Table 4.

Ordinary least square estimates of first differences of electricity production in logarithms (ΔLEP) in Spain for the period 1958–2015 (equation (3))

Explanatory variablesCoefficient
Intercept−0.872 (−0.785)
Trend0.005 (0.831)
ΔLGDP (−1)−0.301 (−1.034)
ΔLGDP (−2)−0.036 (−0.120)
ΔLEP (−1)−0.226 (−1.238)
ΔLEP (−2)0.113 (0.625)
ΔLCAP (−1)−0.059 (−0.111)
ΔLCAP (−2)0.326 (0.624)
ΔLEMP (−1)0.475 (1.556)
ΔLEMP (−2)−0.070 (−0.237)
LGDP (−1)0.083 (0.314)
LEP (−1)−0.105 (−0.846)
LCAP (−1)−0.109 (−0.623)
LEMP (−1)0.100 (1.545)
D2008−0.062 (−2.316)
R20.733
Adjusted R20.637
DW2.266
F-statistic7.662
AIC−4.091
LM4.017
ARCH1.849
Bounds test for cointegration 
FLEP(LEP/LGDP)1.689
t(LEP/LGDP)−0. 846
ADF (resid)−8.287***

Notes:

LGDP is the level of real GDP in logarithms; LEP is the level of electricity production in logarithms; and LCAP and LEMP are the stock of capital and the employment, respectively, in logarithms. The symbol Δ represents the first differences of the variables. D2008 is a dummy variable that takes value one since 2008

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