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:

Dependent Variable: RESID^2

Method: Least Squares

Sample: 1984 2015

Included observations: 32

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