estimator | Value (t-statistic) [2-tailed p-value] |
| 32.01419 (0.738198) [0.4610] |
| −0.800573 (-18.2417) [0.0000] |
| −0.638817 (-6.83912) [0.0000] |
| 0.165551 (5.329664) [0.0000] |
| 0.248744 (4.952784) [0.0000] |
Diagnostics |
|
Adjusted R-square | 0.510759 |
Standard error of regression | 397.1833 |
Log likelihood | −2188.389 |
F-statistic | 62.59499 |
p-value of F-statistic | 0.000000 |
Durbin-Watson statistic | 2.064683 |
Schwarz information criterion | 14.90176 |
Q (3) | [0.057] |
Q (6) | [0.000] |
Q (12) | [0.000] |
Q2 (3) | [0.017] |
Q2 (6) | [0.051] |
Q2 (12) | [0.032] |
Normality test | [0.000000] |
Ramsey RESET test | [0.0006] |