Dependent Variable: | ||||
Regressors | Coefficient | Std. Error | T-Statistic | Prob. |
C | 0.029856 | 0.050870 | 0.586921 | 0.5623 |
D(LINFLATION(−1)) | −0.132386 | 0.102653 | −1.289642 | 0.2085 |
D(LINTEREST_RATE(−1)) | −0.354932 | 0.304485 | −1.165680 | 0.2543 |
D(LEXCHANGE_RATE(−1)) | −0.156151 | 0.091231 | −1.711601 | 0.0989 |
D(LBROAD_MONEY(−1)) | −0.553503 | 0.534754 | −1.035061 | 0.3102 |
ECM(−1) | −0.906475 | 0.214666 | −4.222732 | 0.0003 |