Coefficient

Std. error

T-ratio

P-value

const

−0.274189

0.081428

−3.367

0.0009***

d_dp_1

0.003949

0.005158

0.766

0.4449

d_l_gdp_1

−0.065600

0.304526

−0.215

0.8297

d_libor3m_1

0.007005

0.003425

2.045

0.0424**

d_l_neer_1

0.288388

0.079582

3.623

0.0004***

d_euribor3m_1

−0.004926

0.004210

−1.170

0.2436

EC1

0.006015

0.005654

1.064

0.2889

EC2

0.039079

0.011443

3.415

0.0008***

Mean dependent var

0.006780

S.D. dependent var

0.024851

Sum squared resid

0.091803

S.E. of regression

0.023103

R-squared

0.174148

Adjusted R−squared

0.135737

rho

0.003098

Durbin−Watson

1.991934