DGSRDangerous Goods Shipping Regulations
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After converting the variables to stationary series, univariate models were formed in which three series, DGSR, DPVAR, and DANTI, were each regressed successively on a maximum of six lags of itself, and the optimal lag length was determined by selecting the lag that minimized the model's final prediction error, FPE [Akaike, 1969].
In one of these bivariate models, for example, DGSR was regressed on the optimum lags of itself determined in the previous step plus up to six lags of the inflation-rate variance.
The results presented in Table 3 suggest that, taken as a group, the six coefficients on the lagged values of DPVAR in the equation, using DGSR as the dependent variable, are significantly different from 0 at the 1 percent level on the basis of the calculated F statistic.