Augmented Dickey-Fuller Test Equation

Dependent Variable: D (LGDP)

Method: Least Squares

Date: 04/17/19 Time: 10:55

Sample (adjusted): 1987 2017

Included observations: 31 after adjustments

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