A Systems View Across Time and Space
Table 3 Cointegrating regression using first differenced data
|  | Constant | Slope | d–b (White noise) | d–b (Autocorrelation) |
|---|---|---|---|---|
LSTD | − 0.0101 (− 3.29) | 1.0200 (7.97) | 0.83 (0.73, 0.96) | 0.87 (0.62, 1.20) |
LSFD | − 0.0079 (− 3.29) | 1.1932 (2.32) | 0.46 (0.22, 0.64) | 0.44 (0.19, 0.69) |
NBLS | − 0.0043 (− 3.29) | 1.0121 (3.65) | 0.19 (− 0.04, 0.36) | 0.08 (− 0.02, 0.42) |