Fixed Effects
Source | Numerator df | Denominator df | F | Sig. |
---|---|---|---|---|
Intercept | 1 | 349.047 | 5743.092 | .000 |
COUPVAL | 3 | 435.618 | 4.643 | .003 |
SEQ | 3 | 376.705 | .883 | .450 |
CARRY | 3 | 457.538 | 18.355 | .000 |
WEEK | 2 | 709.726 | .016 | .984 |
The tests of fixed effects for this model indicate that the coupon effect and carryover effect are statistically significant factors.

However, the standard errors of the estimates for many of these fixed effects are large compared to their parameter values, so it is difficult to differentiate the levels of these two factors.