Variable | Coefficient | t-statistic |
D(LNDI, 2) | 0.606101 | 3.712062*** |
D(LGOVEXP, 2) | −0.261564 | −2.897323*** |
D(INFL) | −0.005394 | −1.580452 |
D(DR, 2) | 0.007100 | 2.290102** |
CointEq(−1) | −0.610120 | −3.803741*** |
Diagnostics Tests R2 = 0.497207 Adj R2 = 0.400516 Durbin-Watson = 1.870691 Jarque-Bera = [2.481210] (0.289209) Wald Test = [7.118528] (0.0001) Breusch-Godfrey Serial Correlation LM Test = [0.233687] (0.7934) Heteroskedasticity Test: Breusch-Pagan-Godfrey = [1.575603] (0.1957) |