Augmented Dickey-Fuller Test Equation

Dependent Variable: D (LDI, 2)

Method: Least Squares

Date: 04/17/19 Time: 10:58

Sample (adjusted): 1989 2017

Included observations: 29 after adjustments

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