Breusch-Godfrey Serial Correlation LM Test: F-statistic 0.773966 Prob. F(2,9) 0.4896 Obs*R-squared 2.494786 Prob. Chi-Square (2) 0.2873 Test Equation: Dependent Variable: RESID Method: Least Squares Date: 02/25/22 Time: 11:43 Sample: 2001-2017 Included observations: 17 | ||||
Presample missing value lagged residuals set to zero | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 5.40E+12 | 7.27E+12 | 0.743180 | 0.4763 |
IRS | −3.99E+11 | 4.23E+11 | −0.944350 | 0.3697 |
BLR | 7.72E+10 | 1.54E+11 | 0.502259 | 0.6275 |
DCPS | −1.07E+11 | 2.25E+11 | −0.476611 | 0.6450 |
DIR | −6.58E+10 | 2.77E+11 | −0.237241 | 0.8178 |
GDS | 2108.905 | 2316.979 | 0.910196 | 0.3864 |
RESID (−1) | 0.713310 | 0.584691 | 1.219977 | 0.2535 |
RESID (−2) | 0.084584 | 0.499572 | 0.169312 | 0.8693 |
R-squared | 0.146752 | Mean dependent var | 0.000388 | |
Adjusted R-squared | −0.516885 | S.D. dependent var | 1.04E+12 | |
S.E. of regression | 1.28E+12 | Akaike info criterion | 58.90283 | |
Sum squared resid | 1.48E+25 | Schwarz criterion | 59.29493 | |
Log likelihood | −492.6741 | Hannan−Quinn criter. | 58.94181 | |
F-statistic | 0.221133 | Durbin−Watson stat | 1.903039 | |
Prob(F-statistic) | 0.970377 |
|
|
|