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