Table 1. Open in new tab Estimates of... | Oxford Academic

Table 1.

Open in new tab

Estimates of parameters and standard errors (in brackets) of AR(1) model for inflation, δ_q, over 1960–2021

	Estimated Parameters			Model Fit Results
$δ_{q}$	$μ_{q}$	$a_{q}$	$σ_{q}$	LogLikelihood	$r_{z} (1)$	$r_{z}^{2} (1)$	Skewness ${\sqrt{β}}_{1}$	Kurtosis $β_{2}$	Jarque-Bera $χ^{2}$	$p (χ^{2})$
AR(1)	0.3365	0.8860	0.1289	38.41	–0.038	0.147	0.4030	4.9942	73.195	0.000
	(0.1452)	(0.0579)	(0.0117)

	Estimated Parameters			Model Fit Results
$δ_{q}$	$μ_{q}$	$a_{q}$	$σ_{q}$	LogLikelihood	$r_{z} (1)$	$r_{z}^{2} (1)$	Skewness ${\sqrt{β}}_{1}$	Kurtosis $β_{2}$	Jarque-Bera $χ^{2}$	$p (χ^{2})$
AR(1)	0.3365	0.8860	0.1289	38.41	–0.038	0.147	0.4030	4.9942	73.195	0.000
	(0.1452)	(0.0579)	(0.0117)

Table 1.

Open in new tab

Estimates of parameters and standard errors (in brackets) of AR(1) model for inflation, δ_q, over 1960–2021

	Estimated Parameters			Model Fit Results
$δ_{q}$	$μ_{q}$	$a_{q}$	$σ_{q}$	LogLikelihood	$r_{z} (1)$	$r_{z}^{2} (1)$	Skewness ${\sqrt{β}}_{1}$	Kurtosis $β_{2}$	Jarque-Bera $χ^{2}$	$p (χ^{2})$
AR(1)	0.3365	0.8860	0.1289	38.41	–0.038	0.147	0.4030	4.9942	73.195	0.000
	(0.1452)	(0.0579)	(0.0117)

	Estimated Parameters			Model Fit Results
$δ_{q}$	$μ_{q}$	$a_{q}$	$σ_{q}$	LogLikelihood	$r_{z} (1)$	$r_{z}^{2} (1)$	Skewness ${\sqrt{β}}_{1}$	Kurtosis $β_{2}$	Jarque-Bera $χ^{2}$	$p (χ^{2})$
AR(1)	0.3365	0.8860	0.1289	38.41	–0.038	0.147	0.4030	4.9942	73.195	0.000
	(0.1452)	(0.0579)	(0.0117)