*MacKinnon (1996) one-sided p-values.
Augmented
Dickey-Fuller Test EquationDependent Variable D(LTOUT)
32
Method
Least SquaresDate: Time Sample (adjusted 1981 Included observations 35 after adjustments
Variable
Coefficient Std.
Error t-Statistic Prob.
LTOUT(-1)
0.000544 0.002377 0.229036 0.8202
R-squared
-0.000555
Adjusted R-squared
-0.000555
S.E.
of regression0.262410
Sum
squared resid2.341210
Log likelihood
-2.330944
Durbin-Watson stat
1.934441
Mean
dependent var0.011846
S.D. dependent var
0.262337
Akaike info criterion
0.190340
Schwarz criterion
0.234778
Hannan-Quinn criter. 0.205680
Adjusted R-squared SE. of regression
0.245026
Sum squared resid
1.981240
Log likelihood
0.080933
Durbin-Watson stat
1.793580
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