Dependent Variable: y1 

                   Parameter      Standard
Variable    DF      Estimate         Error   t Value   Pr > |t|

Intercept    1       0.08427       0.00958      8.80     <.0001
y1_lag       1       0.48892       0.02701     18.10     <.0001
y2_lag       1       0.25827       0.02734      9.45     <.0001


                    Dependent Variable: y2 
 
                   Parameter      Standard
Variable    DF      Estimate         Error   t Value   Pr > |t|

Intercept    1       0.10404       0.00980     10.62     <.0001
y1_lag       1       0.18108       0.02762      6.55     <.0001
y2_lag       1       0.50675       0.02797     18.12     <.0001