A Systems View Across Time and Space
Table 2 Augmented Dickey-Fuller test for GDP
From: The impact of savings on economic growth in a developing country (the case of Kosovo)
Null hypothesis: GDP has a unit root Exogenous: Constant Lag length: 1 (automatic—based on SIC, maxlag = 1) | ||||
|---|---|---|---|---|
t-statistic | Prob.* | |||
Augmented Dickey-Fuller test statistic | 1.509007 | 0.9947 | ||
Test critical values: | 1% level | − 5.119808 | ||
5% level | − 3.519595 | |||
10% level | − 2.898418 | |||
* McKinnon (1973) one-sided p values Warning: Probabilities and critical values calculated for 20 observations and may not be accurate for a sample size of 6. Augmented Dickey-Fuller test equation Dependent variable: D (GDP) Method: Least squares Date: July 24, 2018; Time: 19:04 Sample (adjusted): 2012–2017 Included observations: 6 after adjustments | ||||
Variable | Coefficient | Std. error | t-statistic | Prob. |
GDP (− 1) | 0.190513 | 0.126251 | 1.509007 | 0.2284 |
D (GDP (− 1)) | 0.951048 | 0.522726 | 1.819401 | 0.1664 |
C | − 1.034414 | 0.819969 | − 1.261529 | 0.2963 |
R2 | 0.534089 | Mean-dependent var. | 0.266667 | |
Adjusted R2 | 0.223482 | S.D.-dependent var. | 0.061210 | |
S.E. of regression | 0.053938 | Akaike info. criterion | − 2.695095 | |
Sum squared resid | 0.008728 | Schwarz criterion | − 2.799215 | |
Log likelihood | 11.08528 | Hannan-Quinn criterion | − 3.111897 | |
F-statistic | 1.719502 | Durbin-Watson stat. | 1.898931 | |
Prob. (F-statistic) | 0.318020 | |||