The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 7 Results from the ECM estimation
Variable | Coefficient | Std. Error | t-statistic | Prob. |
|---|---|---|---|---|
ECT_1 | − 0.930040 | 0.154850 | − 6.006077 | 0.0000 |
DLNER | 1.192038 | 0.401578 | 2.968385 | 0.0076 |
DLTB | 3.591705 | 0.712502 | 5.040976 | 0.0001 |
DGDPG | − 0.102607 | 0.046167 | − 2.210796 | 0.0389 |
DLBD(− 1) | 0.142390 | 0.045383 | 3.138180 | 0.0370 |
DLM2(− 1) | 0.725815 | 0.191703 | 3.786931 | 0.0745 |
DLM2(− 2) | 1.730545 | 0.806075 | 2.146877 | 0.0442 |
DLTB(− 2) | 1.300755 | 0.629896 | 2.065030 | 0.0521 |
R-squared | 0.811027 | Mean dependent var | − 0.076956 | |
Adjusted R-squared | 0.725989 | SD dependent var | 1.188151 | |
S.E. of regression | 0.621950 | Akaike info criterion | 2.149287 | |
Sum squared residual | 7.736430 | Schwarz criterion | 2.616352 | |
Log likelihood | − 22.23930 | Hannan–Quinn criterion. | 2.298705 | |
F-statistic | 9.537255 | Durbin–Watson stat | 1.520055 | |
Prob(F-statistic) | 0.000016 | |||