Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

6.66E−05

0.001784

0.037300

0.9705

$\Delta \ln \text{GTE}$

0.552545

0.084093

6.570677

0.0000*

$\Delta \ln {\text{GTE}}_{-1}$

−0.263068

0.095634

−2.750762

0.0100**

$\Delta \ln {\text{GTE}}_{-2}$

−0.076790

0.088337

−0.869278

0.3916

${\text{ECM}}_{-1}$

−0.417802

0.137478

−3.039051

0.0049*

R-squared

0.773536

F-statistic

25.61777

Adjusted R-squared

0.743340

Prob(F-statistic)

0.000000

S.E. of regression

0.010517

Durbin-Watson stat

2.123227