| 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 |