Variable | Coefficient | Std. Error | t-Statistic | Prob. | |
C | −5.274074 | 1.538576 | −3.427894 | 0.0028 | |
LNEC | 1.396973 | 0.120773 | 11.56691 | 0.0000 | |
AR (1) | 1.778822 | 0.159431 | 11.15735 | 0.0000 | |
AR (2) | −0.941238 | 0.147325 | −6.388869 | 0.0000 | |
R-squared | 0.998347 | Mean dependent var | 12.51222 | ||
Adjusted R-squared | 0.998087 | S.D. dependent var | 0.572837 | ||
S.E. of regression | 0.025058 | Akaike info criterion | −4.110152 | ||
Sum squared resid | 0.011930 | Schwarz criterion | −3.912675 | ||
Log likelihood | 51.26675 | Hannan−Quinn criter. | −4.060487 | ||
F-statistic | 3826.221 | Durbin−Watson stat | 1.414484 | ||
Prob (F-statistic) | 0.000000 |
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Inverted AR Roots | 0.89−0.39i | 0.89+0.39i |
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