Augmented Dickey-Fuller Test Equation

Dependent Variable: D (LFDI)

Method: Least Squares

Date: 04/17/19 Time: 10:56

Sample (adjusted): 1987 2017

Included observations: 31 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

LFDI(−1)

−0.234024

0.088573

−2.642153

0.0131

C

2.218434

0.825131

2.688584

0.0118

R-squared

0.194018

Mean dependent var

0.040570

Adjusted R-squared

0.166226

S.D. dependent var

0.228989

S.E. of regression

0.209093

Akaike info criterion

−0.229737

Sum squared resid

1.267873

Schwarz criterion

−0.137222

Log likelihood

5.560921

Hannan-Quinn criter.

−0.199579

F-statistic

6.980974

Durbin-Watson stat

2.700983

Prob (F-statistic)

0.013140