| 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] |