Dependent Variable: GDP
Method: Fully Modified Least Squares (FMOLS)
Date: 08/26/15 Time: 20:15
Sample (adjusted): 1700 1775
Included observations: 76 after adjustments
Cointegrating equation deterministics: C
Long-run covariance estimate (Bartlett kernel, Newey-West fixed bandwidth
= 4.0000)
Variable Coefficient Std. Error t-Statistic Prob.
IMPORT 12.73482 3.115014 4.088205 0.0001
REEXPORT 11.67379 6.977685 1.673018 0.0986
C 46855.24 2313.532 20.25269 0.0000
R-squared 0.845140 Mean dependent var 73761.97
Adjusted R-squared 0.840897 S.D. dependent var 14081.01
S.E. of regression 5616.595 Sum squared resid 2.30E+09
Durbin-Watson stat 0.652300 Long-run variance 82446155
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