Table 6.

Results of error correction model

VariablesCoefficientt-StatisticProbability
(p-values)
Significance
D (Market size)−0.54074−0.922590.3747Not significant
D(Inflation)−0.5771−3.00260.0149**Significant and negative
D (Infrastructure, railways)3.14582.97420.0589***Significant and positive
D (Infrastructure, tele-density)0.89740.28380.0057*Significant and positive
D (Investment)2.60436.17050.0002*Significant and positive
D (Trade openness)1.45352.76900.0218**Significant and positive
CointEq (−1)−1.1611−6.41470.0001* 
Diagnostic testst-StatisticProbability (p-values)RangeOutcome
R20.7679 0 to 1High correlation
Adjusted R20.6905 0 to 1High correlation
Durbin–Watson stat1.9691 0 to 4No first-order autocorrelation
Heteroscedasticity test (ARCH)0.39470.5377 Regression model is free from heteroscedasticity
Ramsey RESET test1.47760.1778 Regression model is correctly specified
Normality test0.91640.6324 Data is normally distributed

Note:

*, ** and *** denotes that variables are statistically significant at 1, 5 and 10%

Source: Authors’ calculation

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