Null Hypothesis: D(PIB_REEL,2) has a unit root
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Exogenous: Constant
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Lag Length: 0 (Automatic based on SIC, MAXLAG=5)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-3.436169
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0.0211
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Test critical values:
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1% level
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-3.788030
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5% level
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-3.012363
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10% level
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-2.646119
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*MacKinnon (1996) one-sided p-values.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(PIB_REEL,3)
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Method: Least Squares
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Date: 01/18/80 Time: 20:41
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Sample (adjusted): 1983 2003
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Included observations: 21 after adjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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D (PIB_REEL (-1) ,2)
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-0.780283
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0.227079
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-3.436169
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0.0028
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C
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-9.88E+08
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4.77E+10
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-0.020705
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0.9837
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R-squared
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0.383262
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Mean dependent var
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-7.01E+09
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Adjusted R-squared
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0.350802
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S.D. dependent var
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2.71E+11
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S.E. of regression
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2.18E+11
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Akaike info criterion
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55.14761
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Sum squared resid
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9.06E+23
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Schwarz criterion
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55.24709
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Log likelihood
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-577.0499
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F-statistic
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11.80726
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Durbin-Watson stat
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1.856989
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Prob(F-statistic)
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0.002768
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Null Hypothesis: D(CCMLT) has a unit root
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Exogenous: Constant
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Lag Length: 0 (Automatic based on SIC, MAXLAG=5)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-3.715203
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0.0113
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Test critical values:
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1% level
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-3.769597
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5% level
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-3.004861
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10% level
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-2.642242
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*MacKinnon (1996) one-sided p-values.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(CCMLT,2)
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Method: Least Squares
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Date: 01/18/80 Time: 20:43
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Sample (adjusted): 1982 2003
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Included observations: 22 after adjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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D(CCMLT(-1))
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-0.794780
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0.213926
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-3.715203
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0.0014
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C
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5.78E+09
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2.70E+10
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0.214081
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0.8327
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R-squared
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0.408332
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Mean dependent var
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-3.60E+09
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Adjusted R-squared
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0.378748
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S.D. dependent var
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1.60E+11
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S.E. of regression
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1.26E+11
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Akaike info criterion
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54.04520
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Sum squared resid
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3.18E+23
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Schwarz criterion
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54.14439
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Log likelihood
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-592.4972
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F-statistic
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13.80273
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Durbin-Watson stat
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2.060332
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Prob(F-statistic)
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0.001368
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Null Hypothesis: D(M2,2) has a unit root
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Exogenous: Constant
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Lag Length: 2 (Fixed)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-2.882365
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0.0661
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Test critical values:
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1% level
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-3.831511
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5% level
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-3.029970
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10% level
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-2.655194
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*MacKinnon (1996) one-sided p-values.
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Warning: Probabilities and critical values calculated for 20
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observations and
may not be accurate for a sample size of 19
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(M2,3)
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Method: Least Squares
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Date: 01/18/80 Time: 20:47
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Sample (adjusted): 1985 2003
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Included observations: 19 after adjustments
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Variable
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Coefficient
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Std. Error
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t-Statistic
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Prob.
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D(M2(-1),2)
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-1.850634
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0.642054
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-2.882365
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0.0114
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D (M2 (-1) ,3)
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0.501368
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0.440324
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1.138634
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0.2727
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D (M2 (-2) ,3)
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-0.038049
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0.277487
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-0.137120
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0.8928
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C
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-2.77E+09
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2.56E+10
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-0.108107
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0.9153
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R-squared
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0.708771
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Mean dependent var
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-8.63E+09
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Adjusted R-squared
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0.650525
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S.D. dependent var
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1.88E+11
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S.E. of regression
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1.11E+11
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Akaike info criterion
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53.89489
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Sum squared resid
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1.86E+23
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Schwarz criterion
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54.09372
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Log likelihood
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-508.0015
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F-statistic
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12.16861
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Durbin-Watson stat
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1.824709
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Prob(F-statistic)
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0.000268
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Null Hypothesis: D(MI) has a unit root
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Exogenous: Constant
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Lag Length: 0 (Automatic based on SIC, MAXLAG=5)
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t-Statistic
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Prob.*
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Augmented Dickey-Fuller test statistic
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-3.586552
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0.0149
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Test critical values:
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1% level
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-3.769597
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5% level
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-3.004861
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10% level
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-2.642242
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*MacKinnon (1996) one-sided p-values.
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Augmented Dickey-Fuller Test Equation
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Dependent Variable: D(MI,2)
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Method: Least Squares
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Date: 01/18/80 Time: 20:45
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Sample (adjusted): 1982 2003
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Included observations: 22 after adjustments
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Variable
|
Coefficient
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Std. Error
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t-Statistic
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Prob.
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D(MI(-1))
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-0.782839
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0.218271
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-3.586552
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0.0018
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C
|
26.68769
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37.63114
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0.709192
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0.4864
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R-squared
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0.391419
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Mean dependent var
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0.000000
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Adjusted R-squared
|
0.360990
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S.D. dependent var
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216.4433
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S.E. of regression
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173.0206
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Akaike info criterion
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13.23121
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Sum squared resid
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598722.8
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Schwarz criterion
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13.33039
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Log likelihood
|
-143.5433
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F-statistic
|
12.86336
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Durbin-Watson stat
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1.935905
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Prob(F-statistic)
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0.001845
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