Estimation of short-run coefficients
| Variable | Coefficient | Std. error | t-statistic | Prob. |
|---|---|---|---|---|
| D(RGDPGR(−1)) | 0.5761 | 0.1685 | 3.4190 | 0.0035 |
| D(RGDPGR(−2)) | 0.7721 | 0.1365 | 5.6564 | 0.0000 |
| D(NMR) | 0.9179 | 35.2848 | 0.0260 | 0.9796 |
| D(NMR(−1)) | −54.6293 | 9.4956 | −5.7531 | 0.0000 |
| D(LOGREMIT) | −1.3322 | 1.3445 | −0.9908 | 0.3365 |
| D(LOGREMIT(−1)) | −4.1184 | 1.2181 | −3.3890 | 0.0038 |
| D(PGR) | −406.1421 | 70.6038 | −5.7524 | 0.0000 |
| D(PGR(−1)) | 420.1417 | 68.3356 | 6.1482 | 0.0000 |
| CointEq(−1)* | −1.7298 | 0.2141 | −8.0808 | 0.0000 |
| R-squared | 0.8858 | Mean dependent var | −0.1799 | |
| Adjusted R-squared | 0.8423 | S.D. dependent var | 4.4936 | |
| S.E. of regression | 1.7845 | Akaike info criterion | 4.2395 | |
| Sum squared resid | 66.8722 | Schwarz criterion | 4.6598 | |
| Log-likelihood | −54.5919 | Hannan-Quinn criter | 4.3739 | |
| Durbin-Watson stat | 2.8354 | |||
| Variable | Coefficient | Std. error | Prob. | |
|---|---|---|---|---|
| D(RGDPGR(−1)) | 0.5761 | 0.1685 | 3.4190 | 0.0035 |
| D(RGDPGR(−2)) | 0.7721 | 0.1365 | 5.6564 | 0.0000 |
| D(NMR) | 0.9179 | 35.2848 | 0.0260 | 0.9796 |
| D(NMR(−1)) | −54.6293 | 9.4956 | −5.7531 | 0.0000 |
| D(LOGREMIT) | −1.3322 | 1.3445 | −0.9908 | 0.3365 |
| D(LOGREMIT(−1)) | −4.1184 | 1.2181 | −3.3890 | 0.0038 |
| D(PGR) | −406.1421 | 70.6038 | −5.7524 | 0.0000 |
| D(PGR(−1)) | 420.1417 | 68.3356 | 6.1482 | 0.0000 |
| CointEq(−1)* | −1.7298 | 0.2141 | −8.0808 | 0.0000 |
| 0.8858 | Mean dependent var | −0.1799 | ||
| Adjusted | 0.8423 | S.D. dependent var | 4.4936 | |
| S.E. of regression | 1.7845 | Akaike info criterion | 4.2395 | |
| Sum squared resid | 66.8722 | Schwarz criterion | 4.6598 | |
| Log-likelihood | −54.5919 | Hannan-Quinn criter | 4.3739 | |
| Durbin-Watson stat | 2.8354 | |||
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