F-statistic | 1.575603 | Prob. F(6, 25) | 0.1957 | |
Obs*R-squared | 8.780377 | Prob. Chi-Square(6) | 0.1863 | |
Scaled explained SS | 4.221531 | Prob. Chi-Square(6) | 0.6467 | |
Test Equation: |
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Dependent Variable: RESID^2 |
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Method: Least Squares |
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Sample: 1984 2015 |
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Included observations: 32 |
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No d.f. adjustment for standard errors & covariance | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 0.001352 | 0.000351 | 3.856059 | 0.0007 |
D(LPRICONS(−1)) | −0.005025 | 0.004288 | −1.171798 | 0.2523 |
D(LNDI) | −0.006972 | 0.005057 | −1.378734 | 0.1802 |
D(LGOVEXP) | 0.001550 | 0.002213 | 0.700634 | 0.4900 |
INFL | −6.32E−05 | 8.08E−05 | −0.782402 | 0.4413 |
D(DR) | −0.000106 | 8.05E−05 | −1.316256 | 0.2000 |
D(DR(−1)) | 4.30E−05 | 8.06E−05 | 0.534161 | 0.5979 |
R-squared | 0.274387 | Mean dependent var | 0.000645 | |
Adjusted R-squared | 0.100240 | S.D. dependent var | 0.000790 | |
S.E. of regression | 0.000750 | Akaike info criterion | −11.36325 | |
Sum squared resid | 1.41E−05 | Schwarz criterion | −11.04262 | |
Log likelihood | 188.8119 | Hannan-Quinn criter. | −11.25697 | |
F-statistic | 1.575603 | Durbin-Watson stat | 2.304957 | |
Prob(F-statistic) | 0.195670 |
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