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Annex IV. Mexico. Velocity of Circulation
Growth Rate Estimates
Δ log Gross
output/M1
c
-0.0108
(-10.47)***
D
1995:1-1995:2
0.220
(11.68)***
MA(2)
-0.306
(-3.24)**
MA(3)
-0.443
(-4.64)***
R
2
aj.
0.514
D.W.
1.757
Akaike c.
-3.987
n
1993.2-2014:2
Notes:
t-statistic values in parenthesis;
Significance for t-statistic values:
( )***:99%; ( )**: 95%; ( )*: 90%.
Source: Own estimates.