ARDL-ECM short Run Results
| Variables | Coefficients | Probabilities |
|---|---|---|
| D(LNY) | −0.367757 | 0.0026 |
| D(LNGER) | 1.069026 | 0.0002 |
| D(LNGDP) | 1.262014 | 0.0002 |
| D(LNERV) | 0.024313 | 0.0080 |
| D(LNDREER) | −0.003426 | 0.3930 |
| D(Dummy) | −0.141128 | 0.0010 |
| CointEq(-1) | −0.704040 | 0.0000 |
| R-squared | 0.950146 | |
| Adjusted R-squared | 0.925219 | |
| Durbin Watson statistics | 2.433572 | |
| Variables | Coefficients | Probabilities |
|---|---|---|
| D(LNY) | −0.367757 | 0.0026 |
| D(LNGER) | 1.069026 | 0.0002 |
| D(LNGDP) | 1.262014 | 0.0002 |
| D(LNERV) | 0.024313 | 0.0080 |
| D(LNDREER) | −0.003426 | 0.3930 |
| D(Dummy) | −0.141128 | 0.0010 |
| CointEq(-1) | −0.704040 | 0.0000 |
| 0.950146 | ||
| Adjusted | 0.925219 | |
| Durbin Watson statistics | 2.433572 | |
Source(s): Authors’ computation
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