Augmented Dickey-Fuller Test Equation

Dependent Variable: D (LEXTR, 2)

Method: Least Squares

Date: 04/17/19 Time: 10:59

Sample (adjusted): 1988 2017

Included observations: 30 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D (LEXTR(−1))

−1.008749

0.178752

−5.643297

0.0000

C

0.063357

0.025746

2.460879

0.0203

R-squared

0.532139

Mean dependent var

−0.009916

Adjusted R-squared

0.515429

S.D. dependent var

0.174928

S.E. of regression

0.121769

Akaike info criterion

−1.309039

Sum squared resid

0.415177

Schwarz criterion

−1.215625

Log likelihood

21.63558

Hannan-Quinn criter.

−1.279155

F-statistic

31.84680

Durbin-Watson stat

1.981700

Prob (F-statistic)

0.000005