Augmented Dickey-Fuller Test Equation

Dependent Variable: D (RINTR)

Method: Least Squares

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

Sample (adjusted): 1987 2017

Included observations: 31 after adjustments

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