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