Augmented Dickey ?Fuller test statistic | t-statistic | Prob. | ||
−11.38261 | 0.0000 | |||
Test critical values | 1% level | −3.482035 |
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5% level | −2.884109 |
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10% level | −2.578884 |
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Augmented Dickey-Fuller Test Equation Dependent variable :D(DTHALASSEMIA) Method Least Squares Sample(adjusted)2005 M05 2015M12 | ||||
Variable | Coefficient | Std. error | t-statistic | Prob. |
DTHALASSEMIA(−1) | −2.176864 | 0.191245 | −11.38261 | 0.0000 |
D(DTHALASSEMIA(−1) | 0.699137 | 0.145316 | 4.811158 | 0.0000 |
DTHALASSEMIA(−2) | 0.381127 | 0.085537 | 4.455672 | 0.0000 |
C | 0.094297 | 0.109530 | 0.860923 | 0.3909 |
R-sequard | 0.719809 | Mean dependent var | 0.046875 | |
Adjusted R-sequard | 0.713030 | S.D dependent var | 2.310058 | |
S.E. of regression | 1.237487 | Akaike info criterion | 3.294795 | |
Sum squared resid | 189.8905 | Schwarz criterion | 3.383920 | |
Log likelihood | 206.8669 | Hannan-Quinn criter | 3.331007 | |
F-Statistic | 106.1852 | Dubin-Watson stat | 1.998406 | |
Prob(F-statistic) | 0.000000 |
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