Table 9 Illinois vector error-correction model
From: The impact of the coronavirus on African American unemployment: lessons from history
| African American Unemployment ΔUER_AAt |
Whites Unemployment ΔUER_Wt |
Latin Unemployment ΔUER_Lt |
GDP ΔGDP_Lt | |
|---|---|---|---|---|
| ce1t-1 |
− 1.12** (.521) |
.029 (.270) |
− .675 (.433) |
− 3989 (2941) |
| ce2t-1 |
3.20** (1.41) |
− .000 (.000) |
− .000** (.000) |
− .093 (.079) |
| ΔUER_AAt-1 |
.117 (.337) |
.027 (.175) |
.471 (.280) |
228 (1903) |
| ΔUER_AAt-2 |
− .04 (.252) |
.126 (.131) |
.398 (.209) |
− 363 (1420) |
| ΔUER_Wt-1 |
− 2.34 (1.255) |
− .320 (.650) |
− 1.60 (1.042) |
− 2913 (7083) |
| ΔUER_Wt-2 |
− .453 (1.11) |
− .066 (.577) |
− .953 (.924) |
− 5102 (6280) |
| ΔUER_Lt-1 |
1.085** (.430) |
.371 (.223) |
.545 (.357) |
649 (2428) |
| ΔUER_Lt-2 |
.173 (.359) |
0.050 (.186) |
.160 (.298) |
649 (2428) |
| ΔGDP_Lt-1 |
− .000 (.000) |
− .000 (.000) |
− .000 (.000) |
.407 (.286) |
| ΔGDP_Lt-2 |
− .000 .000 |
.000 (0.000) |
.000 (.000) |
− .068 (.297) |
| Constant |
− .954 (.959) |
.502 (.497) |
.453 (.796) |
.002 (5413) |
|
Normality Test Jarque–Bera \({X}^{2}\) (p-value) |
.719 (.697) |
.960 (.619) |
1.280 (.527) |
1.617 (.446) |
|
Autocorrelation \({X}^{2}\) (p-value) |
Lag(1) 9.3375 (.899) Lag(2) 13.576 (.630) | |||