Table 8.
Variable | Coefficient (P-value) |
|||
---|---|---|---|---|
Indonesia |
Vietnam |
|||
Initial model | Simplified model | Initial model | Simplified model | |
Constant | 2588.82 (0.522) | 3130.79 (0.576) | ||
Bit | −1530.33 (0.499) | 559.97 (0.599) | ||
Bi(t−1) | −609.86 (0.756) | −1209.86 (0.249) | −764.53 (0.414) | |
Bi(t−2) | 1465.56 (0.440) | |||
Bi(t−3) | −26.65 (0.991) | |||
Δyi(t−1) | 0.12 (0.571) | |||
Δyi(t−2) | −0.52** (0.000) | −0.61** (0.000) | ||
Δyi(t−3) | −0.32** (0.010) | −0.23** (0.000) | ||
MA(1) | −0.417* (0.078) | −0.35** (0.000) | 0.16 (0.293) | 0.15 (0.320) |
MA(2) | 0.795** (0.000) | 0.98** (0.000) | ||
Dummy | −63674.42** (0.031) | −56026.31** (0.041) | ||
0.288 | 0.470 | −0.035 | −0.010 |
Means significantly within the 10% significance level.
Means significantly under the 5% significance level.