Augmented Dickey-Fuller Test Equation |
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Dependent Variable: D (RINTR) |
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Method: Least Squares |
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Date: 04/17/19 Time: 10:58 |
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Sample (adjusted): 1987 2017 |
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Included observations: 31 after adjustments |
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Variable | Coefficient | Std. Error | t-Statistic | Prob. |
RINTR(−1) | −0.566449 | 0.167589 | −3.379988 | 0.0021 |
C | 1.279485 | 1.799329 | 0.711090 | 0.4827 |
R-squared | 0.282610 | Mean dependent var | 0.047751 | |
Adjusted R-squared | 0.257872 | S.D. dependent var | 11.38826 | |
S.E. of regression | 9.810622 | Akaike info criterion | 7.467149 | |
Sum squared resid | 2791.201 | Schwarz criterion | 7.559665 | |
Log likelihood | −113.7408 | Hannan-Quinn criter. | 7.497307 | |
F-statistic | 11.42432 | Durbin-Watson stat | 1.940476 | |
Prob (F-statistic) | 0.002086 |
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