Variable

Coefficient

Standard Error

t Statistic

Probability

GDP_t−1

−0.08045

0.0265

−3.04

0.0280

0.07113

0.0287

2.47

0.015

0.005

0.0156

0.32

0.750

ΔGDP_t−1

0.37334

0.0747

5.00

0.0000

ΔGDP_t−8

−0.13440

0.0728

−1.84

0.067

ΔGDP_t−9

0.2427

0.0751

3.23

0.002

0.0697

0.0500

1.39

0.166

−0.0998

0.0482

−2.07

0.040

0.1048

0.0439

2.39

0.018

0.0121

0.0589

0.29

0.770

0.1199

0.0553

2.19

0.030

0.1705

0.0588

2.90

0.004

: 0.885 [0.000]

: −0.062 [0.743]

: 0.359981

: 0.305511

: 0.725846 [0.4857]

: 1.340627 [0.2022]

: 0.966767 [0.3272]

: 3.632102 [0.162667]

F_PSS: 4.1582 [3.17 - 4.14]

WALD_SR: 2.594 [0.110]

WALD_LR: 231.8 [0.000]