Table 6.
Short run estimates.
Variable(s) | Coefficient | Standard error | P-value |
---|---|---|---|
lnc-effect | −0.2217* | 0.0877 | 0.0527 |
-effect | −0.00001* | 0.000005 | 0.0682 |
-effect | −0.000002** | 0.000001 | 0.0266 |
lnw-effect | 0.1919** | 0.0714 | 0.0433 |
lny-effect | 0.0865* | 0.0420 | 0.0947 |
ECM(-1) | −0.1822*** | 0.0349 | 0.0034 |
R-square | 0.9997 | ||
Adj. R-square | 0.9991 | ||
DW-statistic | 2.8666 | ||
F-statistic | 1626.291*** | ||
Prob. (F-statistic) | 0.0000 |