The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 12 Linearized non-stationary regression result
From: The impact of stock market manipulation on Nigeria’s economic performance
Variable | Coefficient | Std. error | t-statistic | Prob. |
|---|---|---|---|---|
LGCAPR | 0.339842 | 0.074655 | 4.552199 | 0.0000 |
LGVTR | − 10.169378 | 0.014186 | − 111.94021 | 0.0000 |
LGASI | 0.256786 | 0.051614 | 4.975132 | 0.0000 |
LGTOR | 0.471398 | 0.067581 | 6.975341 | 0.0000 |
LGDRR | 1. 085622 | 0.243378 | 4.460634 | 0.0000 |
R-squared | 0.908791 | Mean dependent var | 4.408295 | |
Adjusted R-squared | 0.902158 | SD dependent var | 0.442443 | |
SE of regression | 0.138395 | Akaike info criterion | − 11.037757 | |
Sum of squared resid | 1.053422 | Schwarz criterion | − 10.863228 | |
Log likelihood | 36.13270 | Hannan–Quinn criter. | − 10.969489 | |
Durbin–Watson stat | 1.086658 |