Table B3.
ARIMA estimates, Predominantly non-food stores
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ARMA | MA(1) | −0.839*** | −1.000 | 0.143* | |||||||||
| (0.0624) | (1199.4) | (0.0799) | |||||||||||
| AR(1) | −0.511*** | −0.403*** | 0.187*** | ||||||||||
| (0.0390) | (0.0702) | (0.0703) | |||||||||||
| Seasonal ARMA | MA(1) | −1.000*** | 1.000 | −0.436*** | |||||||||
| (0.0421) | (2834.8) | (0.0732) | |||||||||||
| AR(1) | −0.590*** | 0.988*** | −0.326*** | ||||||||||
| (0.0363) | (0.0042) | (0.0553) | |||||||||||
| Constant | 4.100 | 3.653 | −8.326 | −223.8 | 66.53** | 50.99 | 0.408 | 1.866 | 12.09 | 11.29 | 42.76 | 41.93 | |
| (13.48) |
(32.01) |
(483.9) |
(1526.6) |
(31.40) |
(42.21) |
(11.00) |
(36.19) |
(11.49) |
(288.5) |
(58.31) |
(63.67) |
||
| Observations | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | 120 | |
| AIC | 1841.7 | 1860.0 | 2253.0 | 1968.0 | 1841.9 | 1843.4 | 1848.0 | 1878.2 | 2282.6 | 2346.9 | 1854.2 | 1853.1 | |
| BIC | 1847.2 | 1868.3 | 2261.4 | 1976.4 | 1850.2 | 1851.8 | 1856.3 | 1886.6 | 2291.0 | 2355.3 | 1862.5 | 1861.5 |
Standard errors in parentheses. Significance is as follows: *p < 0.10, **p < 0.05, ***p < 0.01.