| Table 4. Estimation Results for PAD Districts | |||||||||||||
| Dependent Variable: D(RETPAD1) | Dependent Variable: D(RETPAD2) | Dependent Variable: D(RETPAD3) | Dependent Variable: D(RETPAD4) | Dependent Variable: D(RETPAD5) | |||||||||
| Sample: 3/06/1995 8/13/2001 | Sample: 3/06/1995 8/13/2001 | Sample: 3/06/1995 8/13/2001 | Sample: 3/06/1995 8/13/2001 | Sample: 3/13/1995 8/13/2001 | |||||||||
| Variable | Coefficient | Variable | Coefficient | Variable | Coefficient | Variable | Coefficient | Variable | Coefficient | ||||
| C | 0.011 | C | 0.008 | C | 0.010 | C | 0.004 | C | 0.003 | ||||
| (0.051) | (0.044) | (0.043) | (0.045) | (0.047) | |||||||||
| DSPOTPAD1(-1) | 0.500*** | DSPOTPAD2(-1) | 0.373*** | DSPOTPAD3(-1) | 0.436*** | DSPOTPAD4(-1) | 0.173*** | DSPOTPAD5(-1) | 0.467*** | ||||
| (0.019) | (0.031) | (0.016) | (0.017) | (0.019) | |||||||||
| DSPOTPAD1(-2) | 0.230*** | DSPOTPAD2(-2) | 0.246*** | DSPOTPAD3(-2) | 0.283*** | DSPOTPAD4(-2) | 0.168*** | DSPOTPAD5(-2) | 0.222*** | ||||
| (0.019) | (0.016) | (0.016) | (0.017) | (0.021) | |||||||||
| DSPOTPAD1(-2) | 0.125*** | DSPOTPAD2(-3) | 0.060*** | DSPOTPAD3(-3) | 0.101*** | DSPOTPAD4(-3) | 0.122*** | DSPOTPAD5(-3) | 0.086*** | ||||
| (0.019) | (0.016) | (0.016) | (0.017) | (0.021) | |||||||||
| DSPOTPAD1(-4) | 0.058*** | DSPOTPAD2(-4) | 0.069*** | DSPOTPAD3(-4) | 0.076*** | DSPOTPAD4(-4) | 0.090*** | DSPOTPAD5(-4) | 0.116*** | ||||
| (0.019) | (0.016) | (0.016) | (0.018) | (0.019) | |||||||||
| DSPOTPAD1(-5) | 0.041** | DSPOTPAD2(-5) | 0.029* | DSPOTPAD3(-5) | 0.060*** | DSPOTPAD4(-5) | 0.089*** | ||||||
| (0.019) | (0.016) | (0.016) | (0.018) | ||||||||||
| DSPOTPAD5(-6) | 0.055*** | ||||||||||||
| (0.016) | |||||||||||||
| DSPOTPAD5(-8) | 0.058*** | ||||||||||||
| (0.017) | |||||||||||||
| DPSPOTUSGC(-1) | 0.159*** | DSPOTPNW(-1) | 0.111 | ||||||||||
| (0.032) | (0.019) | ||||||||||||
| DSPOTPNW(-2) | 0.053** | ||||||||||||
| (0.022) | |||||||||||||
| DSPOTPNW(-3) | 0.049** | ||||||||||||
| (0.022) | |||||||||||||
| DSPOTPNW(-4) | 0.069*** | ||||||||||||
| (0.022) | |||||||||||||
| DSPOTPNW(-5) | 0.046** | ||||||||||||
| (0.022) | |||||||||||||
| DSPOTPNW(-6) | 0.062*** | ||||||||||||
| (0.018) | |||||||||||||
| Sum of Spot Lags | 0.953 | Sum of Spot Lags | 0.935 | Sum of Spot Lags | 0.956 | Sum of Spot Lags | 1.032 | Sum of Spot Lags | 1.004 | ||||
| Adj. R^2 | 0.748 | Adj. R^2 | 0.810 | Adj. R^2 | 0.771 | Adj. R^2 | 0.721 | Adj. R^2 | 0.824 | ||||
| S.E. Regression | 0.933 | S.E. Regression | 0.811 | S.E. Regression | 0.786 | S.E. Regression | 0.831 | S.E. Regression | 0.854 | ||||
| AIC | 2.716777 | AIC | 2.438364 | AIC | 2.374428 | AIC | 2.503568 | AIC | 2.541831 | ||||
| F-statistic | 200.1 | F-statistic | 239.5 | F-statistic | 227.3 | F-statistic | 79.9 | F-statistic | 263.2 | ||||
| D.W. statistic | 1.85 | D.W. statistic | 2.21 | D.W. statistic | 1.95 | D.W. statistic | 1.54 | D.W. statistic | 1.71 | ||||
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