| Coefficient | Std. error | T-ratio | P-value |
const | 1.912580 | 1.655850 | 1.155 | 0.2497 |
d_dp_1 | 0.121826 | 0.104888 | 1.161 | 0.2471 |
d_l_gdp_1 | 24.185200 | 6.192510 | 3.906 | 0.0001*** |
d_libor3m_1 | 0.108691 | 0.069658 | 1.560 | 0.1205 |
d_l_neer_1 | 0.105856 | 1.618440 | 0.065 | 0.9479 |
d_euribor3m_1 | 0.249863 | 0.085619 | 2.918 | 0.0040*** |
EC1 | 0.056876 | 0.114993 | 0.495 | 0.6215 |
EC2 | −0.290181 | 0.232706 | −1.247 | 0.2141 |
Mean dependent var | −0.055448 | S.D. dependent var | 0.584531 | |
Sum squared resid | 37.961270 | S.E. of regression | 0.469793 | |
R-squared | 0.382761 | Adjusted R−squared | 0.354052 | |
rho | 0.017903 | Durbin−Watson | 1.963244 |