Dependent variable: Z |
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Method: least squares |
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Variable | Coefficient | Std. error | t-statistic | Prob. | |
Z(−1) | 1.024551 | 0.044718 | 22.91114 | 0.0000 | |
R-squared | −0.2423 | Mean dependent var | 1.21266 | ||
Adjusted R-squared | −0.2423 | S.D. dependent var | 0.16416 | ||
S.E. of regression | 0.1829 | Akaike info criterion | −0.47924 | ||
Sum squared resid | 0.3682 | Schwarz criterion | −0.43883 | ||
Log likelihood | 3.87546 | Hannan-Quinn criter. | −0.49420 | ||
Durbin-Watson stat | 2.84541 |
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