Variables | Coefficient | Standard Error | t statistics | p-value |
LHS variable: ΔLNSENSEX |
|
|
|
|
ΔLNSENSEX (−1) | 0.2366 | 0.140568 | 1.6836 | 0.0944 |
ΔLNIPI(−1) | 0.1173 | 0.113577 | 1.0334 | 0.3031 |
ΔLNGSECR(−1) | 0.1307 | 0.105056 | 1.2444 | 0.2153 |
ΔLNEXRATE(−1) | −0.0282 | 0.35586 | −0.0793 | 0.9369 |
ΔLNCPI(−1) | −0.7898 | 0.414722 | −1.9044 | 0.0588 |
ΔLNMSCI(−1) | 0.5553 | 0.108698 | 5.1094 | 0.0000 |
ΔLNDY(−1) | 0.0429 | 0.043512 | 0.9867 | 0.3254 |
ΔLNPE(−1) | −0.1347 | 0.111891 | −1.2039 | 0.2305 |
ECM(−1) | 0.0787 | 0.061231 | 1.2858 | 0.2005 |