03704

0.001811

-20.4485

0.0000

0.05

-0.02187

0.001094

-19.9865

0.0000

0.1

-0.01489

0.00094

-15.8416

0.0000

0.9

0.01634

0.000819

19.95142

0.0000

0.95

0.023955

0.001718

13.94051

0.0000

0.99

0.041351

0.001796

23.02778

0.0000

BG

0.01

-0.00809

0.002745

-2.94901

0.0032

0.05

-0.01041

0.00302

-3.44762

0.0006

0.1

-0.01235

0.002267

-5.44467

0.0000

0.9

0.000996

0.001556

0.640483

0.5220

0.95

0.009605

0.002748

3.49493

0.0005

0.99

0.005515

0.002699

2.043524

0.0412

COERDRC(-1)

0.01

0.254598

0.076459

3.329874

0.0009

0.05

0.498531

0.032934

15.13723

0.0000

0.1

0.409215

0.033591

12.18224

0.0000

0.9

0.343216

0.031228

10.99059

0.0000

0.95

0.272528

0.059453

4.583934

0.0000

0.99

0.030608

0.029266

1.045836

0.2958

Equation: UNTITLED

Specification: COERFPT C BG COERFPT(-1)

Quantile

Coefficient

Std. Error

t-Statistic

Prob.

C

0.01

-0.03592

0.001485

-24.1951

0.0000

0.05

-0.02368

0.002043

-11.5928

0.0000

0.1

-0.01529

0.000917

-16.6766

0.0000

0.9

0.014963

0.000907

16.49749

0.0000

0.95

0.02386

0.001856

12.85876

0.0000

0.99

0.041413

0.001315

31.49929

0.0000

BG

0.01

-0.0095

0.002559

-3.71253

0.0002

0.05

-0.0116

0.005043

-2.3009

0.0215

0.1

-0.01417

0.002174

-6.51779

0.0000

0.9

0.005288

0.00271

1.951455

0.0512

0.95

0.009665

0.002934

3.294329

0.0010

0.99

0.003568

0.002184

1.633568

0.1026

COERFPT(-1)

0.01

0.226019

0.034305

6.588595

0.0000

0.05

0.35289

0.133044

2.652424

0.0081

0.1

0.352785

0.035461

9.948425

0.0000

0.9

0.255009

0.059386

4.294105

0.0000

0.95

0.264873

0.045745

5.790179

0.0000

0.99

0.017878

0.01997

0.895229

0.3708

Equation: UNTITLED

Specification: COERGMD C BG COERGMD(-1)

Quantile

Coefficient

Std. Error

t-Statistic

Prob.

C

0.01

-0.03755

0.001606

-23.3768

0.0000

0.05

-0.02477

0.001716

-14.4308

0.0000

0.1

-0.01586

0.000993

-15.976

0.0000

0.9

0.017832

0.000987

18.06014

0.0000

0.95

0.025431

0.001433

17.74758

0.0000

0.99

0.040857

0.001363

29.96959

0.0000

BG

0.01

-0.00812

0.003025

-2.68407

0.0074

0.05

-0.00966

0.003168

-3.04956

0.0023

0.1

-0.01262

0.002688

-4.69384

0.0000

0.9

-0.00024

0.001969

-0.1235

0.9017

0.95

0.006658

0.00388

1.716101

0.0864

0.99

0.003104

0.002691

1.153543

0.2489

COERGMD(-1)

0.01

0.217795

0.063488

3.430494

0.0006

0.05

0.378921

0.079564

4.762488

0.0000

0.1

0.387581

0.043206

8.970438

0.0000

0.9

0.315538

0.043956

7.178449

0.0000

0.95

0.299607

0.047591

6.295401

0.0000

0.99

0.055738

0.027093

2.057292

0.0398

Equation: UNTITLED

Specification: COERITA C BG COERITA(-1)

Quantile

Coefficient

Std. Error

t-Statistic

Prob.

