Variable | Coefficient | Std. Error | t-Statistic | Prob. |
LI(−1) | 0.686 | 0.116 | 5.887 | 0.000 |
LGDP | 0.510 | 0.182 | 2.802 | 0.007 |
LRPM | −0.030 | 0.015 | −1.988 | 0.051 |
LREER(−1) | 0.652 | 0.292 | 2.234 | 0.029 |
ECM(−1) | 0.210 | 0.141 | 1.485 | 0.142 |
C | −7.104 | 2.902 | −2.448 | 0.017 |
R-squared | 0.980 | Mean dependent var | 13.167 | |
Adjusted R-squared | 0.979 | S.D. dependent var | 0.626 | |
S.E. of regression | 0.092 | Akaike info criterion | 1.866 | |
Sum squared resid | 0.579 | Schwarz criterion | 1.681 | |
Log likelihood | 75.989 | Durbin-Watson stat |
| 1.996 |