LNEI

LNTS

LNEI (−1)

1.004563

0.214180

(0.03315)

(0.23922)

[30.3009]

[0.89531]

LNTS (−1)

−0.039906

0.727697

(0.03022)

(0.21805)

[−1.32056]

[3.33724]

C

0.458997

0.572200

(0.08603)

(0.62074)

[5.33558]

[0.92180]

R-squared

0.998497

0.933229

Adj. R-squared

0.998347

0.926551

Sum sq. resids

0.026099

1.358921

S.E. equation

0.036124

0.260665

F-statistic

6643.910

139.7648

Log likelihood

45.34984

-0.104350

Akaike AIC

−3.682594

0.269944

Schwarz SC

−3.534486

0.418051

Mean dependent

9.867560

9.533531

S.D. dependent

0.888467

0.961813

Determinant resid covariance (dof adj.)

7.59E−05

Determinant resid covariance

5.74E−05

Log likelihood

47.03640

Akaike information criterion

−3.568382

Schwarz criterion

−3.272166

Number of coefficients

6