Dependent Variable: GDP |
|
| ||
| Coefficient | Std. Error | t-Statistic | Prob. |
LENDRATE (−1) | −0.029266 | 0.020446 | −1.431345 | 0.0486 |
DEP (−1) | 0.369343 | 1.504412 | −0.245507 | 0.0087 |
CPS (−1) | 0.488304 | 0.670049 | 0.728758 | 0.0350 |
MKTCAP (−1) | 0.808407 | 0.272519 | 2.966423 | 0.0079 |
MONIMKT (−1) | 1.692828 | 1.109589 | 1.525636 | 0.1436 |
NOILEXP (−1) | 0.498372 | 0.833737 | 0.597756 | 0.4371 |
C | 0.059963 | 0.037525 | 1.597965 | 0.1265 |
ECM (−1) | −0.318092 | 0.026781 | −1.187756 | 0.0001 |
R-squared | 0.566122 | Mean dependent var | 0.098103 | |
Adjusted R-squared | 0.520600 | S.D. dependent var | 0.083054 | |
S.E. of regression | 0.066412 | Akaike info criterion | −2.319080 | |
Sum squared resid | 0.083800 | Schwarz criterion | 1.847599 | |
Log likelihood | 43.62667 | Hannan-Quinn criter. | −2.171418 | |
F-statistic | 2.754563 | Durbin-Watson stat | 2.024850 | |
Prob(F-statistic) | 0.030138 |
|
|
|