Table 1 - Hyper-Parameters Given as Standard Deviation and Interventions
Excel | CSV
| Level |
3.95E-02 |
7.3E-03 |
nil |
nil |
3.9E-02 |
2.0E-03 |
| Slope |
1.2E-02 |
8.6E-03 |
1.9E-02 |
6.7E-03 |
1.8E-02 |
2.2E-02 |
| Cycle |
ρ = 0.83 |
ρ = 0.88 |
ρ = 0.98 |
| 2.1E-02 |
1.6E-02 |
1.2E-02 |
2.4E-02 |
3.6E-02 |
3.0E-02 |
| Irregular |
0.0E+00 |
2.5E-02 |
1.9E-02 |
6.7E-03 |
9.8E-03 |
3.5E-02 |
| Interventions |
nil |
+LS 1956** |
+AO 1957** |
-AO 1957* |
nil |
nil |
| nil |
+AO 1967** |
-LS 2002*** |
-LS 2002** |
nil |
nil |
| Model |
LLT+cycle |
Smooth trend |
LLT+cycle |
| Cointegration |
C(2,2)+common cycles |
nil |
C(2,2) |
Key: *** = p-value<0.01; ** = p-value<0.05; and * = p-value<0.1; the sign in the intervention row indicates the sign of its coefficient.
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