LNGDP

LNI

LNT

LNGDP(−1)

−1.476399

−4.421308

−3.927422

(1.01176)

(1.07694)

(1.70000)

[−1.45924]

[−4.10544]

[−2.31024]

LNGDP(−2)

2.843193

5.617380

5.219405

(1.92608)

(2.05015)

(3.23627)

[1.47616]

[2.73998]

[1.61278]

LNGDP(−3)

−1.021080

−2.133103

−1.398470

(1.44292)

(1.53587)

(2.42446)

[−0.70765]

[−1.38885]

[−0.57682]

LNI(−1)

1.004061

2.221333

1.742518

(0.66945)

(0.71257)

(1.12484)

[1.49983]

[3.11733]

[1.54913]

LNI(−2)

−0.494877

−1.044228

−1.529833

(0.60205)

(0.64084)

(1.01159)

[−0.82198]

[−1.62947]

[−1.51230]

LNI(−3)

0.526880

1.064426

0.238066

(0.57283)

(0.60973)

(0.96249)

[0.91979]

[1.74574]

[0.24734]

LNT(−1)

0.648023

1.617039

1.151234

(0.37119)

(0.39510)

(0.62369)

[1.74580]

[4.09272]

[1.84585]

LNT(−2)

−0.921883

−1.692525

−0.801260

(0.71905)

(0.76537)

(1.20817)

[−1.28209]

[−2.21139]

[−0.66320]

LNT(−3)

−0.271492

−0.417835

0.128999

(0.27920)

(0.29719)

(0.46912)

[−0.97239]

[−1.40597]

[0.27498]

C

1.993856

2.135474

2.391222

(1.71462)

(1.82508)

(2.88098)

[1.16285]

[1.17007]

[0.83000]