Dependable variable: LAG | ||||
Regressors | Coefficient | Std. Error | t-Statistic | P-Value |
LAG (−1) | 0.665139 | 0.110973 | 5.993716 | 0.0000 |
LGEA | 0.044604 | 0.019030 | 2.343923 | 0.0270 |
LGEA (−1) | −0.050897 | 0.019963 | −2.549506 | 0.0170 |
LDCP | −0.176114 | 0.052332 | −3.365302 | 0.0024 |
LBM | 0.044119 | 0.092129 | 0.478878 | 0.6360 |
LLENDING_RATE | 0.112459 | 0.062814 | 1.790360 | 0.0850 |
Constant | 1.035521 | 0.535883 | 1.932362 | 0.0643 |
R-squared | 0.892277 | Mean dependent var | 3.593656 | |
Adjusted R-squared | 0.867418 | S.D. dependent var | 0.277552 | |
S.E. of regression | 0.101062 | Sum squared resid | 0.265550 | |
Long-run variance | 0.004118 |
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