Augmented Dickey-Fuller Test Equation |
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Dependent Variable: D (LDI, 2) |
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Method: Least Squares |
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Date: 04/17/19 Time: 10:58 |
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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. |
D (LDI(−1)) | −2.191882 | 0.239504 | −9.151749 | 0.0000 |
D (LDI(−1), 2) | 0.671792 | 0.147320 | 4.560084 | 0.0001 |
C | 0.017017 | 0.007643 | 2.226443 | 0.0349 |
R-squared | 0.806469 | Mean dependent var | −0.001422 | |
Adjusted R-squared | 0.791582 | S.D. dependent var | 0.086959 | |
S.E. of regression | 0.039699 | Akaike info criterion | −3.517284 | |
Sum squared resid | 0.040976 | Schwarz criterion | −3.375839 | |
Log likelihood | 54.00061 | Hannan-Quinn criter. | −3.472985 | |
F-statistic | 54.17285 | Durbin-Watson stat | 1.958519 | |
Prob (F-statistic) | 0.000000 |
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