Dependent Variable: DEBT |
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Method: Least Squares |
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Date: 06/07/09 Time: 18:17 |
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Sample (adjusted): 1988Q4 2005Q4 |
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Included observations: 69 after adjustments |
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| Coefficient | Std. Error | t-Statistic | Prob. |
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C | 1593.225 | 498.0545 | 3.198896 | 0.0027 |
NDWELL | −0.528233 | 0.325563 | −1.622518 | 0.1124 |
HPI | 3.581718 | 1.056949 | 3.388735 | 0.0016 |
R | −10.59367 | 4.842189 | −2.187786 | 0.0344 |
ER | 0.839933 | 0.221245 | 3.796394 | 0.0005 |
U | 8.600992 | 2.847128 | 3.020937 | 0.0043 |
NX | −2.390090 | 0.820599 | −2.912614 | 0.0058 |
GDP | 9.308742 | 0.371774 | 25.03873 | 0.0000 |
POP | −0.122308 | 0.030701 | −3.983830 | 0.0003 |
CPI | −6.109054 | 1.683275 | −3.629268 | 0.0008 |
D(NDWELL(1)) | −0.624961 | 0.339864 | −1.838856 | 0.0732 |
D(HPI(1)) | 0.024644 | 1.064469 | 0.023152 | 0.9816 |
D(R(1)) | −0.075121 | 3.624836 | −0.020724 | 0.9836 |
D(ER(1)) | −0.399003 | 0.239615 | −1.665181 | 0.1035 |
D(U(1)) | 5.969554 | 4.535697 | 1.316127 | 0.1954 |
D(NX(1)) | −1.292780 | 0.818099 | −1.580224 | 0.1217 |
D(GDP(1)) | 5.314939 | 0.703290 | 7.557251 | 0.0000 |
D(POP(1)) | 0.038484 | 0.079444 | 0.484416 | 0.6307 |
D(CPI(1)) | −0.908136 | 1.814266 | −0.500553 | 0.6194 |
D(NDWELL(-1)) | −0.328415 | 0.354325 | −0.926876 | 0.3594 |
D(HPI(-1)) | −1.235681 | 0.857383 | −1.441225 | 0.1571 |
D(R(-1)) | 8.371518 | 3.621307 | 2.311739 | 0.0259 |
D(ER(-1)) | −0.357710 | 0.245861 | −1.454929 | 0.1533 |
D(U(-1)) | 10.27233 | 4.706728 | 2.182478 | 0.0349 |
D(NX(-1)) | −1.250824 | 0.769740 | −1.624995 | 0.1118 |
D(GDP(-1)) | −1.527126 | 0.801560 | −1.905192 | 0.0638 |
D(POP(-1)) | 0.143880 | 0.076649 | 1.877126 | 0.0676 |
D(CPI(-1)) | 4.754399 | 1.722131 | 2.760766 | 0.0086 |
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R-squared | 0.999723 | Mean dependent var | 404.0000 | |
Adjusted R-squared | 0.999540 | S.D. dependent var | 227.4913 | |
S.E. of regression | 4.879209 | Akaike info criterion | 6.298903 | |
Sum squared resid | 976.0739 | Schwarz criterion | 7.205497 | |
Log likelihood | −189.3122 | Hannan-Quinn criter. | 6.658579 | |
F-statistic | 5473.378 | Durbin-Watson stat | 1.494026 | |
Prob(F-statistic) | 0.000000 |
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