Mathematical Problems in Engineering / 2014 / Article / Tab 6

Research Article

Modelling Inflation Uncertainty with Structural Breaks Case of Turkey (1994–2013)

Table 6

Coefficient and their statistics of the mean equation for inflation series.

VariablesCoefficientStandard error-statisticsSignificance

0.0169300.0033705.0240280.0000
D1 * INF (-1)0.4602450.0559828.2213570.0000
D1 * INF (-5)0.0935420.0395502.3651720.0189
D2 * INF (-1)0.4447560.0684916.4936210.0000
D2 * INF (-5)0.1297930.0601532.1577150.0320
SD(1)0.0113320.0021045.3873520.0000
SD(4)0.0085630.0021643.9565210.0001
SD(6)−0.0096320.002160−4.4592260.0000
SD(9)0.0124230.0021365.8162940.0000
SD(10)0.0137850.0021206.5015270.0000
Adjusted -square0.836555AIC−6.565570
Log-likelihood778.1717SIC−6.417906
FPE*0.824459HQ−6.506032

FPE information criteria have been calculated using the ( formula, where is the number of observation, is the number of parameters, and RSS is the residual sum squares [80].