Dependent Variable: D(Y1)
Method: Least Squares
Date: 12/21/11 Time: 15:35
Sample(adjusted): 1986 2007
Included observations: 22 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
C -0.203371 0.443343 -0.458723 0.6516
D(X2) 0.829737 0.774420 1.071430 0.2974
ET(-1) -1.061025 0.223474 -4.747873 0.0001
R-squared 0.562374 Mean dependent var 0.140979
Adjusted R-squared 0.516308 S.D. dependent var 2.161085
S.E. of regression 1.502990 Akaike info criterion 3.778914
Sum squared resid 42.92061 Schwarz criterion 3.927693
Log likelihood -38.56805 F-statistic 12.20803
Durbin-Watson stat 2.017033 Prob(F-statistic) 0.000389