Augmented Dickey-Fuller Test Equation |
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Dependent Variable: D(LDI) |
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Method: Least Squares |
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Date: 04/17/19 Time: 10:57 |
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Sample (adjusted): 1989 2017 |
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Included observations: 29 after adjustments |
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Variable | Coefficient | Std. Error | t-Statistic | Prob. |
LDI(−1) | −0.228373 | 0.130220 | −1.753739 | 0.0917 |
D (LDI(−1)) | −0.401444 | 0.156966 | −2.557532 | 0.0170 |
D (LDI(−2)) | −0.589516 | 0.149331 | −3.947715 | 0.0006 |
C | 2.466826 | 1.396926 | 1.765896 | 0.0896 |
R-squared | 0.550800 | Mean dependent var | 0.006969 | |
Adjusted R-squared | 0.496896 | S.D. dependent var | 0.053861 | |
S.E. of regression | 0.038203 | Akaike info criterion | −3.564343 | |
Sum squared resid | 0.036487 | Schwarz criterion | −3.375751 | |
Log likelihood | 55.68297 | Hannan-Quinn criter. | −3.505278 | |
F-statistic | 10.21817 | Durbin-Watson stat | 1.974045 | |
Prob (F-statistic) | 0.000142 |
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