(a)

Variable

Coefficient

Std. Error

t-statistic

Prob

C

1380.59

1546.16

0.893

0.374

$D\left(\ln x_1\right)$

0.319

0.039

8.217

0.000

$D\left(\ln x_1\left(-1\right)\right)$

0.172

0.043

3.981

0.000

$D\left(\ln x_1\left(-2\right)\right)$

0.090

0.043

2.084

0.039

$D\left(\ln x_1\left(-3\right)\right)$

0.332

0.039

8.495

0.000

$D\left(\ln x_2\right)$

0.329

0.052

6.278

0.000

ECM (−1)

−0.640

0.067

−9.621

0.000

(b)

R2

0.67%

Adjusted-R2

0.66%

D. W

1.67