Professional Documents
Culture Documents
Dif Unit Root Test (Cu Const)
Dif Unit Root Test (Cu Const)
Exogenous: Constant
Lag Length: 1 (Automatic - based on SIC, maxlag=15)
t-Statistic
Prob.*
-1.520477
-3.452366
-2.871128
-2.571950
0.5220
Coefficient
Std. Error
t-Statistic
Prob.
DIF(-1)
D(DIF(-1))
C
-0.011181
0.225213
-3.74E-05
0.007353
0.056665
4.38E-05
-1.520477
3.974446
-0.855184
0.1295
0.0001
0.3932
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.056756
0.050295
0.000669
0.000131
1739.087
8.784910
0.000197
-1.02E-05
0.000687
-11.77008
-11.73259
-11.75507
2.061234