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