Augmented Dickey-Fuller Test Equation |
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Dependent Variable: D (LEXTR) |
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Method: Least Squares |
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Date: 04/17/19 Time: 10:59 |
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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. |
LEXTR(−1) | −0.091454 | 0.034892 | −2.621088 | 0.0138 |
C | 0.226108 | 0.062882 | 3.595768 | 0.0012 |
R-squared | 0.191527 | Mean dependent var | 0.070328 | |
Adjusted R-squared | 0.163649 | S.D. dependent var | 0.125036 |