Augmented Dickey-Fuller Test Equation |
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Dependent Variable: D(V2) |
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Method: Least Squares |
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Date: 07/24/10 |
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Sample (adjusted): 7/01/2005 6/25/2010 |
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Included observations: 250 after adjustments |
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Variable | Coefficient | Std. Error | t-Statistic | Prob. |
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V2(-1) | -0.013083 | 0.008686 | -1.506182 | 0.1333 |
C | 41.47579 | 25.87275 | 1.603068 | 0.1102 |
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R-squared | 0.009065 | Mean dependent var | 5.803760 | |
Adjusted R-squared | 0.005069 | S.D. dependent var | 165.1003 | |
S.E. of regression | 164.6813 | Akaike info criterion | 13.05387 | |
Sum squared resid | 6725747. | Schwarz criterion | 13.08204 | |
Log likelihood | -1629.734 | F-statistic | 2.268585 | |
Durbin-Watson stat | 2.223835 | Prob(F-statistic) | 0.133293 |