Null Hypothesis: LNFI has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=0)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.019265 0.5545
Test critical values: 1% level -4.532598
5% level -3.673616
10% level -3.277364
*MacKinnon (1996) one-sided p-values.
Warning: Probabilities and critical values calculated for 20
observations and may not be accurate for a sample size of 19
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNFI)
Method: Least Squares
Date: 02/24/11 Time: 18:35
Sample (adjusted): 1991 2009
Included observations: 19 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
LNFI(-1) -0.348051 0.172365 -2.019265 0.0605
C 0.373397 0.128311 2.910092 0.0102
@TREND(1990) 0.035887 0.021826 1.644240 0.1196
R-squared 0.220410 Mean dependent var 0.135229
Adjusted R-squared 0.122961 S.D. dependent var 0.199988
S.E. of regression 0.187290 Akaike info criterion -0.368379
Sum squared resid 0.561240 Schwarz criterion -0.219257
Log likelihood 6.499602 F-statistic 2.261803
Durbin-Watson stat 1.558091 Prob(F-statistic) 0.136437