| Augmented Dickey-Fuller Test Equation |
| |||
| Dependent Variable: D (LFDI, 2) |
|
| ||
| Method: Least Squares |
|
| ||
| Date: 04/17/19 Time: 10:57 |
|
| ||
| Sample (adjusted): 1988 2017 |
|
| ||
| Included observations: 30 after adjustments |
| |||
| 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 | |