Augmented Dickey-Fuller Test Equation |
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Dependent Variable: D (LEXTR, 2) |
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Method: Least Squares |
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Date: 04/17/19 Time: 10:59 |
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Sample (adjusted): 1988 2017 |
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Included observations: 30 after adjustments |
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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 |
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