| Table 3. Estimation Results for National and Sub-PAD District Regions | |||||||||||||
| Dependent Variable: D(RETUS) | Dependent Variable: (RETPAD1X) | Dependent Variable: (RETPAD1Y) | Dependent Variable: D(RETPAD1Z) | Dependent Variable: D(RETCA) | |||||||||
| Sample: 3/06/1995 8/13/2001 | Sample: 7/07/1997 8/06/2001 | Sample: 7/07/1997 8/13/2001 | Sample: 7/07/1997 8/13/2001 | Sample: 9/04/1995 8/13/2001 | |||||||||
| Variable | Coefficient | Variable | Coefficient | Variable | Coefficient | Variable | Coefficient | Variable | Coefficient | ||||
| C | 0.008 | C | -0.040 | C | -0.002 | C | -0.010 | C | 0.014 | ||||
| (0.036) | (0.090) | (0.115) | (0.048) | (0.065) | |||||||||
| DSPOTUS(-1) | 0.493*** | DSPOTPAD1X(-1) | 0.295*** | DSPOTPAD1Y(-1) | 0.626*** | DSPOTPAD1Z(-1) | 0.465*** | DSPOTCA(-1) | 0.509*** | ||||
| (0.015) | (0.033) | (0.033) | (0.017) | (0.021) | |||||||||
| DSPOTUS(-2) | 0.239*** | DSPOTPAD1X(-2) | 0.322** | DSPOTPAD1Y(-2) | 0.279*** | DSPOTPAD1Z(-2) | 0.214*** | DSPOTCA(-2) | 0.244*** | ||||
| (0.015) | (0.026) | (0.033) | (0.017) | (0.024) | |||||||||
| DSPOTUS(-3) | 0.085*** | DSPOTPAD1X(-3) | 0.234*** | DSPOTPAD1Y(-3) | 0.167*** | DSPOTPAD1Z(-3) | 0.120*** | DSPOTCA(-3) | 0.083*** | ||||
| (0.015) | (0.026) | (0.033) | (0.017) | (0.024) | |||||||||
| DSPOTUS(-4) | 0.067*** | XXX1(-1) | 32.895*** | DSPOTPAD1Z(-4) | 0.015 | DSPOTCA(-4) | 0.087*** | ||||||
| (0.015) | (1.479) | (0.017) | (0.024) | ||||||||||
| DSPOTUS(-5) | 0.051*** | XXX2(-1) | -0.776 | DSPOTPAD1Z(-5) | 0.038** | DSPOTCA(-5) | 0.051** | ||||||
| (0.015) | (1.539) | (0.017) | (0.021) | ||||||||||
| DSPOTUS(-7) | 0.030** | XXX3(-1) | -15.478*** | XXX1(-1) | 7.160*** | ||||||||
| (0.015) | (1.632) | (0.739) | |||||||||||
| Sum of Spot Lags | 0.965 | Sum of Spot Lags | 0.851 | Sum of Spot Lags | 1.070 | Sum of Spot Lags | 0.853 | Sum of Spot Lags | 0.973 | ||||
| Adj. R^2 | 0.829 | Adj. R^2 | 0.886 | Adj. R^2 | 0.737 | Adj. R^2 | 0.857 | Adj. R^2 | 0.800 | ||||
| S.E. Regression | 0.661 | S.E. Regression | 1.307 | S.E. Regression | 1.685 | S.E. Regression | 0.705 | S.E. Regression | 1.140 | ||||
| AIC | 2.030957 | AIC | 3.405396 | AIC | 3.900367 | AIC | 2.171359 | AIC | 3.118797 | ||||
| F-statistic | 272.2 | F-statistic | 277.8 | F-statistic | 201.1 | F-statistic | 215.2 | F-statistic | 249.2 | ||||
| D.W. statistic | 1.98 | D.W. statistic | 1.49 | D.W. statistic | 2.17 | D.W. statistic | 1.82 | D.W. statistic | 1.68 | ||||
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