Augmented Dickey-Fuller Test Equation |
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Dependent Variable: D (LGDP) |
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Method: Least Squares |
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Date: 04/17/19 Time: 10:55 |
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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. |
LGDP(−1) | −0.029871 | 0.009104 | −3.281005 | 0.0027 |
C | 0.473449 | 0.117389 | 4.033146 | 0.0004 |
R-squared | 0.270715 | Mean dependent var | 0.089141 | |
Adjusted R-squared | 0.245568 | S.D. dependent var | 0.049905 | |
S.E. of regression | 0.043346 | Akaike info criterion | −3.376850 | |
Sum squared resid | 0.054488 | Schwarz criterion | −3.284335 | |
Log likelihood | 54.34118 | Hannan-Quinn criter. | −3.346693 | |
F-statistic | 10.76499 | Durbin-Watson stat | 1.406351 | |
Prob (F-statistic) | 0.002696 |
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