| 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 |
| |