| Dependent: D_lnRGI | Dependent: D_lnDQOIL | |
|---|---|---|
| Coefficient | Coefficient | |
| C | 0.017 | -0.006 |
| D_lnRGI | 0.069 | |
| D_lnRGI(-1) | 0.565 | 0.227 |
| D_lnRGI(-2) | 0.082 | -0.243 |
| D_lnDQOIL | 0.132 | |
| D_lnDQOIL(-1) | -0.051 | 0.729 |
| D_lnDQOIL(-2) | 0.204 | -0.490 |
| ecm (-1) | -0.043 | -0.038 |
| Log likelihood | 109.091 | 103.372 |
| R-squared | 0.748 | 0.554 |