Variable | Coefficient | t-Statistic | Prob. |
DLOG (GSMEP (−1)) | 0.77131 | 2.668993 | 0.0204 |
DLOG (GSMEP (−2)) | 0.917548 | 3.584089 | 0.0038 |
DLOG (GSMEP (−3)) | 0.463027 | 2.815506 | 0.0156 |
DLOG (INTR) | −0.13763 | −0.07587 | 0.9408 |
DLOG (INTR (−1)) | 10.68477 | 2.957352 | 0.012 |
DLOG (INTR (−2)) | 4.843743 | 2.212257 | 0.0471 |
DLOG (INTR (−3)) | 2.023783 | 1.637895 | 0.1274 |
DLOG (EXR) | 1.204821 | 1.454023 | 0.1716 |
DLOG (EXR (−1)) | 0.023116 | 0.022561 | 0.9824 |
DLOG (EXR (−2)) | −3.01243 | −3.2013 | 0.0076 |
DLOG (EXR (−3)) | −2.58521 | −2.4162 | 0.0325 |
DLOG (INF (−1)) | −4.3549 | −3.44294 | 0.0027 |
ECT (−1)* | −0.90843 | −4.7953 | 0.0004 |
R-squared | 0.819912 | ||
Adjusted R-squared | 0.696101 | ||
Durbin-Watson stat | 2.090931 |