Date: 05/01/10 Time: 20:41
Sample(adjusted): 1979 2007
Included observations: 29 after adjusting
endpoints
Standard errors & t-statistics in parentheses
LNGDP LNTM
LNGDP(-1) 1.669919 -0.186821
(0.15022) (0.31533)
(11.1163) (-0.59246)
LNGDP(-2) -0.732187 0.230217
(0.14665) (0.30782)
(-4.99284) (0.74789)
LNTM(-1) -0.037194 1.402117
(0.08820) (0.18513)
(-0.42171) (7.57361)
LNTM(-2) 0.105184 -0.439972
(0.09119) (0.19141)
(1.15352) (-2.29864)
C 0.189732 -0.041283
(0.10889) (0.22856)
(1.74246) (-0.18062)
R-squared 0.998954 0.994686
Adj. R-squared 0.998780 0.993800
Sum sq. resids 0.051668 0.227654
S.E. equation 0.046399 0.097394
F-statistic 5729.897 1123.102
Log likelihood 50.63889 29.13551
Akaike AIC -3.147510 -1.664518
Schwarz SC -2.911769 -1.428777
Mean dependent 10.39406 7.609816
S.D. dependent 1.328178 1.236944
Determinant Residual Covariance 8.38E-06
Log Likelihood 87.20344
Akaike Information Criteria -5.324375
Schwarz Criteria -4.852894