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The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 2 Testing linearity against STR and model selection

From: The dynamics of fiscal policy in Algeria: sustainability and structural change

Transition variable

F

F4

F3

F2

Suggested model

D(t-1)

1.5619e−02

4.5449e−02

1.5936e−01

1.2821e−01

LSTR1

D(t-2)

2.3193e−01

2.4984e−01

3.6338e−01

3.5453e−01

Linear

D(t-3)

7.2452e−01

6.7605e−01

6.3017e−01

4.9937e−01

Linear

D(t-4)

8.3556e−01

7.8066e−01

8.4043e−01

3.6497e−01

Linear

D(t-5)

7.7999e−01

8.0792e−01

9.7320e−01

6.9631e−02

Linear

D(t-6)

7.4431e−03

4.3397e−01

8.2779e−01

2.5385e−03

Linear

D(t-7)

1.4506e−03

3.8275e−01

2.4542e−01

1.7514e−04

LSTR1

D(t-8)

1.2869e−01

2.2744e−01

5.8048e−02

4.6705e−04

LSTR1

G(t)

NaN

NaN

1.1608e−01

1.8470e−06

Linear

O(t)

7.9259e−1

5.5309e−02

2.6174e−06

5.2143e−07

LSTR1

G(t-1)

NaN

NaN

4.7578e−01

1.7889e−05

Linear

O(t-1)

4.3668e−0

1.1413e−01

4.3676e−05

3.3501e−08

LSTR1

G(t-2)

NaN

NaN

3.5836e−01

5.3124e−05

Linear

O(t-2)

1.6179e−09

2.7641e−02

4.2262e−04

9.5567e−09

LSTR1

G(t-3)

NaN

NaN

2.2894e−01

1.3343e−04

Linear

O(t-3)

1.6062e−09

3.3229e−03

6.1874e−03

1.2838e−08

LSTR1

G(t-4)

NaN

NaN

1.5842e−01

1.0500e−03

Linear

O(t-4)

6.7021e−15

3.7044e−09

3.0912e−02

2.2468e−08

LSTR1

G(t-5)

7.8549e−18

6.8076e−19

5.1238e−01

4.7040e−03

LSTR1

O(t-5)

4.1376e−13

1.5390e−07

4.5120e−02

1.8503e−08

LSTR1

G(t-6)

NaN

NaN

2.8722e−01

3.0059e−03

Linea

O(t-6)

6.4568e−11

1.1063e−04

1.2861e−02

1.1099e−08

LSTR1

G(t-7)

NaN

NaN

3.2116e−01

2.2393e−03

Linear

O(t-7)

4.2884e−11

2.0781e−04

4.5376e−03

1.1331e−08

LSTR1

G(t-8)

NaN

NaN

5.5037e−01

3.3869e−03

Linear

O(t-8)*

9.9007e−21

9.8729e−14

2.6187e−03

2.6743e−08

LSTR1