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