| Dependent: D_lnRGI | Dependent: D_lnBJCOAL | |
|---|---|---|
| Coefficient | Coefficient | |
| C | 0.019 | -0.003 |
| D_lnRGI | 0.089 | |
| D_lnRGI(-1) | 0.628 | -0.043 |
| D_lnRGI(-2) | 0.238 | -0.417 |
| D_lnRGI(-3) | -0.222 | 0.291 |
| D_lnBJCOAL | 0.197 | |
| D_lnBJCOAL(-1) | 0.142 | 0.435 |
| D_lnBJCOAL(-2) | 0.033 | -0.290 |
| D_lnBJCOAL(-3) | 0.047 | 0.124 |
| ecm(-1) | -0.038 | -0.049 |
| Log likelihood | 108.308 | 101.068 |
| R-squared | 0.702 | 0.360 |