C

0.01

-0.03821

0.001907

-20.0299

0.0000

0.05

-0.02361

0.00184

-12.8344

0.0000

0.1

-0.01513

0.000844

-17.9307

0.0000

0.9

0.017221

0.000795

21.6477

0.0000

0.95

0.02526

0.00145

17.42451

0.0000

0.99

0.041487

0.001501

27.64123

0.0000

BG

0.01

-0.00662

0.002387

-2.77315

0.0056

0.05

-0.01578

0.003609

-4.3729

0.0000

0.1

-0.01444

0.002413

-5.98231

0.0000

0.9

-0.0003

0.00193

-0.15476

0.8770

0.95

0.007962

0.002737

2.909377

0.0037

0.99

0.005747

0.003749

1.532871

0.1255

COERITA(-1)

0.01

0.232644

0.094857

2.452576

0.0143

0.05

0.40395

0.07793

5.183475

0.0000

0.1

0.393234

0.037117

10.5945

0.0000

0.9

0.339816

0.035559

9.556363

0.0000

0.95

0.288955

0.042457

6.805757

0.0000

0.99

0.049287

0.031127

1.583443

0.1135

Equation: UNTITLED

Specification: COERKDC C BG COERKDC(-1)

Quantile

Coefficient

Std. Error

t-Statistic

Prob.

C

0.01

-0.03535

0.001808

-19.5488

0.0000

0.05

-0.01998

0.001637

-12.2063

0.0000

0.1

-0.01279

0.000855

-14.9635

0.0000

0.9

0.014695

0.000954

15.39952

0.0000

0.95

0.024012

0.001309

18.34577

0.0000

0.99

0.040078

0.00158

25.3668

0.0000

BG

0.01

-0.00928

0.002639

-3.51585

0.0005

0.05

-0.01624

0.003428

-4.73885

0.0000

0.1

-0.01478

0.0029

-5.09651

0.0000

0.9

0.002025

0.001563

1.295795

0.1952

0.95

0.003858

0.007414

0.520319

0.6029

0.99

0.005398

0.002041

2.645229

0.0082

COERKDC(-1)

0.01

0.2864

0.063546

4.50696

0.0000

0.05

0.341526

0.146412

2.332638

0.0198

0.1

0.35555

0.031545

11.27103

0.0000

0.9

0.348381

0.032608

10.68398

0.0000

0.95

0.351273

0.062337

5.635107

0.0000

0.99

-0.01471

0.021723

-0.67715

0.4984

Equation: UNTITLED

Specification: COERPVD C BG COERPVD(-1)

Quantile Process Estimates

Equation: UNTITLED

Specification: COERHNX C BG COERHNX(-1)

Quantile

Coefficient

Std. Error

t-Statistic

Prob.

C

0.01

-0.03656

0.001502

-24.3313

0.0000

0.05

-0.02381

0.001651

-14.4228

0.0000

0.1

-0.0154

0.000755

-20.398

0.0000

0.9

0.017446

0.00088

19.81492

0.0000

0.95

0.024692

0.001708

14.46043

0.0000

0.99

0.04176

0.00162

25.78415

0.0000

BG

0.01

-0.00864

0.002722

-3.17317

0.0015

0.05

-0.01486

0.002721

-5.46126

0.0000

0.1

-0.0161

0.003646

-4.4173

0.0000

0.9

0.00035

0.001903

0.183692

0.8543

0.95

0.006812

0.003438

1.981529

0.0477

0.99

0.004782

0.003497

1.367474

0.1717

COERHNX(-1)

0.01

0.248828

0.04846

5.134743

0.0000

0.05

0.336758

0.054015

6.234531

0.0000

0.1

0.287378

0.053669

5.354625

0.0000

0.9

0.302415

0.035849

8.435731

0.0000

0.95

0.316865

0.054777

5.78462

0.0000

0.99

0.05556

0.031692

1.753125

0.0798

Quantile

Coefficient

Std. Error

t-Statistic

Prob.

C

0.01

-0.03794

0.001859

-20.4109

0.0000

0.05

-0.02421

0.001632

-14.8413

0.0000

0.1

-0.01497

0.000941

-15.9049

0.0000

0.9

0.016875

0.000954

17.67988

0.0000

0.95

0.023579

0.001685

13.99279

0.0000

0.99

0.040883

0.001515

26.98434

0.0000

BG

0.01

-0.00688

0.003072

-2.24062

0.0252

0.05

-0.01279

0.002704

-4.73064

0.0000

0.1

-0.01445

0.003572

-4.04567

0.0001

0.9

0.002749

0.002531

1.086272

0.2775

0.95

0.009488

0.0025

3.795656

0.0002

0.99

0.003012

0.002289

1.31557

0.1885

COERPVD(-1)

0.01

0.205687

0.081447

2.52541

0.0117

0.05

0.241778

0.044601

5.420908

0.0000

0.1

0.328062

0.044286

7.407851

0.0000

0.9

0.299736

0.05052

5.932971

0.0000

0.95

0.30108

0.040045

7.518622

0.0000

0.99

0.054397

0.029391

1.850765

0.0644