Variable | Coefficient | Standard error | t-Statistic | Prob. |
C | 0.00112 | 0.00197 | 0.568505 | 0.5811 |
D(RGDP(−1)) | −0.779323 | 0.27465 | −2.837517 | 0.0162 |
D(EXT) | −0.00000552 | 0.00000215 | −2.572352 | 0.0259 |
D(EXT(−1)) | −0.00000524 | 0.0000034 | −1.539336 | 0.152 |
D(EXT(−2)) | −0.000000225 | 0.00000275 | −0.081866 | 0.9362 |
D(DDB) | 0.0000435 | 0.0000118 | 3.693279 | 0.0035 |
D(DDB(−1)) | 0.0000873 | 0.0000195 | 4.469149 | 0.0009 |
D(DDB(−2)) | −0.0000285 | 0.0000166 | −1.710582 | 0.1152 |
ECM(−1) | −0.870081 | 0.33151 | −2.624598 | 0.0236 |
R-squared | 0.989171 |
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Adjusted R-squared | 0.975389 |
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F-statistic | 71.77267 |
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Prob (F-statistic) | 0.000000 |
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Durbin-Watson stat | 1.750459 |
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