Table B1.
ARIMA estimates, Predominantly food stores
(1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARMA | MA(1) | −0.914*** | −1.000 | 0.212*** | |||||||||
(0.0522) | (316.0) | (0.0813) | |||||||||||
AR(1) | −0.407*** | −0.480*** | 0.191** | ||||||||||
(0.0352) | (0.0941) | (0.0876) | |||||||||||
Seasonal ARMA | MA(1) | −0.767*** | 1.000*** | −0.413*** | |||||||||
(0.0872) | (0.147) | (0.0669) | |||||||||||
AR(1) | −0.473*** | 0.980*** | −0.375*** | ||||||||||
(0.0401) | (0.0113) | (0.0485) | |||||||||||
Constant | 0.363 | −1.439 | −0.188 | 120.2 | 107.8*** | 100.0*** | 2.610 | −3.961 | 13.70* | 13.16 | 93.01* | 92.88* | |
(16.85) |
(33.40) |
(311.8) |
(1015.2) |
(29.63) |
(35.13) |
(4.275) |
(36.74) |
(7.448) |
(211.5) |
(53.04) |
(54.15) |
||
Observations | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | |
AIC | 1838.6 | 1856.6 | 2163.8 | 1934.9 | 1812.2 | 1812.1 | 1826.8 | 1866.7 | 2166.0 | 2249.0 | 1825.6 | 1825.8 | |
BIC | 1846.9 | 1865.0 | 2169.3 | 1943.3 | 1820.6 | 1820.5 | 1835.2 | 1875.1 | 2174.3 | 2257.3 | 1834.0 | 1834.2 |
Standard errors in parentheses. Significance is as follows: *p < 0.10, **p < 0.05, ***p < 0.01.