Vector Auto regression Estimates

Date: 04/12/17 Time: 20:17

Sample (adjusted): 1983 2015

Included observations: 33 after adjustments

Standard errors in ( ) & t-statistics in [ ]

LOG(GDP)

LOG(FDI)

LOG(IND)

LOG(GDP(−1))

1.636239

1.804440

2.101951

(0.27397)

(1.23827)

(0.93496)

[5.97229]

[1.45723]

[2.24818]

LOG(GDP(−2))

−0.701909

−1.514014

−1.711501

(0.23832)

(1.07714)

(0.81330)

[−2.94520]

[−1.40558]

[−2.10439]

LOG(FDI(−1))

7.40E−08

0.105844

0.076106

(4.30E−08)

(0.17377)

(0.13120)

[3.060320]

[0.60912]

[0.58007]

LOG(FDI(−2))

9.42E−08

0.427878

−0.047747

(2.10E−08)

(0.16857)

(0.12728)

[4.070103]

[2.53828]

[−0.37514]

LOG(IND(−1))

0.000801

−0.112502

0.388594

(0.000264)

(0.38537)

(0.29097)

[−1.945830]

[−0.29193]

[1.33550]

LOG(IND(−2))

−0.000800

0.060336

0.216351

(0.00643)

(0.32832)

(0.24790)

[1.993716]

[0.18377]

[0.87273]

C

0.254206

7.968290

1.449234

(0.84106)

(3.80132)

(2.87020)

[0.30224]

[2.09619]

[0.50493]

R-squared

0.998486

0.886880

0.985708

Adj. R-squared

0.998136

0.860775

0.982410

Sum sq. resids

0.224047

4.576734

2.609209

S.E. equation

0.092829

0.419557

0.316787

F-statistic

2857.306

33.97393

298.8651

Log likelihood

35.54976

−14.22886

−4.956875

Akaike AIC

−1.730289

1.286598

0.724659

Schwarz SC

−1.412848

1.604039

1.042100

Mean dependent

8.465497

21.18716

13.76938

S.D. dependent

2.150259

1.124430

2.388537

Determinant resid covariance (dof adj.)

6.45E−05

Determinant resid covariance

3.16E−05

Log likelihood

30.52819

Akaike information criterion

−0.577466

Schwarz criterion

0.374857