LNGDP

LNI

LNT

LNGDP(−1)

1.448412

0.232997

−3.735995

(0.66896)

(1.68009)

(1.71782)

[2.16517]

[0.13868]

[−2.17485]

LNGDP(−2)

−0.765668

0.388199

7.027951

(1.02920)

(2.58484)

(2.64287)

[−0.74394]

[0.15018]

[2.65921]

LNGDP(−3)

0.265389

−0.186889

−2.173504

(0.69600)

(1.74802)

(1.78726)

[ 0.38130]

[−0.10692]

[−1.21611]

LNI(−1)

0.012649

0.997229

2.958860

(0.28489)

(0.71549)

(0.73155)

[0.04440]

[1.39377]

[4.04462]

LNI(−2)

0.172250

0.202490

−0.193589

(0.20544)

(0.51597)

(0.52756)

[0.83843]

[0.39244]

[−0.36695]

LNI(−3)

0.082345

0.340394

1.172043

(0.13195)

(0.33140)

(0.33884)

[0.62404]

[1.02713]

[3.45894]

LNT(−1)

0.027433

0.092985

−0.941460

(0.12489)

(0.31366)

(0.32070)

[0.21966]

[0.29645]

[−2.93560]

LNT(−2)

−0.094159

−0.105637

−1.364083

(0.15726)

(0.39497)

(0.40384)

[−0.59873]

[−0.26746]

[−3.37781]

LNT(−3)

−0.176624

−1.079947

−2.053766

(0.18287)

(0.45928)

(0.46959)

[−0.96584]

[−2.35139]

[−4.37351]

C

0.633445

2.679898

9.935453

(0.64779)

(1.62692)

(1.66345)

[0.97786]

[1.64722]

[5.97280]