Journal of Economic Structures

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

Table 3 STR estimation

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

Variable	Linear part			Nonlinear part
Variable	Estimate	t-stat	p value	Estimate	t-stat	p-value
CONST	0.12239	1.2125	0.2272	− 953,955.38	− 0.3598	0.7195
D(t-1)	3.44095	56.4711	0	55,788.638	5.3396	0
D(t-2)	− 4.85657	− 23.6939	0	− 128,587.3	− 4.4038	0
D(t-3)	3.52758	10.8223	0	150,274.68	4.8933	0
D(t-4)	− 2.12355	− 5.8562	0	− 59,508.708	− 3.0057	0.0031
D(t-5)	2.89067	7.8714	0	14,150.225	0.8531	0.3949
D(t-6)	− 3.60591	− 10.8688	0	− 77,656.05	− 3.0307	0.0029
D(t-7)	2.32734	11.4595	0	110,221.82	4.5656	0
D(t-8)	− 0.60717	− 10.4833	0	− 49,524.663	− 2.9885	0.0033
G(t)	− 0.43956	− 4.2399	0	2436.6833	0.135	0.8928
O(t)	0.40763	7.17	0	− 10,842.736	− 2.7485	0.0067
G(t-1)	1.56917	4.2132	0	126,586.48	5.456	0
O(t-1)	− 1.39428	− 6.655	0	26,129.101	3.6575	0.0003
G(t-2)	− 2.31567	− 4.0119	0.0001	− 274,823.19	− 4.5956	0
O(t-2)	1.94316	5.9982	0	− 28,718.133	− 4.6149	0
G(t-3)	1.71933	3.1637	0.0019	312,310.67	4.9268	0
O(t-3)	− 1.40125	− 1.7457	0	26,514.178	5.0061	0
G(t-4)	− 0.86318	− 4.44	0.0829	− 194,259.19	− 3.7756	0.0002
O(t-4)	0.89336	2.584	0.0107	− 29,810.375	− 4.7437	0
G(t-5)	0.96113	1.7096	0.0894	100,486.96	4.9333	0
O(t-5)	− 1.25769	− 2.5428	0.012	18,857.949	3.3823	0.0009
G(t-6)	− 1.28821	− 2.1381	0.0341	− 131,798.66	− 4.1951	0
O(t-6)	1.50717	2.8022	0.0057	− 3235.5232	− 1.905	0.0587
G(t-7)	− 0.93333	2.3341	0.0209	154,937.01	4.8256	0
O(t-7)	0.89894	− 2.8878	0.0044	− 1367.9392	− 1.9144	0.0574
G(t-8)	− 0.24422	− 2.3114	0.0221	− 67,410.793	− 2.1326	0.0346
O(t-8)	0.23294	2.8709	0.0047	941.82658	2.1023	0.02721
γ				4.98625	3.451	0.0007
C				84.86378	9.8484	0

AIC:	− 4.2198e+00
SC:	− 3.3243e+00
HQ:	− 3.8578e+00
R²:	9.9985e−01
Adjusted R²:	0.9998
SD of residuals:	0.1084
Variance of residuals:	0.0118

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