표 20 오피스의 신규공급량과 공실률 간 관계 : BBD
변수 | 종속변수(Y) : Diff.공실률 | 종속변수(Y) : 신규공급량 |
독립변수(X) : 신규공급량 | 독립변수(X) : Diff.공실률 |
Mode1_1 | Model1_2 | Model1_3 | Model1_4 | Model1_5 | Model2_1 | Model2_2 | Model2_3 | Model2_4 | Model2_5 |
ARDL(1,0) | ARDL(1,1) | ARDL(1,2) | ARDL(2,1) | ARDL(2,2) | ARDL(1,0) | ARDL(1,1) | ARDL(1,2) | ARDL(2,1) | ARDL(2,2) |
Yt-1 | –0.205 | –0.207 | –0.208 | –0.169 | –0.168 | 0.264 | 0.246 | 0.268 | 0.259 | 0.271 |
(0.198) | (0.205) | (0.209) | (0.214) | (0.218) | (0.192) | (0.204) | (0.208) | (0.215) | (0.219) |
Yt-2 | | | | 0.209 | 0.219 | | | | –0.052 | –0.012 |
| | | (0.227) | (0.234) | | | | (0.213) | (0.220) |
Xt | 0.010 | 0.010 | 0.009 | 0.011 | 0.010 | 3.273 | 3.543 | 3.815 | 3.483 | 3.797 |
(0.010) | (0.011) | (0.011) | (0.011) | (0.011) | (3.722) | (3.944) | (4.069) | (4.034) | (4.181) |
Xt-1 | | 0.001 | 0.001 | –0.000 | 0.001 | | 1.463 | 0.911 | 1.440 | 0.911 |
| (0.011) | (0.012) | (0.011) | (0.012) | | (4.014) | (4.124) | (4.100) | (4.225) |
Xt-2 | | | –0.003 | | –0.004 | | | –3.400 | | –3.366 |
| | (0.011) | | (0.012) | | | (4.349) | | (4.500) |
상수 | –0.669 | –0.712 | –0.538 | –0.837 | –0.587 | 56.708** | 58.702** | 55.093** | 61.908** | 55.849* |
(1.198) | (1.395) | (1.601) | (1.440) | (1.654) | (22.484) | (24.059) | (24.864) | (27.917) | (29.085) |
N | 27 | 27 | 27 | 26 | 26 | 28 | 27 | 26 | 27 | 26 |
adj_R2 | –0.006 | –0.049 | –0.094 | –0.066 | –0.113 | 0.027 | –0.016 | –0.034 | –0.059 | –0.085 |
AIC | 162.412 | 164.408 | 166.338 | 160.520 | 162.378 | 332.983 | 324.091 | 313.715 | 326.019 | 315.711 |
SIC | 166.300 | 169.591 | 172.817 | 166.810 | 169.927 | 336.979 | 329.274 | 320.006 | 332.499 | 323.260 |
P>chi2 | 0.4631 | 0.2905 | 0.3136 | 0.4943 | 0.5506 | 0.9679 | 0.5391 | 0.6217 | 0.4635 | 0.5481 |
주 : 1) ( ) 안은 표준오차(se)를 나타냄.
2) *** p<0.01, ** p<0.05, * p<0.1.
3) P>chi2는 시계열 상관(serial correlation)검증테스트인 Breusch-Godfrey LM test의 결과임.