ADF Test Statistic 1.934050 1% Critical Value* -2.7411
5% Critical Value -1.9658
10% Critical Value -1.6277
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNY)
Method: Least Squares
Date: 04/27/13 Time: 23:04
Sample(adjusted): 1997 2011
Included observations: 15 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
LNY(-1) 0.003800 0.001965 1.934050 0.0752
D(LNY(-1)) 0.526225 0.239527 2.196937 0.0468
R-squared 0.357025 Mean dependent var 0.094488
Adjusted R-squared 0.307566 S.D. dependent var 0.017698
S.E. of regression 0.014727 Akaike info criterion -5.474756
Sum squared resid 0.002819 Schwarz criterion -5.380349
Log likelihood 43.06067 Durbin-Watson stat 1.590162