Breusch-Godfrey Serial Correlation LM Test: |
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F-statistic | 1.396825 | Prob. F(2.24) | 0.2668 | |
Obs*R-squared | 3.127961 | Prob. Chi-Square(2) | 0.2093 | |
Sample: 1985 2015 |
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Included observations: 30 |
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Presample missing value lagged residuals set to zero. | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 0.282962 | 2.278287 | 0.124199 | 0.9022 |
LOG (ASI) | 0.014903 | 0.119559 | 0.124650 | 0.9018 |
LOG (MC) | −0.009399 | 0.083254 | −0.112900 | 0.9110 |
LOG (TNL) | −0.063450 | 0.469886 | −0.135033 | 0.8937 |
RESID (−1) | 0.296479 | 0.207199 | 1.430889 | 0.1654 |
RESID (−2) | −0.239630 | 0.232319 | −1.031469 | 0.3126 |
R-squared | 0.104265 | Mean dependent var | 4.12E-16 | |
Adjusted R-squared | −0.082346 | S.D. dependent var | 0.207251 | |
S.E. of regression | 0.215615 | Akaike info criterion | −0.053784 | |
Sum squared resid | 1.115760 | Schwarz criterion | 0.226455 | |
Log likelihood | 6.806762 | Hannan-Quinn criter. | 0.035867 | |
F-statistic | 0.558730 | Durbin-Watson stat | 1.809616 | |
Prob (F-statistic) | 0.730397 |
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