Variable | Coefficient | t-Statistic | Prob. |
DLOG (GSMEP (−1)) | −0.30687 | −2.27648 | 0.0346 |
DLOG (TARRI) | −4.32744 | −3.40572 | 0.0031 |
DLOG (TARRI (−1)) | −2.57685 | −1.80394 | 0.0871 |
DLOG (TARRI (−2)) | −4.3549 | −3.44294 | 0.0027 |
DLOG (TARRI (−3)) | −2.9552 | −2.16171 | 0.0436 |
DLOG (TO (−1)) | 0.463027 | 2.815506 | 0.0156 |
ECT (−1)* | −0.70651 | −4.48926 | 0.0003 |
R-squared | 0.658325 | ||
Adjusted R-squared | 0.580671 | ||
Durbin-Watson stat | 1.948445 |