| Regressor |
Coefficient |
S.E |
t-Statistic |
p-Value |
| Δcet |
−0.0897 |
0.0536 |
−1.6736 |
0.1034 |
| Δret |
−0.3582 |
0.1383 |
−2.5899 |
0.0140** |
| Δcpt |
−0.0172 |
0.0402 |
−0.4291 |
0.6706 |
| Δfgret |
0.6640 |
0.1150 |
5.7731 |
0.0000* |
| ΔD2009t |
0.1202 |
0.0920 |
1.3062 |
0.2003 |
| Δtrendt |
0.0844 |
0.0221 |
3.8194 |
0.0005* |
| EC(t−1) |
−0.8059 |
0.1232 |
−6.5397 |
0.0000* |
| R2 |
0.6154 |
|
|
|
| Adjusted R2 |
0.5249 |
|
|
|
| AIC |
(0.9664) |
|
|
|
| SC |
(0.5977) |
|
|
|
| HQIC |
(0.8304) |
|
|
|
| F-statistic |
6.8010* |
|
|
|
| LM F-Statistic |
1.7236 (0.1946) |
|
|
|
| 1Jarque-Berra |
0.07203 (0.9646) |
|
|
|