Augmented Dickey-Fuller Test Equation |
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Dependent Variable: D (LFDI, 2) |
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Method: Least Squares |
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Date: 04/17/19 Time: 10:57 |
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Sample (adjusted): 1988 2017 |
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Included observations: 30 after adjustments |
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Variable | Coefficient | Std. Error | t-Statistic | Prob. |
D (LFDI(−1)) | −1.486495 | 0.150817 | −9.856287 | 0.0000 |
C | 0.047351 | 0.034974 | 1.353905 | 0.1866 |
R-squared | 0.776262 | Mean dependent var | −0.020128 |