Variable | Coefficient | Std. error | t-statistic | Prob.* |
| Long run equation |
|
| |
LCFDI | −0.051217 | 0.011844 | −4.324144 | 0.0003 |
LREM | −0.027848 | 0.008625 | −3.228641 | 0.0039 |
LFA | −0.081115 | 0.012872 | −6.301441 | 0.0000 |
| Short-run equation |
|
| |
COINTEQ01 | −0.178636 | 0.112640 | −1.585907 | 0.1270 |
D (LCFDI) | 0.006080 | 0.019492 | 0.311908 | 0.7580 |
D (LREM) | 0.181657 | 0.102386 | 1.774240 | 0.0899 |
D (LFA) | −0.049256 | 0.063729 | −0.772889 | 0.4478 |
C | −0.201010 | 0.125998 | −1.595345 | 0.1249 |
Mean dependent var | −0.018226 | S.D. dependent var | 0.036973 | |
S.E. of regression | 0.036088 | Akaike info criterion | −4.346051 | |
Sum squared residuals | 0.028651 | Schwarz criterion | −3.275318 | |
Log likelihood | 136.6513 | Hannan-Quinn criterion | −3.938309 |