Variable | Coefficient | Std. Error | t-Statistic | Prob. | |||
C | 12.30892 | 2.100053 | 5.861243 | 0.0000 | |||
LNX2 | 1.160287 | 0.041340 | 28.06675 | 0.0000 | |||
LNX3 | −3.097164 | 0.443264 | −6.987171 | 0.0000 | |||
AR(1) | 1.072779 | 0.207498 | 5.170076 | 0.0000 | |||
AR(2) | −0.319732 | 0.208214 | −1.535597 | 0.1383 | |||
R-squared | 0.997138 | Mean dependent var | 7.942522 | ||||
Adjusted R-squared | 0.996640 | S.D. dependent var | 1.132410 | ||||
S.E.of regression | 0.065643 | Akaike info criterion | −2.402428 | ||||
Sum squared resid | 0.099107 | Schwarz criterion | −2.164534 | ||||
Log likelihood | 38.63399 | Hannan-Quinn criter. | −2.329701 | ||||
F-statistic | 2003.043 | Durbin-Watson stat | 2.039962 | ||||
Prob(F-statistic) | 0.000000 | ||||||
Inverted AR Roots | 54~18i | 54+.18i | |||||