Augmented Dickey-Fuller Test Equation |
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Dependent Variable: D (LFDI) |
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Method: Least Squares |
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Date: 04/17/19 Time: 10:56 |
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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. |
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 |
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