Table B2.
ARIMA estimates, non-store retailing
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ARMA | MA(1) | −0.709*** | −0.928*** | 0.572*** | |||||||||
| (0.0340) | (0.0476) | (0.0779) | |||||||||||
| AR(1) | −0.385*** | −0.301*** | 0.582*** | ||||||||||
| (0.0881) | (0.0990) | (0.0564) | |||||||||||
| Seasonal ARMA | MA(1) | −0.0890 | 1.059*** | 0.109 | |||||||||
| (0.110) | (0.286) | (0.119) | |||||||||||
| AR(1) | −0.144 | 0.973*** | 0.161 | ||||||||||
| (0.0971) | (0.0160) | (0.117) | |||||||||||
| Constant | 6.864 | 6.696 | 36.98 | 48.43 | 269.3*** | 269.5*** | 3.615 | 5.285 | 25.05*** | 34.76 | 271.7*** | 273.9*** | |
| (14.70) |
(14.10) |
(81.21) |
(380.5) |
(24.01) |
(25.40) |
(4.377) |
(11.04) |
(5.847) |
(52.69) |
(29.19) |
(41.91) |
||
| Observations | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | |
| AIC | 1584.4 | 1583.7 | 1822.5 | 1629.6 | 1604.3 | 1603.5 | 1549.6 | 1570.6 | 1874.0 | 1912.3 | 1572.4 | 1562.7 | |
| BIC | 1592.8 | 1592.0 | 1830.8 | 1638.0 | 1612.7 | 1611.9 | 1557.9 | 1579.0 | 1882.4 | 1920.6 | 1580.8 | 1571.0 |
Standard errors in parentheses. Significance is as follows: *p < 0.10, **p < 0.05, ***p < 0.01.