Lags exclusion Wald test
| D(LNGDP) | D(LNPOP) | D(LNWR) | D(LNDF) | D(LNCO2) | Joint | |
|---|---|---|---|---|---|---|
| Chi-squared test statistics for lag exclusion | ||||||
| DLa1 | 10.05774 (0.073616) | 8.760038 (0.119027) | 20.86338 (0.000860) | 8.204456 (0.145322) | 25.14564 (0.000131) | 78.63669 (1.86e-7) |
| Dlag2 | 7.644219 (0.176964) | 4.764765 (0.445258) | 8.301772 (0.140370) | 2.751693 (0.738202) | 27.16525 (5.30e-5) | 73.86943 (1.01e-6) |
| Dlag3 | 21.31549 (0.000706) | 2.132339 (0.830547) | 4.600515 (0.466549) | 2.422662 (0.78809) | 25.68712 (0.000103) | 74.39146 (8.4e-7) |
| DF | 5 | 5 | 5 | 5 | 5 | 25 |
| D(LNGDP) | D(LNPOP) | D(LNWR) | D(LNDF) | D(LNCO2) | Joint | |
|---|---|---|---|---|---|---|
| DLa1 | 10.05774 (0.073616) | 8.760038 (0.119027) | 20.86338 (0.000860) | 8.204456 (0.145322) | 25.14564 (0.000131) | 78.63669 (1.86e-7) |
| Dlag2 | 7.644219 (0.176964) | 4.764765 (0.445258) | 8.301772 (0.140370) | 2.751693 (0.738202) | 27.16525 (5.30e-5) | 73.86943 (1.01e-6) |
| Dlag3 | 21.31549 (0.000706) | 2.132339 (0.830547) | 4.600515 (0.466549) | 2.422662 (0.78809) | 25.68712 (0.000103) | 74.39146 (8.4e-7) |
| DF | 5 | 5 | 5 | 5 | 5 | 25 |