A Systems View Across Time and Space
Table 3 ADF test for the first difference
From: The impact of savings on economic growth in a developing country (the case of Kosovo)
Null hypothesis: D(GDP) has a unit root. Exogenous: Constant Lag length: 0 (automatic—based on SIC, maxlag = 1) | ||||
|---|---|---|---|---|
t-statistic | Prob.* | |||
Augmented Dickey-Fuller test statistic | − 3.096283 | 0.0797 | ||
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.2) Method: Least squares Date: July 24, 2018; Time: 19:40 Sample (adjusted): 2012–2017 Included observations: 6 after adjustments | ||||
Variable | Coefficient | Std. error | t-statistic | Prob. |
D (GDP (− 1)) | − 0.767405 | 0.247847 | − 3.096283 | 0.0364 |
C | 0.198826 | 0.076586 | 2.596130 | 0.0603 |
R2 | 0.705600 | Mean-dependent var. | − 0.025000 | |
Adjusted R2 | 0.632000 | S.D.-dependent var. | 0.102127 | |
S.E. of regression | 0.061954 | Akaike info. criterion | − 2.463664 | |
Sum squared resid | 0.015353 | Schwarz criterion | − 2.533077 | |
Log likelihood | 9.390991 | Hannan-Quinn criterion | − 2.741531 | |
F-statistic | 9.586968 | Durbin-Watson stat. | 1.268122 | |
Prob. (F-statistic) | 0.036352 | |||