Table A2

Parameter estimates of the ARIMA models

VariableLagsϕt1ϕt2θt1Institutional dummyLagged institutional dummy
HFDI(2,1)−0.529*** (0.080)−0.319*** (0.083)−0.887*** (0.018)0.002*** (0.0006)0.001** (0.0007)
Aesthetics pillar(1,1)−0.414*** (0.075) −0.899*** (0.017)−3.9e-06 (5.7e-06) 
sexuality pillar(1,1)−0.604*** (0.066) −0.708*** (0.012)2.2e-05*** (6.5e-06) 

Note(s): *** and **; significant at 1%, 5% and 10%, respectively; () : standard errors

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