Variable | Linear self-regression | Threshold Self-Regression (Lower Area) | Threshold self-regression (Upper Region) | ||||||||
Coefficient | Standard Error | T-value | Coefficient | Standard Error | T-value | Coefficient | Standard Error | T-value | |||
C | 1.282* | 0.701 | 1.828 | 1.898 | 1.622 | 1.170 | −2.807 | 3.031 | −0.926 | ||
NIUROU(−1) | 1.059*** | 0.108 | 9.851 | 1.938*** | 0.189 | 10.280 | −1.489*** | 0.233 | −6.395 | ||
NIUROU(−2) | 0.254 | 0.157 | 1.615 | −1.244*** | 0.404 | −3.077 | 2.045*** | 0.427 | 4.790 | ||
NIUROU(−3) | −0.184 | 0.159 | −1.156 | 0.547 | 0.494 | 1.106 | −0.130 | 0.520 | −0.250 | ||
NIUROU(−4) | −0.143 | 0.160 | −0.892 | −0.614 | 0.480 | −1.279 | 0.426 | 0.505 | 0.842 | ||
NIUROU(−5) | 0.010 | 0.161 | 0.062 | 0.330 | 0.451 | 0.732 | −0.806* | 0.473 | −1.705 | ||
NIUROU(−6) | −0.097 | 0.160 | −0.608 | 0.604 | 0.440 | 1.373 | −1.045*** | 0.460 | −2.270 | ||
NIUROU(−7) | 0.054 | 0.160 | 0.336 | −0.893** | 0.438 | −2.040 | 0.923*** | 0.460 | 2.006 | ||
NIUROU(−8) | 0.088 | 0.160 | 0.549 | 0.189 | 0.434 | 0.436 | 0.266 | 0.455 | 0.585 | ||
NIUROU(−9) | 0.025 | 0.160 | 0.154 | 0.065 | 0.398 | 0.163 | 0.314 | 0.421 | 0.748 | ||
NIUROU(−10) | −0.026 | 0.160 | −0.162 | −0.029 | 0.387 | −0.074 | −0.040 | 0.411 | −0.098 | ||
NIUROU(−11) | −0.041 | 0.159 | −0.256 | 0.152 | 0.376 | 0.403 | −0.482 | 0.399 | −1.208 | ||
NIUROU(−12) | −0.058 | 0.157 | −0.368 | −0.158 | 0.376 | −0.420 | −0.062 | 0.397 | −0.156 | ||
NIUROU(−13) | −0.084 | 0.154 | −0.544 | −0.326 | 0.371 | −0.879 | 0.355 | 0.391 | 0.906 | ||
NIUROU(−14) | 0.122 | 0.104 | 1.178 | 0.400 | 0.272 | 1.474 | −0.222 | 0.285 | −0.778 | ||
455.8226 | 388.0489 | ||||||||||
0.98655 | 0.99421 |