Variable | Coefficient | Std. error | t-statistic | Prob.* |
| Long run equation |
|
| |
LCFDI | 0.027147 | 0.006272 | 4.328564 | 0.0005 |
LREM | 0.154803 | 0.029025 | 5.333398 | 0.0001 |
LFA | 0.078192 | 0.020299 | 3.851956 | 0.0014 |
GDP | −0.035698 | 0.001132 | −31.53052 | 0.0000 |
| Short-run equation |
|
| |
COINTEQ01 | −0.340526 | 0.094664 | −3.597196 | 0.0024 |
D (LCFDI) | 0.014354 | 0.012649 | 1.134735 | 0.2732 |
D (LREM) | −0.105999 | 0.070658 | −1.500168 | 0.1530 |
D (LFA) | −0.092347 | 0.049569 | −1.863006 | 0.0809 |
D (GDP) | 0.003134 | 0.006098 | 0.514001 | 0.6143 |
C | 0.718114 | 0.214972 | 3.340493 | 0.0041 |
Mean dependent var | 0.036087 | S.D. dependent var | 0.027236 | |
S.E. of regression | 0.010361 | Akaike info criterion | −6.343147 | |
Sum squared residual | 0.001718 | Schwarz criterion | −5.042971 | |
Log likelihood | 192.5787 | Hannan-Quinn criterion | −5.848032 |