Table 3.
Results of fitting the model of AR(1) with constant
| Pr{(c1 (i) ≥ 1} | |||||||
|---|---|---|---|---|---|---|---|
| Denmark | .14 | .05 | .99 | .02 | .35 | 17.88 | .33 |
| England | .07 | .04 | .93 | .03 | .02 | 1.06 | .24 |
| France | .02 | .03 | .95 | .04 | .12 | .44 | .18 |
| Italy | −.02 | .02 | .92 | .04 | .01 | −0.27 | .12 |
| Japan | −.27 | .05 | .95 | .01 | <.01 | −5.61 | .34 |
| The Netherlands | .10 | .05 | .94 | .04 | .04 | 1.61 | .33 |
| Norway | .10 | .05 | .95 | .03 | .03 | 2.03 | .33 |
| Spain | −.05 | .04 | .86 | .04 | <.01 | −.35 | .25 |
| Sweden | .03 | .04 | .93 | .05 | .06 | .47 | .28 |
| Switzerland | .01 | .02 | .95 | .05 | .18 | .23 | .12 |
| USA | .10 | .04 | .98 | .03 | .24 | 4.39 | .28 |