Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LDI)

Method: Least Squares

Date: 04/17/19 Time: 10:57

Sample (adjusted): 1989 2017

Included observations: 29 after adjustments

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